Merge pull request #1860 from KimSangYeon-DGU/conversion

Convert DiagonalGMMs into GMMs in `mlpack_gmm_train`.

src/mlpack/methods/gmm/gmm_train_main.cpp

@@ -14,6 +14,7 @@
 #include <mlpack/core/util/mlpack_main.hpp>
 
 #include "gmm.hpp"
+#include "diagonal_gmm.hpp"
 #include "no_constraint.hpp"
 #include "diagonal_constraint.hpp"
 
@@ -211,12 +212,34 @@ static void mlpackMain()
     // to use different types.
     if (diagonalCovariance)
     {
+      // Convert GMMs into DiagonalGMMs.
+      DiagonalGMM dgmm(gmm->Gaussians(), gmm->Dimensionality());
+      for (size_t i = 0; i < size_t(gaussians); i++)
+      {
+        dgmm.Component(i).Mean() = gmm->Component(i).Mean();
+        dgmm.Component(i).Covariance(
+            std::move(arma::diagvec(gmm->Component(i).Covariance())));
+      }
+      dgmm.Weights() = gmm->Weights();
+
       // Compute the parameters of the model using the EM algorithm.
       Timer::Start("em");
-      EMFit<KMeansType, DiagonalConstraint> em(maxIterations, tolerance, k);
-      likelihood = gmm->Train(dataPoints, CLI::GetParam<int>("trials"), false,
+      EMFit<KMeansType, PositiveDefiniteConstraint,
+          distribution::DiagonalGaussianDistribution> em(maxIterations,
+          tolerance, k);
+
+      likelihood = dgmm.Train(dataPoints, CLI::GetParam<int>("trials"), false,
           em);
       Timer::Stop("em");
+
+      // Convert DiagonalGMMs into GMMs.
+      for (size_t i = 0; i < size_t(gaussians); i++)
+      {
+        gmm->Component(i).Mean() = dgmm.Component(i).Mean();
+        gmm->Component(i).Covariance(
+            std::move(arma::diagmat(dgmm.Component(i).Covariance())));
+      }
+      gmm->Weights() = dgmm.Weights();
     }
     else if (forcePositive)
     {
@@ -243,12 +266,34 @@ static void mlpackMain()
     // to use different types.
     if (diagonalCovariance)
     {
+      // Convert GMMs into DiagonalGMMs.
+      DiagonalGMM dgmm(gmm->Gaussians(), gmm->Dimensionality());
+      for (size_t i = 0; i < size_t(gaussians); i++)
+      {
+        dgmm.Component(i).Mean() = gmm->Component(i).Mean();
+        dgmm.Component(i).Covariance(
+            std::move(arma::diagvec(gmm->Component(i).Covariance())));
+      }
+      dgmm.Weights() = gmm->Weights();
+
       // Compute the parameters of the model using the EM algorithm.
       Timer::Start("em");
-      EMFit<kmeans::KMeans<>, DiagonalConstraint> em(maxIterations, tolerance);
-      likelihood = gmm->Train(dataPoints, CLI::GetParam<int>("trials"), false,
+      EMFit<kmeans::KMeans<>, PositiveDefiniteConstraint,
+          distribution::DiagonalGaussianDistribution> em(maxIterations,
+          tolerance);
+
+      likelihood = dgmm.Train(dataPoints, CLI::GetParam<int>("trials"), false,
           em);
       Timer::Stop("em");
+
+      // Convert DiagonalGMMs into GMMs.
+      for (size_t i = 0; i < size_t(gaussians); i++)
+      {
+        gmm->Component(i).Mean() = dgmm.Component(i).Mean();
+        gmm->Component(i).Covariance(
+            std::move(arma::diagmat(dgmm.Component(i).Covariance())));
+      }
+      gmm->Weights() = dgmm.Weights();
     }
     else if (forcePositive)
     {