def emissionLikelihood( self, x, ys ):
# Compute P( y | x, ϴ )
if( x.ndim == 2 ):
# Multiple time steps
if( ys.ndim == 2 ):
assert x.shape[ 0 ] == ys.shape[ 0 ]
else:
# There are multiple measurements per latent state
assert ys.ndim == 3
assert x.shape[ 0 ] == ys.shape[ 1 ]
# Put the time index in front
ys = np.swapaxes( ys, 0, 1 )
assert x.shape[ 0 ] == ys.shape[ 0 ]
ans = 0.0
for t, ( _x, _ys ) in enumerate( zip( x, ys ) ):
ans += Normal.log_likelihood( _ys, nat_params=( -0.5 * self.J1Emiss, self._hy.dot( _x ) ) )
return ans
else:
# Only 1 example. I don't think this code will ever be called
assert x.ndim == 1
if( ys.ndim == 1 ):
pass
else:
assert ys.ndim == 2
return Normal.log_likelihood( _ys, nat_params=( -0.5 * self.J1Emiss, self._hy.dot( _x ) ) )
def preprocessData( self, ys, computeMarginal=True ):
ys = np.array( ys )
self._T = ys.shape[ 1 ]
# Compute all of the emission probs here. This just makes the code cleaner
self.L = np.zeros( ( self.T, self.K ) )
for k in range( self.K ):
n1 = self.n1Emiss[ k ]
n2 = self.n2Emiss[ k ]
self.L[ :, k ] = Normal.log_likelihood( ys, nat_params=( n1, n2 ) ).sum( axis=0 )
def emissionProb( self, t, forward=False, ys=None ):
if( ys is None ):
emiss = self.L[ t ]
else:
emiss = np.zeros( self.K )
for k in range( self.K ):
n1 = self.n1Emiss[ k ]
n2 = self.n2Emiss[ k ]
emiss += Normal.log_likelihood( ys[ :, t ], nat_params=( n1, n2 ) ).sum( axis=0 )
return emiss if forward == True else np.broadcast_to( emiss, ( self.K, self.K ) )
def preprocessData( self, xs, u=None, computeMarginal=True ):
xs = np.array( xs )
# Not going to use multiple measurements here
assert xs.ndim == 2
self._T = xs.shape[ 0 ]
# Compute P( x_t | x_t-1, z ) for all of the observations over each z
self.L0 = Normal.log_likelihood( xs[ 0 ], nat_params=( self.n1_0, self.n2_0 ) )
self.L = np.empty( ( self.T - 1, self.K ) )
for i, ( n1, n2, n3 ) in enumerate( zip( self.n1Trans, self.n2Trans, self.n3Trans ) ):
def ll( _x ):
x, x1 = np.split( _x, 2 )
return Regression.log_likelihood( ( x, x1 ), nat_params=( n1, n2, n3 ) )
self.L[ :, i ] = np.apply_along_axis( ll, -1, np.hstack( ( xs[ :-1 ], xs[ 1: ] ) ) )
def likelihoodStep( self, x, J, h ):
return Normal.log_likelihood( x, params=Normal.natToStandard( J, h, fromPrecision=True ) )
