SHOGUN
v3.2.0
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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 #include <vector> 00022 00023 using namespace std; 00024 00025 namespace shogun 00026 { 00040 class CGMM : public CDistribution 00041 { 00042 public: 00044 CGMM(); 00050 CGMM(int32_t n, ECovType cov_type=FULL); 00057 CGMM(vector<CGaussian*> components, SGVector<float64_t> coefficients, 00058 bool copy=false); 00059 virtual ~CGMM(); 00060 00062 void cleanup(); 00063 00070 virtual bool train(CFeatures* data=NULL); 00071 00080 float64_t train_em(float64_t min_cov=1e-9, int32_t max_iter=1000, 00081 float64_t min_change=1e-9); 00082 00093 float64_t train_smem(int32_t max_iter=100, int32_t max_cand=5, 00094 float64_t min_cov=1e-9, int32_t max_em_iter=1000, 00095 float64_t min_change=1e-9); 00096 00102 void max_likelihood(SGMatrix<float64_t> alpha, float64_t min_cov); 00103 00108 virtual int32_t get_num_model_parameters(); 00109 00115 virtual float64_t get_log_model_parameter(int32_t num_param); 00116 00118 index_t get_num_components() const; 00119 00124 CDistribution* get_component(index_t index) const; 00125 00132 virtual float64_t get_log_derivative( 00133 int32_t num_param, int32_t num_example); 00134 00142 virtual float64_t get_log_likelihood_example(int32_t num_example); 00143 00151 virtual float64_t get_likelihood_example(int32_t num_example); 00152 00159 virtual SGVector<float64_t> get_nth_mean(int32_t num); 00160 00166 virtual void set_nth_mean(SGVector<float64_t> mean, int32_t num); 00167 00174 virtual SGMatrix<float64_t> get_nth_cov(int32_t num); 00175 00181 virtual void set_nth_cov(SGMatrix<float64_t> cov, int32_t num); 00182 00187 virtual SGVector<float64_t> get_coef(); 00188 00193 virtual void set_coef(const SGVector<float64_t> coefficients); 00194 00199 virtual vector<CGaussian*> get_comp(); 00200 00205 virtual void set_comp(vector<CGaussian*> components); 00206 00211 SGVector<float64_t> sample(); 00212 00218 SGVector<float64_t> cluster(SGVector<float64_t> point); 00219 00221 virtual const char* get_name() const { return "GMM"; } 00222 00223 private: 00230 SGMatrix<float64_t> alpha_init(SGMatrix<float64_t> init_means); 00231 00233 void register_params(); 00234 00244 void partial_em(int32_t comp1, int32_t comp2, int32_t comp3, 00245 float64_t min_cov, int32_t max_em_iter, float64_t min_change); 00246 00247 protected: 00249 vector<CGaussian*> m_components; 00251 SGVector<float64_t> m_coefficients; 00252 }; 00253 } 00254 #endif //HAVE_LAPACK 00255 #endif //_GMM_H__