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Gaussian Mixture Models in Python
Gaussian Mixture Models in Python Author: Jeremy Stober Contact: [email protected] Version: 0.01 This is a standalone Pythonic implementation of Gaussian Mixture Models. Various initialization strategies are included along with a standard EM algorithm for determining the model parameters based on data. Example code for the GMM and Normal classes can be found in the src/test_*.py files. The GMM and the underlying Normal class both support conditioning on data and marginalization for any subset of the variables. This makes this implementation ideal for experimenting with Gaussian Mixture Regression. For example, the following code learns the cosine function: import numpy as np from gmm import GMM from plot_gmm import draw2dgmm from test_func import noisy_cosine import pylab as pl x,y = noisy_cosine() data = np.vstack([x,y]).transpose() pl.scatter(data[:,0],data[:,1]) gmm = GMM(dim = 2, ncomps = 2, data = data, method = "kmeans") draw2dgmm(gmm) nx = np.arange(0,2 * np.pi, 0.1) ny = [] for i in nx: ngmm = gmm.condition([0],[i]) ny.append(ngmm.mean()) pl.plot(nx,ny,color='red') pl.show()
Hi! I'm planing to use your lib for for nan filling. Your em algo gives inconsistent results though. If I generate np.random.multivariate_normal([0,0,0],[[1,0.8,0],[0.8,1,0],[0,0.8,1]],4000)
and choose 1 component, I get
[[ 1.05881648 0.71821905 -0.19137837]
[ 0.71821905 1.18875572 0.40823723]
[-0.19137837 0.40823723 0.92021874]]
as sigma estimation. Even manually setting the true cov matrix doesn't help, so it is not a local optima problem. I think I'll try to fix it
But I see no obvious mistakes in EM or density estimation
hey man, I find a problem in em process, you use 'response / np.sum(response, axis=0)'. the value of np.sum(response, axis=0) may be zero, so that the final result is nan.
When trying to install gmm,
, the following error appears:
Error: package or namespace load failed for ‘gmm’ in dyn.load(file, DLLpath = DLLpath, ...):
unable to load shared object '/Library/Frameworks/R.framework/Versions/4.0/Resources/library/gmm/libs/gmm.so':
dlopen(/Library/Frameworks/R.framework/Versions/4.0/Resources/library/gmm/libs/gmm.so, 6): Library not loaded:
/usr/local/gfortran/lib/libgomp.1.dylib
Referenced from: /Library/Frameworks/R.framework/Versions/4.0/Resources/library/gmm/libs/gmm.so
Reason: image not found
We tried other ways to install the package, without success:
Could you please give us a hand solving this problem ?
Thanks in advance.
there is a singular matrix when processing my data
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