def test_ellipses():
"""Test equiprobable ellipses."""
random_state = check_random_state(0)
means = np.array([[0.0, 1.0], [2.0, -1.0]])
covariances = np.array([[[0.5, 0.0], [0.0, 5.0]], [[5.0, 0.0], [0.0,
0.5]]])
gmm = GMM(n_components=2,
priors=np.array([0.5, 0.5]),
means=means,
covariances=covariances,
random_state=random_state)
ellipses = gmm.to_ellipses()
mean, (angle, width, height) = ellipses[0]
assert_array_almost_equal(means[0], mean)
assert_equal(angle, 0.5 * np.pi)
assert_equal(width, np.sqrt(5.0))
assert_equal(height, np.sqrt(0.5))
mean, (angle, width, height) = ellipses[1]
assert_array_almost_equal(means[1], mean)
assert_equal(angle, -np.pi)
assert_equal(width, np.sqrt(5.0))
assert_equal(height, np.sqrt(0.5))
def test_sklearn_regression():
"""Test regression with GaussianMixtureRegressor."""
try:
from gmr.sklearn import GaussianMixtureRegressor
except ImportError:
raise SkipTest("sklearn is not available")
random_state = check_random_state(0)
n_samples = 200
x = np.linspace(0, 2, n_samples)[:, np.newaxis]
y1 = 3 * x[:n_samples // 2] + 1
y2 = -3 * x[n_samples // 2:] + 7
noise = random_state.randn(n_samples, 1) * 0.01
y = np.vstack((y1, y2)) + noise
gmr = GaussianMixtureRegressor(n_components=2, random_state=random_state)
gmr.fit(x, y)
assert_array_almost_equal(gmr.gmm_.priors, 0.5 * np.ones(2), decimal=2)
assert_array_almost_equal(gmr.gmm_.means[0],
np.array([0.5, 2.5]),
decimal=2)
assert_array_almost_equal(gmr.gmm_.means[1],
np.array([1.5, 2.5]),
decimal=1)
pred = gmr.predict(x)
mse = np.sum((y - pred)**2) / n_samples
assert_less(mse, 0.01)
def test_kmeanspp_initialization():
random_state = check_random_state(1)
n_samples = 300
n_features = 2
X = np.ndarray((n_samples, n_features))
X[:n_samples // 3, :] = random_state.multivariate_normal(
[0.0, 1.0], [[0.5, -1.0], [-1.0, 5.0]], size=(n_samples // 3, ))
X[n_samples // 3:-n_samples // 3, :] = random_state.multivariate_normal(
[-2.0, -2.0], [[3.0, 1.0], [1.0, 1.0]], size=(n_samples // 3, ))
X[-n_samples // 3:, :] = random_state.multivariate_normal(
[3.0, 1.0], [[3.0, -1.0], [-1.0, 1.0]], size=(n_samples // 3, ))
# artificial scaling, makes standard implementation fail
# either the initial covariances have to be adjusted or we have
# to normalize the dataset
X[:, 1] *= 10000.0
gmm = GMM(n_components=3, random_state=random_state)
gmm.from_samples(X, init_params="random")
ellipses = gmm.to_ellipses()
widths = np.array([ellipsis_params[1]
for _, ellipsis_params in ellipses])[:, np.newaxis]
average_widths_random = np.mean(pdist(widths))
gmm = GMM(n_components=3, random_state=random_state)
gmm.from_samples(X, init_params="kmeans++")
ellipses = gmm.to_ellipses()
widths = np.array([ellipsis_params[1]
for _, ellipsis_params in ellipses])[:, np.newaxis]
average_widths_kmeanspp = np.mean(pdist(widths))
# random initialization produces uneven covariance scaling
assert_less(average_widths_kmeanspp, average_widths_random)
def test_numerically_robust_responsibilities():
random_state = check_random_state(0)
n_samples = 300
n_features = 2
X = np.ndarray((n_samples, n_features))
mean0 = np.array([0.0, 1.0])
X[:n_samples // 3, :] = random_state.multivariate_normal(
mean0, [[0.5, -1.0], [-1.0, 5.0]], size=(n_samples // 3, ))
mean1 = np.array([-2.0, -2.0])
X[n_samples // 3:-n_samples // 3, :] = random_state.multivariate_normal(
mean1, [[3.0, 1.0], [1.0, 1.0]], size=(n_samples // 3, ))
mean2 = np.array([3.0, 1.0])
X[-n_samples // 3:, :] = random_state.multivariate_normal(
mean2, [[3.0, -1.0], [-1.0, 1.0]], size=(n_samples // 3, ))
# artificial scaling, makes naive implementation fail
X[:, 1] *= 10000.0
gmm = GMM(n_components=3, random_state=random_state)
gmm.from_samples(X, init_params="random")
mean_dists = pdist(gmm.means)
assert_true(all(mean_dists > 1))
assert_true(all(1e7 < gmm.covariances[:, 1, 1]))
assert_true(all(gmm.covariances[:, 1, 1] < 1e9))
def test_plot():
"""Test plot of MVN."""
random_state = check_random_state(0)
mvn = MVN(mean=mean, covariance=covariance, random_state=random_state)
ax = AxisStub()
plot_error_ellipse(ax, mvn)
assert_equal(ax.count, 8)
def test_plot():
"""Test plot of MVN."""
random_state = check_random_state(0)
mvn = MVN(mean=mean, covariance=covariance, random_state=random_state)
ax = AxisStub()
plot_error_ellipse(ax, mvn)
assert_equal(ax.count, 8)
def test_sample_confidence_region():
"""Test sampling of confidence region."""
random_state = check_random_state(42)
mvn = MVN(mean=np.array([1.0, 2.0]),
covariance=np.array([[1.0, 0.0], [0.0, 4.0]]),
random_state=random_state)
samples = mvn.sample_confidence_region(100, 0.9)
for sample in samples:
assert_true(mvn.is_in_confidence_region(sample, 0.9))
def test_probability_density():
"""Test PDF of MVN."""
random_state = check_random_state(0)
mvn = MVN(mean, covariance, random_state=random_state)
x = np.linspace(-100, 100, 201)
X = np.vstack(map(np.ravel, np.meshgrid(x, x))).T
p = mvn.to_probability_density(X)
approx_int = np.sum(p) * ((x[-1] - x[0]) / 201) ** 2
assert_less(np.abs(1.0 - approx_int), 0.01)
def test_probability_density():
"""Test PDF of MVN."""
random_state = check_random_state(0)
mvn = MVN(mean, covariance, random_state=random_state)
x = np.linspace(-100, 100, 201)
X = np.vstack(map(np.ravel, np.meshgrid(x, x))).T
p = mvn.to_probability_density(X)
approx_int = np.sum(p) * ((x[-1] - x[0]) / 201)**2
assert_less(np.abs(1.0 - approx_int), 0.01)
def test_gmm_to_mvn_vs_mvn():
random_state = check_random_state(0)
gmm = GMM(n_components=2, random_state=random_state)
gmm.from_samples(X)
mvn_from_gmm = gmm.to_mvn()
mvn = MVN(random_state=random_state)
mvn.from_samples(X)
assert_array_almost_equal(mvn_from_gmm.mean, mvn.mean)
assert_array_almost_equal(mvn_from_gmm.covariance,
mvn.covariance,
decimal=3)
def test_marginal_distribution():
"""Test moments from marginal MVN."""
random_state = check_random_state(0)
mvn = MVN(mean=mean, covariance=covariance, random_state=random_state)
marginalized = mvn.marginalize(np.array([0]))
assert_equal(marginalized.mean, np.array([0.0]))
assert_equal(marginalized.covariance, np.array([0.5]))
marginalized = mvn.marginalize(np.array([1]))
assert_equal(marginalized.mean, np.array([1.0]))
assert_equal(marginalized.covariance, np.array([5.0]))
def test_marginal_distribution():
"""Test moments from marginal MVN."""
random_state = check_random_state(0)
mvn = MVN(mean=mean, covariance=covariance, random_state=random_state)
marginalized = mvn.marginalize(np.array([0]))
assert_equal(marginalized.mean, np.array([0.0]))
assert_equal(marginalized.covariance, np.array([0.5]))
marginalized = mvn.marginalize(np.array([1]))
assert_equal(marginalized.mean, np.array([1.0]))
assert_equal(marginalized.covariance, np.array([5.0]))
def test_ellipse():
"""Test equiprobable ellipse."""
random_state = check_random_state(0)
mean = np.array([0.0, 1.0])
covariance = np.array([[0.5, 0.0], [0.0, 5.0]])
mvn = MVN(mean=mean, covariance=covariance, random_state=random_state)
angle, width, height = mvn.to_ellipse()
assert_equal(angle, 0.5 * np.pi)
assert_equal(width, np.sqrt(5.0))
assert_equal(height, np.sqrt(0.5))
def test_ellipse():
"""Test equiprobable ellipse."""
random_state = check_random_state(0)
mean = np.array([0.0, 1.0])
covariance = np.array([[0.5, 0.0], [0.0, 5.0]])
mvn = MVN(mean=mean, covariance=covariance, random_state=random_state)
angle, width, height = mvn.to_ellipse()
assert_equal(angle, 0.5 * np.pi)
assert_equal(width, np.sqrt(5.0))
assert_equal(height, np.sqrt(0.5))
def test_plot():
"""Test plot of MVN."""
random_state = check_random_state(0)
mvn = MVN(mean=mean, covariance=covariance, random_state=random_state)
ax = AxisStub()
try:
plot_error_ellipse(ax, mvn)
except ImportError:
raise SkipTest("matplotlib is required for this test")
assert_equal(ax.count, 8)
plot_error_ellipse(ax, mvn, color="r")
assert_equal(ax.count, 16)
def test_conditional_distribution():
"""Test moments from conditional GMM."""
random_state = check_random_state(0)
gmm = GMM(n_components=2, priors=np.array([0.5, 0.5]), means=means,
covariances=covariances, random_state=random_state)
conditional = gmm.condition(np.array([1]), np.array([1.0]))
assert_array_almost_equal(conditional.means[0], np.array([0.0]))
assert_array_almost_equal(conditional.covariances[0], np.array([[0.3]]))
conditional = gmm.condition(np.array([0]), np.array([2.0]))
assert_array_almost_equal(conditional.means[1], np.array([-1.0]))
assert_array_almost_equal(conditional.covariances[1], np.array([[0.3]]))
def test_conditional_distribution():
"""Test moments from conditional MVN."""
random_state = check_random_state(0)
mean = np.array([0.0, 1.0])
covariance = np.array([[0.5, 0.0], [0.0, 5.0]])
mvn = MVN(mean=mean, covariance=covariance, random_state=random_state)
conditional = mvn.condition(np.array([1]), np.array([5.0]))
assert_equal(conditional.mean, np.array([0.0]))
assert_equal(conditional.covariance, np.array([0.5]))
conditional = mvn.condition(np.array([0]), np.array([0.5]))
assert_equal(conditional.mean, np.array([1.0]))
assert_equal(conditional.covariance, np.array([5.0]))
def test_conditional_distribution():
"""Test moments from conditional MVN."""
random_state = check_random_state(0)
mean = np.array([0.0, 1.0])
covariance = np.array([[0.5, 0.0], [0.0, 5.0]])
mvn = MVN(mean=mean, covariance=covariance, random_state=random_state)
conditional = mvn.condition(np.array([1]), np.array([5.0]))
assert_equal(conditional.mean, np.array([0.0]))
assert_equal(conditional.covariance, np.array([0.5]))
conditional = mvn.condition(np.array([0]), np.array([0.5]))
assert_equal(conditional.mean, np.array([1.0]))
assert_equal(conditional.covariance, np.array([5.0]))
def test_conditional_distribution():
"""Test moments from conditional GMM."""
random_state = check_random_state(0)
gmm = GMM(n_components=2,
priors=np.array([0.5, 0.5]),
means=means,
covariances=covariances,
random_state=random_state)
conditional = gmm.condition(np.array([1]), np.array([1.0]))
assert_array_almost_equal(conditional.means[0], np.array([0.0]))
assert_array_almost_equal(conditional.covariances[0], np.array([[0.3]]))
conditional = gmm.condition(np.array([0]), np.array([2.0]))
assert_array_almost_equal(conditional.means[1], np.array([-1.0]))
assert_array_almost_equal(conditional.covariances[1], np.array([[0.3]]))
def test_verbose_from_samples():
"""Test verbose output."""
global X
random_state = check_random_state(0)
old_stdout = sys.stdout
sys.stdout = StringIO()
try:
gmm = GMM(n_components=2, verbose=True, random_state=random_state)
gmm.from_samples(X)
finally:
out = sys.stdout.getvalue()
sys.stdout.close()
sys.stdout = old_stdout
assert("converged" in out)
def test_estimation_from_previous_initialization():
global X
global random_state
global means
global covariances
gmm = GMM(n_components=2,
priors=0.5 * np.ones(2),
means=np.copy(means),
covariances=np.copy(covariances),
random_state=check_random_state(2))
gmm.from_samples(X, n_iter=2)
assert_less(np.linalg.norm(gmm.means[0] - means[0]), 0.01)
assert_less(np.linalg.norm(gmm.covariances[0] - covariances[0]), 0.03)
assert_less(np.linalg.norm(gmm.means[1] - means[1]), 0.01)
assert_less(np.linalg.norm(gmm.covariances[1] - covariances[1]), 0.04)
def test_verbose_from_samples():
"""Test verbose output."""
global X
random_state = check_random_state(0)
old_stdout = sys.stdout
sys.stdout = StringIO()
try:
gmm = GMM(n_components=2, verbose=True, random_state=random_state)
gmm.from_samples(X)
finally:
out = sys.stdout.getvalue()
sys.stdout.close()
sys.stdout = old_stdout
assert ("converged" in out)
def test_probability_density_without_noise():
"""Test probability density of MVN with not invertible covariance."""
random_state = check_random_state(0)
n_samples = 10
x = np.linspace(0, 1, n_samples)[:, np.newaxis]
y = np.ones((n_samples, 1))
samples = np.hstack((x, y))
mvn = MVN(random_state=random_state)
mvn.from_samples(samples)
assert_array_almost_equal(mvn.mean, np.array([0.5, 1.0]), decimal=2)
assert_equal(mvn.covariance[1, 1], 0.0)
p_training = mvn.to_probability_density(samples)
p_test = mvn.to_probability_density(samples + 1)
assert_true(np.all(p_training > p_test))
def test_probability_density_without_noise():
"""Test probability density of MVN with not invertible covariance."""
random_state = check_random_state(0)
n_samples = 10
x = np.linspace(0, 1, n_samples)[:, np.newaxis]
y = np.ones((n_samples, 1))
samples = np.hstack((x, y))
mvn = MVN(random_state=random_state)
mvn.from_samples(samples)
assert_array_almost_equal(mvn.mean, np.array([0.5, 1.0]), decimal=2)
assert_equal(mvn.covariance[1, 1], 0.0)
p_training = mvn.to_probability_density(samples)
p_test = mvn.to_probability_density(samples + 1)
assert_true(np.all(p_training > p_test))
def test_sample_confidence_region():
"""Test sampling from confidence region."""
random_state = check_random_state(0)
means = np.array([[0.0, 1.0], [2.0, -1.0]])
covariances = np.array([[[0.5, 0.0], [0.0, 5.0]], [[5.0, 0.0], [0.0,
0.5]]])
gmm = GMM(n_components=2,
priors=np.array([0.5, 0.5]),
means=means,
covariances=covariances,
random_state=random_state)
samples = gmm.sample_confidence_region(100, 0.7)
for sample in samples:
assert_true(gmm.is_in_confidence_region(sample, 0.7))
def test_regression_with_2d_input():
"""Test regression with GMM and two-dimensional input."""
random_state = check_random_state(0)
n_samples = 200
x = np.linspace(0, 2, n_samples)[:, np.newaxis]
y1 = 3 * x[:n_samples // 2] + 1
y2 = -3 * x[n_samples // 2:] + 7
noise = random_state.randn(n_samples, 1) * 0.01
y = np.vstack((y1, y2)) + noise
samples = np.hstack((x, x[::-1], y))
gmm = GMM(n_components=2, random_state=random_state)
gmm.from_samples(samples)
pred = gmm.predict(np.array([0, 1]), np.hstack((x, x[::-1])))
mse = np.sum((y - pred)**2) / n_samples
def test_regression_without_noise():
"""Test regression without noise with MVN."""
random_state = check_random_state(0)
n_samples = 10
x = np.linspace(0, 1, n_samples)[:, np.newaxis]
y = 3 * x + 1
samples = np.hstack((x, y))
mvn = MVN(random_state=random_state)
mvn.from_samples(samples)
assert_array_almost_equal(mvn.mean, np.array([0.5, 2.5]), decimal=2)
pred, cov = mvn.predict(np.array([0]), x)
mse = np.sum((y - pred) ** 2) / n_samples
assert_less(mse, 1e-10)
assert_less(cov[0, 0], 1e-10)
def test_uninitialized():
"""Test behavior of uninitialized MVN."""
random_state = check_random_state(0)
mvn = MVN(random_state=random_state)
assert_raises(ValueError, mvn.sample, 10)
assert_raises(ValueError, mvn.to_probability_density, np.ones((1, 1)))
assert_raises(ValueError, mvn.marginalize, np.zeros(0))
assert_raises(ValueError, mvn.condition, np.zeros(0), np.zeros(0))
assert_raises(ValueError, mvn.predict, np.zeros(0), np.zeros(0))
assert_raises(ValueError, mvn.to_ellipse)
mvn = MVN(mean=np.ones(2), random_state=random_state)
assert_raises(ValueError, mvn.sample, 10)
assert_raises(ValueError, mvn.to_probability_density, np.ones((1, 1)))
assert_raises(ValueError, mvn.marginalize, np.zeros(0))
assert_raises(ValueError, mvn.condition, np.zeros(0), np.zeros(0))
assert_raises(ValueError, mvn.predict, np.zeros(0), np.zeros(0))
assert_raises(ValueError, mvn.to_ellipse)
def test_regression_with_2d_input():
"""Test regression with GMM and two-dimensional input."""
random_state = check_random_state(0)
n_samples = 200
x = np.linspace(0, 2, n_samples)[:, np.newaxis]
y1 = 3 * x[:n_samples / 2] + 1
y2 = -3 * x[n_samples / 2:] + 7
noise = random_state.randn(n_samples, 1) * 0.01
y = np.vstack((y1, y2)) + noise
samples = np.hstack((x, x[::-1], y))
gmm = GMM(n_components=2, random_state=random_state)
gmm.from_samples(samples)
pred = gmm.predict(np.array([0, 1]), np.hstack((x, x[::-1])))
mse = np.sum((y - pred) ** 2) / n_samples
def test_regression_without_noise():
"""Test regression without noise with MVN."""
random_state = check_random_state(0)
n_samples = 10
x = np.linspace(0, 1, n_samples)[:, np.newaxis]
y = 3 * x + 1
samples = np.hstack((x, y))
mvn = MVN(random_state=random_state)
mvn.from_samples(samples)
assert_array_almost_equal(mvn.mean, np.array([0.5, 2.5]), decimal=2)
pred, cov = mvn.predict(np.array([0]), x)
mse = np.sum((y - pred)**2) / n_samples
assert_less(mse, 1e-10)
assert_less(cov[0, 0], 1e-10)
def test_uninitialized():
"""Test behavior of uninitialized MVN."""
random_state = check_random_state(0)
mvn = MVN(random_state=random_state)
assert_raises(ValueError, mvn.sample, 10)
assert_raises(ValueError, mvn.to_probability_density, np.ones((1, 1)))
assert_raises(ValueError, mvn.marginalize, np.zeros(0))
assert_raises(ValueError, mvn.condition, np.zeros(0), np.zeros(0))
assert_raises(ValueError, mvn.predict, np.zeros(0), np.zeros(0))
assert_raises(ValueError, mvn.to_ellipse)
mvn = MVN(mean=np.ones(2), random_state=random_state)
assert_raises(ValueError, mvn.sample, 10)
assert_raises(ValueError, mvn.to_probability_density, np.ones((1, 1)))
assert_raises(ValueError, mvn.marginalize, np.zeros(0))
assert_raises(ValueError, mvn.condition, np.zeros(0), np.zeros(0))
assert_raises(ValueError, mvn.predict, np.zeros(0), np.zeros(0))
assert_raises(ValueError, mvn.to_ellipse)
def test_estimate_moments():
"""Test moments estimated from samples and sampling from MVN."""
random_state = check_random_state(0)
actual_mean = np.array([0.0, 1.0])
actual_covariance = np.array([[0.5, -1.0], [-1.0, 5.0]])
X = random_state.multivariate_normal(actual_mean, actual_covariance,
size=(100000,))
mvn = MVN(random_state=random_state)
mvn.from_samples(X)
assert_less(np.linalg.norm(mvn.mean - actual_mean), 0.02)
assert_less(np.linalg.norm(mvn.covariance - actual_covariance), 0.02)
X2 = mvn.sample(n_samples=100000)
mvn2 = MVN(random_state=random_state)
mvn2.from_samples(X2)
assert_less(np.linalg.norm(mvn2.mean - actual_mean), 0.03)
assert_less(np.linalg.norm(mvn2.covariance - actual_covariance), 0.03)
def test_estimate_moments():
"""Test moments estimated from samples and sampling from MVN."""
random_state = check_random_state(0)
actual_mean = np.array([0.0, 1.0])
actual_covariance = np.array([[0.5, -1.0], [-1.0, 5.0]])
X = random_state.multivariate_normal(actual_mean, actual_covariance,
size=(100000,))
mvn = MVN(random_state=random_state)
mvn.from_samples(X)
assert_less(np.linalg.norm(mvn.mean - actual_mean), 0.02)
assert_less(np.linalg.norm(mvn.covariance - actual_covariance), 0.02)
X2 = mvn.sample(n_samples=100000)
mvn2 = MVN(random_state=random_state)
mvn2.from_samples(X2)
assert_less(np.linalg.norm(mvn2.mean - actual_mean), 0.03)
assert_less(np.linalg.norm(mvn2.covariance - actual_covariance), 0.03)
def test_regression_without_noise():
"""Test regression without noise."""
random_state = check_random_state(0)
n_samples = 200
x = np.linspace(0, 2, n_samples)[:, np.newaxis]
y1 = 3 * x[:n_samples / 2] + 1
y2 = -3 * x[n_samples / 2:] + 7
y = np.vstack((y1, y2))
samples = np.hstack((x, y))
gmm = GMM(n_components=2, random_state=random_state)
gmm.from_samples(samples)
assert_array_almost_equal(gmm.priors, 0.5 * np.ones(2), decimal=2)
assert_array_almost_equal(gmm.means[0], np.array([1.5, 2.5]), decimal=2)
assert_array_almost_equal(gmm.means[1], np.array([0.5, 2.5]), decimal=1)
pred = gmm.predict(np.array([0]), x)
mse = np.sum((y - pred) ** 2) / n_samples
assert_less(mse, 0.01)
def test_regression_with_2d_input():
"""Test regression with MVN and two-dimensional input."""
random_state = check_random_state(0)
n_samples = 100
x = np.linspace(0, 1, n_samples)[:, np.newaxis]
y = 3 * x + 1
noise = random_state.randn(n_samples, 1) * 0.01
y += noise
samples = np.hstack((x, x[::-1], y))
mvn = MVN(random_state=random_state)
mvn.from_samples(samples)
assert_array_almost_equal(mvn.mean, np.array([0.5, 0.5, 2.5]), decimal=2)
x_test = np.hstack((x, x[::-1]))
pred, cov = mvn.predict(np.array([0, 1]), x_test)
mse = np.sum((y - pred)**2) / n_samples
assert_less(mse, 1e-3)
assert_less(cov[0, 0], 0.01)
def test_regression_without_noise():
"""Test regression without noise."""
random_state = check_random_state(0)
n_samples = 200
x = np.linspace(0, 2, n_samples)[:, np.newaxis]
y1 = 3 * x[:n_samples // 2] + 1
y2 = -3 * x[n_samples // 2:] + 7
y = np.vstack((y1, y2))
samples = np.hstack((x, y))
gmm = GMM(n_components=2, random_state=random_state)
gmm.from_samples(samples)
assert_array_almost_equal(gmm.priors, 0.5 * np.ones(2), decimal=2)
assert_array_almost_equal(gmm.means[0], np.array([1.5, 2.5]), decimal=2)
assert_array_almost_equal(gmm.means[1], np.array([0.5, 2.5]), decimal=1)
pred = gmm.predict(np.array([0]), x)
mse = np.sum((y - pred)**2) / n_samples
assert_less(mse, 0.01)
def test_sklearn_regression_with_1d_output():
"""Test regression with GaussianMixtureRegressor and two-dimensional input."""
try:
from gmr.sklearn import GaussianMixtureRegressor
except ImportError:
raise SkipTest("sklearn is not available")
random_state = check_random_state(0)
n_samples = 200
x = np.linspace(0, 2, n_samples)[:, np.newaxis]
y = 3 * x + 1
y = y.flatten()
gmr = GaussianMixtureRegressor(n_components=1, random_state=random_state)
gmr.fit(x, y)
pred = gmr.predict(x)
mse = np.sum((y - pred)**2) / n_samples
assert_greater(mse, 0.01)
def test_regression_with_2d_input():
"""Test regression with MVN and two-dimensional input."""
random_state = check_random_state(0)
n_samples = 100
x = np.linspace(0, 1, n_samples)[:, np.newaxis]
y = 3 * x + 1
noise = random_state.randn(n_samples, 1) * 0.01
y += noise
samples = np.hstack((x, x[::-1], y))
mvn = MVN(random_state=random_state)
mvn.from_samples(samples)
assert_array_almost_equal(mvn.mean, np.array([0.5, 0.5, 2.5]), decimal=2)
x_test = np.hstack((x, x[::-1]))
pred, cov = mvn.predict(np.array([0, 1]), x_test)
mse = np.sum((y - pred) ** 2) / n_samples
assert_less(mse, 1e-3)
assert_less(cov[0, 0], 0.01)
def test_uninitialized():
"""Test behavior of uninitialized GMM."""
random_state = check_random_state(0)
gmm = GMM(n_components=2, random_state=random_state)
assert_raises(ValueError, gmm.sample, 10)
assert_raises(ValueError, gmm.to_probability_density, np.ones((1, 1)))
assert_raises(ValueError, gmm.condition, np.zeros(0), np.zeros(0))
assert_raises(ValueError, gmm.predict, np.zeros(0), np.zeros(0))
assert_raises(ValueError, gmm.to_ellipses)
gmm = GMM(n_components=2, priors=np.ones(2), random_state=random_state)
assert_raises(ValueError, gmm.sample, 10)
assert_raises(ValueError, gmm.to_probability_density, np.ones((1, 1)))
assert_raises(ValueError, gmm.condition, np.zeros(0), np.zeros(0))
assert_raises(ValueError, gmm.predict, np.zeros(0), np.zeros(0))
assert_raises(ValueError, gmm.to_ellipses)
gmm = GMM(n_components=2, priors=np.ones(2), means=np.zeros((2, 2)),
random_state=random_state)
assert_raises(ValueError, gmm.sample, 10)
assert_raises(ValueError, gmm.to_probability_density, np.ones((1, 1)))
assert_raises(ValueError, gmm.condition, np.zeros(0), np.zeros(0))
assert_raises(ValueError, gmm.predict, np.zeros(0), np.zeros(0))
assert_raises(ValueError, gmm.to_ellipses)
def test_sklearn_regression_with_2d_input():
"""Test regression with GaussianMixtureRegressor and two-dimensional input."""
try:
from gmr.sklearn import GaussianMixtureRegressor
except ImportError:
raise SkipTest("sklearn is not available")
random_state = check_random_state(0)
n_samples = 200
x = np.linspace(0, 2, n_samples)[:, np.newaxis]
y1 = 3 * x[:n_samples // 2] + 1
y2 = -3 * x[n_samples // 2:] + 7
noise = random_state.randn(n_samples, 1) * 0.01
y = np.vstack((y1, y2)) + noise
gmr = GaussianMixtureRegressor(n_components=2, random_state=random_state)
gmr.fit(x, y)
pred = gmr.predict(x)
mse = np.sum((y - pred)**2) / n_samples
assert_less(mse, 0.01)
def test_kmeanspp_initialization():
random_state = check_random_state(0)
n_samples = 300
n_features = 2
X = np.ndarray((n_samples, n_features))
mean0 = np.array([0.0, 1.0])
X[:n_samples // 3, :] = random_state.multivariate_normal(
mean0, [[0.5, -1.0], [-1.0, 5.0]], size=(n_samples // 3, ))
mean1 = np.array([-2.0, -2.0])
X[n_samples // 3:-n_samples // 3, :] = random_state.multivariate_normal(
mean1, [[3.0, 1.0], [1.0, 1.0]], size=(n_samples // 3, ))
mean2 = np.array([3.0, 1.0])
X[-n_samples // 3:, :] = random_state.multivariate_normal(
mean2, [[3.0, -1.0], [-1.0, 1.0]], size=(n_samples // 3, ))
# artificial scaling, makes standard implementation fail
# either the initial covariances have to be adjusted or we have
# to normalize the dataset
X[:, 1] *= 10000.0
gmm = GMM(n_components=3, random_state=random_state)
gmm.from_samples(X, init_params="random")
# random initialization fails
assert_less(gmm.covariances[0, 0, 0], np.finfo(float).eps)
assert_less(gmm.covariances[1, 0, 0], np.finfo(float).eps)
assert_less(gmm.covariances[2, 0, 0], np.finfo(float).eps)
assert_less(gmm.covariances[0, 1, 1], np.finfo(float).eps)
assert_less(gmm.covariances[1, 1, 1], np.finfo(float).eps)
assert_less(gmm.covariances[2, 1, 1], np.finfo(float).eps)
gmm = GMM(n_components=3, random_state=random_state)
gmm.from_samples(X, init_params="kmeans++")
mean_dists = pdist(gmm.means)
assert_true(all(mean_dists > 1))
assert_true(all(1e7 < gmm.covariances[:, 1, 1]))
assert_true(all(gmm.covariances[:, 1, 1] < 1e9))
def test_ellipses():
"""Test equiprobable ellipses."""
random_state = check_random_state(0)
means = np.array([[0.0, 1.0],
[2.0, -1.0]])
covariances = np.array([[[0.5, 0.0], [0.0, 5.0]],
[[5.0, 0.0], [0.0, 0.5]]])
gmm = GMM(n_components=2, priors=np.array([0.5, 0.5]), means=means,
covariances=covariances, random_state=random_state)
ellipses = gmm.to_ellipses()
mean, (angle, width, height) = ellipses[0]
assert_array_almost_equal(means[0], mean)
assert_equal(angle, 0.5 * np.pi)
assert_equal(width, np.sqrt(5.0))
assert_equal(height, np.sqrt(0.5))
mean, (angle, width, height) = ellipses[1]
assert_array_almost_equal(means[1], mean)
assert_equal(angle, -np.pi)
assert_equal(width, np.sqrt(5.0))
assert_equal(height, np.sqrt(0.5))
def test_uninitialized():
"""Test behavior of uninitialized GMM."""
random_state = check_random_state(0)
gmm = GMM(n_components=2, random_state=random_state)
assert_raises(ValueError, gmm.sample, 10)
assert_raises(ValueError, gmm.to_probability_density, np.ones((1, 1)))
assert_raises(ValueError, gmm.condition, np.zeros(0), np.zeros(0))
assert_raises(ValueError, gmm.predict, np.zeros(0), np.zeros(0))
assert_raises(ValueError, gmm.to_ellipses)
gmm = GMM(n_components=2, priors=np.ones(2), random_state=random_state)
assert_raises(ValueError, gmm.sample, 10)
assert_raises(ValueError, gmm.to_probability_density, np.ones((1, 1)))
assert_raises(ValueError, gmm.condition, np.zeros(0), np.zeros(0))
assert_raises(ValueError, gmm.predict, np.zeros(0), np.zeros(0))
assert_raises(ValueError, gmm.to_ellipses)
gmm = GMM(n_components=2,
priors=np.ones(2),
means=np.zeros((2, 2)),
random_state=random_state)
assert_raises(ValueError, gmm.sample, 10)
assert_raises(ValueError, gmm.to_probability_density, np.ones((1, 1)))
assert_raises(ValueError, gmm.condition, np.zeros(0), np.zeros(0))
assert_raises(ValueError, gmm.predict, np.zeros(0), np.zeros(0))
assert_raises(ValueError, gmm.to_ellipses)
import sys
import numpy as np
from gmr.utils import check_random_state
from nose.tools import assert_equal, assert_less, assert_raises
from numpy.testing import assert_array_almost_equal
from cStringIO import StringIO
from gmr import GMM, plot_error_ellipses
from test_mvn import AxisStub
random_state = check_random_state(0)
means = np.array([[0.0, 1.0],
[2.0, -1.0]])
covariances = np.array([[[0.5, -1.0], [-1.0, 5.0]],
[[5.0, 1.0], [1.0, 0.5]]])
X1 = random_state.multivariate_normal(means[0], covariances[0], size=(50000,))
X2 = random_state.multivariate_normal(means[1], covariances[1], size=(50000,))
X = np.vstack((X1, X2))
def test_estimate_moments():
"""Test moments estimated from samples and sampling from GMM."""
global X
global random_state
gmm = GMM(n_components=2, random_state=random_state)
gmm.from_samples(X)
assert_less(np.linalg.norm(gmm.means[0] - means[0]), 0.005)
assert_less(np.linalg.norm(gmm.covariances[0] - covariances[0]), 0.01)
assert_less(np.linalg.norm(gmm.means[1] - means[1]), 0.01)
Linear Gaussian Models for Regression ===================================== In this example, we use a MVN to approximate a linear function and a mixture of MVNs to approximate a nonlinear function. We estimate p(x, y) first and then we compute the conditional distribution p(y | x). """ print(__doc__) import numpy as np import matplotlib.pyplot as plt from gmr.utils import check_random_state from gmr import MVN, GMM, plot_error_ellipses random_state = check_random_state(0) n_samples = 10 X = np.ndarray((n_samples, 2)) X[:, 0] = np.linspace(0, 2 * np.pi, n_samples) X[:, 1] = 1 - 3 * X[:, 0] + random_state.randn(n_samples) mvn = MVN(random_state=0) mvn.from_samples(X) X_test = np.linspace(0, 2 * np.pi, 100) mean, covariance = mvn.predict(np.array([0]), X_test[:, np.newaxis]) plt.figure(figsize=(10, 5)) plt.subplot(1, 2, 1)