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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__