def setEstParams(self,
obsModel=None,
SS=None,
LP=None,
Data=None,
A=None,
Sigma=None,
**kwargs):
''' Initialize EstParams attribute with fields A, Sigma.
'''
self.ClearCache()
if obsModel is not None:
self.EstParams = obsModel.EstParams.copy()
self.K = self.EstParams.K
return
if LP is not None and Data is not None:
SS = self.calcSummaryStats(Data, None, LP)
if SS is not None:
self.updateEstParams(SS)
else:
A = as3D(A)
Sigma = as3D(Sigma)
self.EstParams = ParamBag(K=A.shape[0], D=A.shape[1])
self.EstParams.setField('A', A, dims=('K', 'D', 'D'))
self.EstParams.setField('Sigma', Sigma, dims=('K', 'D', 'D'))
def setPostFactors(self, obsModel=None, SS=None, LP=None, Data=None,
nu=0, B=0, M=0, V=0,
**kwargs):
''' Set Post attribute to provided values.
'''
self.ClearCache()
if obsModel is not None:
if hasattr(obsModel, 'Post'):
self.Post = obsModel.Post.copy()
else:
self.setPostFromEstParams(obsModel.EstParams)
self.K = self.Post.K
return
if LP is not None and Data is not None:
SS = self.calcSummaryStats(Data, None, LP)
if SS is not None:
self.updatePost(SS)
else:
M = as3D(M)
B = as3D(B)
V = as3D(V)
K, D, E = M.shape
assert D == self.D
assert E == self.E
self.Post = ParamBag(K=K, D=self.D, E=self.E)
self.Post.setField('nu', as1D(nu), dims=('K'))
self.Post.setField('B', B, dims=('K', 'D', 'D'))
self.Post.setField('M', M, dims=('K', 'D', 'E'))
self.Post.setField('V', V, dims=('K', 'E', 'E'))
self.K = self.Post.K
def packParamBagForPost(pnu_K=None,
ptau_K=None,
w_KE=None,
P_KEE=None,
Post=None,
**kwargs):
''' Parse provided array args and pack into parameter bag
Returns
-------
Post : ParamBag, with K clusters
'''
pnu_K = as1D(pnu_K)
ptau_K = as1D(ptau_K)
w_KE = as2D(w_KE)
P_KEE = as3D(P_KEE)
K = pnu_K.size
E = w_KE.shape[1]
if Post is None:
Post = ParamBag(K=K, D=E - 1, E=E)
elif not hasattr(Post, 'E'):
Post.E = E
assert Post.K == K
assert Post.D == E - 1
assert Post.E == E
Post.setField('pnu_K', pnu_K, dims=('K'))
Post.setField('ptau_K', ptau_K, dims=('K'))
Post.setField('w_KE', w_KE, dims=('K', 'E'))
Post.setField('P_KEE', P_KEE, dims=('K', 'E', 'E'))
return Post
def setEstParams(self, obsModel=None, SS=None, LP=None, Data=None,
mu=None, Sigma=None,
**kwargs):
''' Create EstParams ParamBag with fields mu, Sigma
'''
self.ClearCache()
if obsModel is not None:
self.EstParams = obsModel.EstParams.copy()
self.K = self.EstParams.K
return
if LP is not None and Data is not None:
SS = self.calcSummaryStats(Data, None, LP)
if SS is not None:
self.updateEstParams(SS)
else:
Sigma = as3D(Sigma)
K, D, D2 = Sigma.shape
mu = as2D(mu)
if mu.shape[0] != K:
mu = mu.T
assert mu.shape[0] == K
assert mu.shape[1] == D
self.EstParams = ParamBag(K=K, D=D)
self.EstParams.setField('mu', mu, dims=('K', 'D'))
self.EstParams.setField('Sigma', Sigma, dims=('K', 'D', 'D'))
self.K = self.EstParams.K
def setPostFromEstParams(self, EstParams, Data=None, N=None):
''' Set Post attribute values based on provided EstParams.
'''
K = EstParams.K
D = EstParams.D
if Data is not None:
N = Data.nObsTotal
N = np.asarray(N, dtype=np.float)
if N.ndim == 0:
N = N / K * np.ones(K)
nu = self.Prior.nu + N
B = EstParams.Sigma * (nu - D - 1)[:, np.newaxis, np.newaxis]
M = EstParams.A.copy()
V = as3D(self.Prior.V)
self.Post = ParamBag(K=K, D=D)
self.Post.setField('nu', nu, dims=('K'))
self.Post.setField('B', B, dims=('K', 'D', 'D'))
self.Post.setField('M', M, dims=('K', 'D', 'D'))
self.Post.setField('V', V, dims=('K', 'D', 'D'))
self.K = self.Post.K
