178 lines
7.0 KiB
C++
178 lines
7.0 KiB
C++
// Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au)
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// Copyright 2008-2016 National ICT Australia (NICTA)
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//
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// Licensed under the Apache License, Version 2.0 (the "License");
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// you may not use this file except in compliance with the License.
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// You may obtain a copy of the License at
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// http://www.apache.org/licenses/LICENSE-2.0
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//
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// Unless required by applicable law or agreed to in writing, software
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// distributed under the License is distributed on an "AS IS" BASIS,
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// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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// See the License for the specific language governing permissions and
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// limitations under the License.
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// ------------------------------------------------------------------------
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//! \addtogroup gmm_diag
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//! @{
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namespace gmm_priv
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{
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template<typename eT>
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class gmm_diag
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{
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public:
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arma_aligned const Mat<eT> means;
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arma_aligned const Mat<eT> dcovs;
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arma_aligned const Row<eT> hefts;
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//
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//
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inline ~gmm_diag();
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inline gmm_diag();
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inline gmm_diag(const gmm_diag& x);
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inline gmm_diag& operator=(const gmm_diag& x);
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inline explicit gmm_diag(const gmm_full<eT>& x);
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inline gmm_diag& operator=(const gmm_full<eT>& x);
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inline gmm_diag(const uword in_n_dims, const uword in_n_gaus);
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inline void reset(const uword in_n_dims, const uword in_n_gaus);
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inline void reset();
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template<typename T1, typename T2, typename T3>
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inline void set_params(const Base<eT,T1>& in_means, const Base<eT,T2>& in_dcovs, const Base<eT,T3>& in_hefts);
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template<typename T1> inline void set_means(const Base<eT,T1>& in_means);
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template<typename T1> inline void set_dcovs(const Base<eT,T1>& in_dcovs);
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template<typename T1> inline void set_hefts(const Base<eT,T1>& in_hefts);
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inline uword n_dims() const;
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inline uword n_gaus() const;
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inline bool load(const std::string name);
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inline bool save(const std::string name) const;
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inline Col<eT> generate() const;
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inline Mat<eT> generate(const uword N) const;
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template<typename T1> inline eT log_p(const T1& expr, const gmm_empty_arg& junk1 = gmm_empty_arg(), typename enable_if<((is_arma_type<T1>::value) && (resolves_to_colvector<T1>::value == true ))>::result* junk2 = nullptr) const;
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template<typename T1> inline eT log_p(const T1& expr, const uword gaus_id, typename enable_if<((is_arma_type<T1>::value) && (resolves_to_colvector<T1>::value == true ))>::result* junk2 = nullptr) const;
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template<typename T1> inline Row<eT> log_p(const T1& expr, const gmm_empty_arg& junk1 = gmm_empty_arg(), typename enable_if<((is_arma_type<T1>::value) && (resolves_to_colvector<T1>::value == false))>::result* junk2 = nullptr) const;
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template<typename T1> inline Row<eT> log_p(const T1& expr, const uword gaus_id, typename enable_if<((is_arma_type<T1>::value) && (resolves_to_colvector<T1>::value == false))>::result* junk2 = nullptr) const;
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template<typename T1> inline eT sum_log_p(const Base<eT,T1>& expr) const;
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template<typename T1> inline eT sum_log_p(const Base<eT,T1>& expr, const uword gaus_id) const;
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template<typename T1> inline eT avg_log_p(const Base<eT,T1>& expr) const;
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template<typename T1> inline eT avg_log_p(const Base<eT,T1>& expr, const uword gaus_id) const;
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template<typename T1> inline uword assign(const T1& expr, const gmm_dist_mode& dist, typename enable_if<((is_arma_type<T1>::value) && (resolves_to_colvector<T1>::value == true ))>::result* junk = nullptr) const;
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template<typename T1> inline urowvec assign(const T1& expr, const gmm_dist_mode& dist, typename enable_if<((is_arma_type<T1>::value) && (resolves_to_colvector<T1>::value == false))>::result* junk = nullptr) const;
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template<typename T1> inline urowvec raw_hist(const Base<eT,T1>& expr, const gmm_dist_mode& dist_mode) const;
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template<typename T1> inline Row<eT> norm_hist(const Base<eT,T1>& expr, const gmm_dist_mode& dist_mode) const;
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template<typename T1>
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inline
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bool
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learn
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(
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const Base<eT,T1>& data,
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const uword n_gaus,
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const gmm_dist_mode& dist_mode,
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const gmm_seed_mode& seed_mode,
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const uword km_iter,
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const uword em_iter,
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const eT var_floor,
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const bool print_mode
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);
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template<typename T1>
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inline
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bool
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kmeans_wrapper
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(
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Mat<eT>& user_means,
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const Base<eT,T1>& data,
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const uword n_gaus,
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const gmm_seed_mode& seed_mode,
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const uword km_iter,
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const bool print_mode
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);
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//
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protected:
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arma_aligned Mat<eT> inv_dcovs;
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arma_aligned Row<eT> log_det_etc;
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arma_aligned Row<eT> log_hefts;
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arma_aligned Col<eT> mah_aux;
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//
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inline void init(const gmm_diag& x);
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inline void init(const gmm_full<eT>& x);
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inline void init(const uword in_n_dim, const uword in_n_gaus);
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inline void init_constants();
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inline umat internal_gen_boundaries(const uword N) const;
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inline eT internal_scalar_log_p(const eT* x ) const;
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inline eT internal_scalar_log_p(const eT* x, const uword gaus_id) const;
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inline Row<eT> internal_vec_log_p(const Mat<eT>& X ) const;
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inline Row<eT> internal_vec_log_p(const Mat<eT>& X, const uword gaus_id) const;
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inline eT internal_sum_log_p(const Mat<eT>& X ) const;
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inline eT internal_sum_log_p(const Mat<eT>& X, const uword gaus_id) const;
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inline eT internal_avg_log_p(const Mat<eT>& X ) const;
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inline eT internal_avg_log_p(const Mat<eT>& X, const uword gaus_id) const;
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inline uword internal_scalar_assign(const Mat<eT>& X, const gmm_dist_mode& dist_mode) const;
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inline void internal_vec_assign(urowvec& out, const Mat<eT>& X, const gmm_dist_mode& dist_mode) const;
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inline void internal_raw_hist(urowvec& hist, const Mat<eT>& X, const gmm_dist_mode& dist_mode) const;
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//
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template<uword dist_id> inline void generate_initial_means(const Mat<eT>& X, const gmm_seed_mode& seed);
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template<uword dist_id> inline void generate_initial_params(const Mat<eT>& X, const eT var_floor);
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template<uword dist_id> inline bool km_iterate(const Mat<eT>& X, const uword max_iter, const bool verbose, const char* signature);
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//
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inline bool em_iterate(const Mat<eT>& X, const uword max_iter, const eT var_floor, const bool verbose);
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inline void em_update_params(const Mat<eT>& X, const umat& boundaries, field< Mat<eT> >& t_acc_means, field< Mat<eT> >& t_acc_dcovs, field< Col<eT> >& t_acc_norm_lhoods, field< Col<eT> >& t_gaus_log_lhoods, Col<eT>& t_progress_log_lhoods);
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inline void em_generate_acc(const Mat<eT>& X, const uword start_index, const uword end_index, Mat<eT>& acc_means, Mat<eT>& acc_dcovs, Col<eT>& acc_norm_lhoods, Col<eT>& gaus_log_lhoods, eT& progress_log_lhood) const;
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inline void em_fix_params(const eT var_floor);
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};
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}
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typedef gmm_priv::gmm_diag<double> gmm_diag;
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typedef gmm_priv::gmm_diag<float> fgmm_diag;
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//! @}
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