SHOGUN
v1.1.0
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00001 /* 00002 * This program is free software; you can redistribute it and/or modify 00003 * it under the terms of the GNU General Public License as published by 00004 * the Free Software Foundation; either version 3 of the License, or 00005 * (at your option) any later version. 00006 * 00007 * Written (W) 2011 Alesis Novik 00008 * Copyright (C) 2011 Berlin Institute of Technology and Max-Planck-Society 00009 */ 00010 #ifndef _GMM_H__ 00011 #define _GMM_H__ 00012 00013 #include <shogun/lib/config.h> 00014 00015 #ifdef HAVE_LAPACK 00016 00017 #include <shogun/distributions/Distribution.h> 00018 #include <shogun/distributions/Gaussian.h> 00019 #include <shogun/lib/common.h> 00020 00021 namespace shogun 00022 { 00036 class CGMM : public CDistribution 00037 { 00038 public: 00040 CGMM(); 00046 CGMM(int32_t n, ECovType cov_type=FULL); 00053 CGMM(SGVector<CGaussian*> components, SGVector<float64_t> coefficients, 00054 bool copy=false); 00055 virtual ~CGMM(); 00056 00058 void cleanup(); 00059 00066 virtual bool train(CFeatures* data=NULL); 00067 00076 float64_t train_em(float64_t min_cov=1e-9, int32_t max_iter=1000, 00077 float64_t min_change=1e-9); 00078 00089 float64_t train_smem(int32_t max_iter=100, int32_t max_cand=5, 00090 float64_t min_cov=1e-9, int32_t max_em_iter=1000, 00091 float64_t min_change=1e-9); 00092 00098 void max_likelihood(SGMatrix<float64_t> alpha, float64_t min_cov); 00099 00104 virtual int32_t get_num_model_parameters(); 00105 00111 virtual float64_t get_log_model_parameter(int32_t num_param); 00112 00119 virtual float64_t get_log_derivative( 00120 int32_t num_param, int32_t num_example); 00121 00129 virtual float64_t get_log_likelihood_example(int32_t num_example); 00130 00138 virtual float64_t get_likelihood_example(int32_t num_example); 00139 00146 virtual SGVector<float64_t> get_nth_mean(int32_t num); 00147 00153 virtual void set_nth_mean(SGVector<float64_t> mean, int32_t num); 00154 00161 virtual SGMatrix<float64_t> get_nth_cov(int32_t num); 00162 00168 virtual void set_nth_cov(SGMatrix<float64_t> cov, int32_t num); 00169 00174 virtual SGVector<float64_t> get_coef(); 00175 00180 virtual void set_coef(SGVector<float64_t> coefficients); 00181 00186 virtual SGVector<CGaussian*> get_comp(); 00187 00192 virtual void set_comp(SGVector<CGaussian*> components); 00193 00198 SGVector<float64_t> sample(); 00199 00205 SGVector<float64_t> cluster(SGVector<float64_t> point); 00206 00208 inline virtual const char* get_name() const { return "GMM"; } 00209 00210 private: 00217 SGMatrix<float64_t> alpha_init(SGMatrix<float64_t> init_means); 00218 00220 void register_params(); 00221 00231 void partial_em(int32_t comp1, int32_t comp2, int32_t comp3, 00232 float64_t min_cov, int32_t max_em_iter, float64_t min_change); 00233 00234 protected: 00236 SGVector<CGaussian*> m_components; 00238 SGVector<float64_t> m_coefficients; 00239 }; 00240 } 00241 #endif //HAVE_LAPACK 00242 #endif //_GMM_H__