wehub-resource-sync
34 lines
991 B
Matlab
Executable File
34 lines
991 B
Matlab
Executable File
function [label, Theta, w, llh] = mixDpGbOl(X, alpha, theta)
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% Online collapsed Gibbs sampling for Dirichlet process (infinite) mixture model.
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% Input:
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% X: d x n data matrix
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% alpha: parameter for Dirichlet process prior
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% theta: class object for prior of component distribution (such as Gauss)
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% Output:
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% label: 1 x n cluster label
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% Theta: 1 x k structure of trained components
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% w: 1 x k component weight vector
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% llh: loglikelihood
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% Written by Mo Chen (sth4nth@gmail.com).
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n = size(X,2);
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Theta = {};
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nk = [];
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label = zeros(1,n);
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llh = 0;
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for i = randperm(n)
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x = X(:,i);
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Pk = log(nk)+cellfun(@(t) t.logPredPdf(x), Theta);
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P0 = log(alpha)+theta.logPredPdf(x);
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p = [Pk,P0];
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llh = llh+sum(p-log(n));
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k = discreteRnd(exp(p-logsumexp(p)));
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if k == numel(Theta)+1
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Theta{k} = theta.clone().addSample(x);
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nk = [nk,1];
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else
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Theta{k} = Theta{k}.addSample(x);
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nk(k) = nk(k)+1;
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end
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label(i) = k;
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end
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w = nk/n; |