def _create_model(self, d, k, mode, nframes, emiter):
# +++++++++++++++++++++++++++++++++++++++++++++++++
# Generate a model with k components, d dimensions
# +++++++++++++++++++++++++++++++++++++++++++++++++
w, mu, va = GM.gen_param(d, k, mode, spread=1.5)
gm = GM.fromvalues(w, mu, va)
# Sample nframes frames from the model
data = gm.sample(nframes)
# ++++++++++++++++++++++++++++++++++++++++++
# Approximate the models with classical EM
# ++++++++++++++++++++++++++++++++++++++++++
# Init the model
lgm = GM(d, k, mode)
gmm = GMM(lgm, "kmean")
gmm.init(data, niter=KM_ITER)
self.gm0 = copy.copy(gmm.gm)
# The actual EM, with likelihood computation
for i in range(emiter):
g, tgd = gmm.compute_responsabilities(data)
gmm.update_em(data, g)
self.data = data
self.gm = lgm
def _create_model(self, d, k, mode, nframes, emiter):
#+++++++++++++++++++++++++++++++++++++++++++++++++
# Generate a model with k components, d dimensions
#+++++++++++++++++++++++++++++++++++++++++++++++++
w, mu, va = GM.gen_param(d, k, mode, spread=1.5)
gm = GM.fromvalues(w, mu, va)
# Sample nframes frames from the model
data = gm.sample(nframes)
#++++++++++++++++++++++++++++++++++++++++++
# Approximate the models with classical EM
#++++++++++++++++++++++++++++++++++++++++++
# Init the model
lgm = GM(d, k, mode)
gmm = GMM(lgm, 'kmean')
gmm.init(data, niter=KM_ITER)
self.gm0 = copy.copy(gmm.gm)
# The actual EM, with likelihood computation
for i in range(emiter):
g, tgd = gmm.compute_responsabilities(data)
gmm.update_em(data, g)
self.data = data
self.gm = lgm
def test_conf_ellip(self):
"""Only test whether the call succeed. To check wether the result is
OK, you have to plot the results."""
d = 3
k = 3
w, mu, va = GM.gen_param(d, k)
gm = GM.fromvalues(w, mu, va)
gm.conf_ellipses()
def test_1d_bogus(self):
"""Check that functions which do not make sense for 1d fail nicely."""
d = 1
k = 2
w, mu, va = GM.gen_param(d, k)
gm = GM.fromvalues(w, mu, va)
try:
gm.conf_ellipses()
raise AssertionError("This should not work !")
except ValueError, e:
print "Ok, conf_ellipses failed as expected (with msg: " + str(e) + ")"
def _run_pure_online(self, d, k, mode, nframes):
#++++++++++++++++++++++++++++++++++++++++
# Approximate the models with online EM
#++++++++++++++++++++++++++++++++++++++++
ogm = GM(d, k, mode)
ogmm = OnGMM(ogm, 'kmean')
init_data = self.data[0:nframes / 20, :]
ogmm.init(init_data)
# Forgetting param
ku = 0.005
t0 = 200
lamb = 1 - 1 / (N.arange(-1, nframes - 1) * ku + t0)
nu0 = 0.2
nu = N.zeros((len(lamb), 1))
nu[0] = nu0
for i in range(1, len(lamb)):
nu[i] = 1. / (1 + lamb[i] / nu[i - 1])
# object version of online EM
for t in range(nframes):
# the assert are here to check we do not create copies
# unvoluntary for parameters
assert ogmm.pw is ogmm.cw
assert ogmm.pmu is ogmm.cmu
assert ogmm.pva is ogmm.cva
ogmm.compute_sufficient_statistics_frame(self.data[t], nu[t])
ogmm.update_em_frame()
ogmm.gm.set_param(ogmm.cw, ogmm.cmu, ogmm.cva)
return ogmm.gm
def test_get_va(self):
"""Test _get_va for diag and full mode."""
d = 3
k = 2
ld = 2
dim = [0, 2]
w, mu, va = GM.gen_param(d, k, 'full')
va = N.arange(d*d*k).reshape(d*k, d)
gm = GM.fromvalues(w, mu, va)
tva = N.empty(ld * ld * k)
for i in range(k * ld * ld):
tva[i] = dim[i%ld] + (i % 4)/ ld * dim[1] * d + d*d * (i / (ld*ld))
tva = tva.reshape(ld * k, ld)
sva = gm._get_va(dim)
assert N.all(sva == tva)
def _check(self, d, k, mode, nframes, emiter):
#++++++++++++++++++++++++++++++++++++++++
# Approximate the models with online EM
#++++++++++++++++++++++++++++++++++++++++
# Learn the model with Online EM
ogm = GM(d, k, mode)
ogmm = OnGMM(ogm, 'kmean')
init_data = self.data
ogmm.init(init_data, niter=KM_ITER)
# Check that online kmean init is the same than kmean offline init
ogm0 = copy.copy(ogm)
assert_array_equal(ogm0.w, self.gm0.w)
assert_array_equal(ogm0.mu, self.gm0.mu)
assert_array_equal(ogm0.va, self.gm0.va)
# Forgetting param
lamb = N.ones((nframes, 1))
lamb[0] = 0
nu0 = 1.0
nu = N.zeros((len(lamb), 1))
nu[0] = nu0
for i in range(1, len(lamb)):
nu[i] = 1. / (1 + lamb[i] / nu[i - 1])
# object version of online EM: the p* arguments are updated only at each
# epoch, which is equivalent to on full EM iteration on the
# classic EM algorithm
ogmm.pw = ogmm.cw.copy()
ogmm.pmu = ogmm.cmu.copy()
ogmm.pva = ogmm.cva.copy()
for e in range(emiter):
for t in range(nframes):
ogmm.compute_sufficient_statistics_frame(self.data[t], nu[t])
ogmm.update_em_frame()
# Change pw args only a each epoch
ogmm.pw = ogmm.cw.copy()
ogmm.pmu = ogmm.cmu.copy()
ogmm.pva = ogmm.cva.copy()
# For equivalence between off and on, we allow a margin of error,
# because of round-off errors.
print " Checking precision of equivalence with offline EM trainer "
maxtestprec = 18
try:
for i in range(maxtestprec):
assert_array_almost_equal(self.gm.w, ogmm.pw, decimal=i)
assert_array_almost_equal(self.gm.mu, ogmm.pmu, decimal=i)
assert_array_almost_equal(self.gm.va, ogmm.pva, decimal=i)
print "\t !! Precision up to %d decimals !! " % i
except AssertionError:
if i < AR_AS_PREC:
print """\t !!NOT OK: Precision up to %d decimals only,
outside the allowed range (%d) !! """ % (i, AR_AS_PREC)
raise AssertionError
else:
print "\t !!OK: Precision up to %d decimals !! " % i
def _create_model_and_run_em(self, d, k, mode, nframes):
#+++++++++++++++++++++++++++++++++++++++++++++++++
# Generate a model with k components, d dimensions
#+++++++++++++++++++++++++++++++++++++++++++++++++
w, mu, va = GM.gen_param(d, k, mode, spread=1.5)
gm = GM.fromvalues(w, mu, va)
# Sample nframes frames from the model
data = gm.sample(nframes)
#++++++++++++++++++++++++++++++++++++++++++
# Approximate the models with classical EM
#++++++++++++++++++++++++++++++++++++++++++
# Init the model
lgm = GM(d, k, mode)
gmm = GMM(lgm, 'kmean')
em = EM()
lk = em.train(data, gmm)
def _create_model_and_run_em(self, d, k, mode, nframes):
#+++++++++++++++++++++++++++++++++++++++++++++++++
# Generate a model with k components, d dimensions
#+++++++++++++++++++++++++++++++++++++++++++++++++
w, mu, va = GM.gen_param(d, k, mode, spread = 1.5)
gm = GM.fromvalues(w, mu, va)
# Sample nframes frames from the model
data = gm.sample(nframes)
#++++++++++++++++++++++++++++++++++++++++++
# Approximate the models with classical EM
#++++++++++++++++++++++++++++++++++++++++++
# Init the model
lgm = GM(d, k, mode)
gmm = GMM(lgm, 'kmean')
em = EM()
lk = em.train(data, gmm)
def _test(self, dataset, log):
dic = load_dataset(dataset)
gm = GM.fromvalues(dic['w0'], dic['mu0'], dic['va0'])
gmm = GMM(gm, 'test')
EM().train(dic['data'], gmm, log=log)
assert_array_almost_equal(gmm.gm.w, dic['w'], DEF_DEC)
assert_array_almost_equal(gmm.gm.mu, dic['mu'], DEF_DEC)
assert_array_almost_equal(gmm.gm.va, dic['va'], DEF_DEC)
def _test(self, dataset, log):
dic = load_dataset(dataset)
gm = GM.fromvalues(dic['w0'], dic['mu0'], dic['va0'])
gmm = GMM(gm, 'test')
EM().train(dic['data'], gmm, log = log)
assert_array_almost_equal(gmm.gm.w, dic['w'], DEF_DEC)
assert_array_almost_equal(gmm.gm.mu, dic['mu'], DEF_DEC)
assert_array_almost_equal(gmm.gm.va, dic['va'], DEF_DEC)
def test_2d_diag_logpdf(self):
d = 2
w = N.array([0.4, 0.6])
mu = N.array([[0., 2], [-1, -2]])
va = N.array([[1, 0.5], [0.5, 1]])
x = N.random.randn(100, 2)
gm = GM.fromvalues(w, mu, va)
y1 = N.sum(multiple_gauss_den(x, mu, va) * w, 1)
y2 = gm.pdf(x, log = True)
assert_array_almost_equal(N.log(y1), y2)
def _test_common(self, d, k, mode):
dic = load_dataset('%s_%dd_%dk.mat' % (mode, d, k))
gm = GM.fromvalues(dic['w0'], dic['mu0'], dic['va0'])
gmm = GMM(gm, 'test')
a, na = gmm.compute_responsabilities(dic['data'])
la, nla = gmm.compute_log_responsabilities(dic['data'])
ta = N.log(a)
tna = N.log(na)
if not N.all(N.isfinite(ta)):
print "precision problem for %s, %dd, %dk, test need fixing" % (mode, d, k)
else:
assert_array_almost_equal(ta, la, DEF_DEC)
if not N.all(N.isfinite(tna)):
print "precision problem for %s, %dd, %dk, test need fixing" % (mode, d, k)
else:
assert_array_almost_equal(tna, nla, DEF_DEC)
def _test_common(self, d, k, mode):
dic = load_dataset('%s_%dd_%dk.mat' % (mode, d, k))
gm = GM.fromvalues(dic['w0'], dic['mu0'], dic['va0'])
gmm = GMM(gm, 'test')
a, na = gmm.compute_responsabilities(dic['data'])
la, nla = gmm.compute_log_responsabilities(dic['data'])
ta = N.log(a)
tna = N.log(na)
if not N.all(N.isfinite(ta)):
print "precision problem for %s, %dd, %dk, test need fixing" % (
mode, d, k)
else:
assert_array_almost_equal(ta, la, DEF_DEC)
if not N.all(N.isfinite(tna)):
print "precision problem for %s, %dd, %dk, test need fixing" % (
mode, d, k)
else:
assert_array_almost_equal(tna, nla, DEF_DEC)