def natural_lds_estep_general_autograd(natparam, node_params):
init_params, pair_params = natparam
def lds_log_normalizer(natparam):
init_params, pair_params = natparam
_, lognorm = natural_filter_forward_general(init_params, pair_params, node_params)
return lognorm
return vgrad(lds_log_normalizer)(natparam)
def natural_lds_estep_general_autograd(natparam, node_params):
init_params, pair_params = natparam
def lds_log_normalizer(natparam):
init_params, pair_params = natparam
_, lognorm = natural_filter_forward_general(init_params, pair_params,
node_params)
return lognorm
return vgrad(lds_log_normalizer)(natparam)
def EM_update(params):
natural_params = list(map(np.log, params))
loglike, E_stats = vgrad(log_partition_function)(natural_params, data) # E step
if callback: callback(loglike, params)
return list(map(normalize, E_stats)) # M step
def EM_update(params):
natural_params = map(np.log, params)
loglike, E_stats = vgrad(log_partition_function)(natural_params,
data) # E step
if callback: callback(loglike, params)
return map(normalize, E_stats) # M step