itpp::MOG_generic Class Reference
Statistics Module » Mixture of Gaussians (MOG)

Generic Mixture of Gaussians (MOG) class. Used as a base for other MOG classes. More...

`#include <itpp/stat/mog_generic.h>`

Inheritance diagram for itpp::MOG_generic:

## Public Member Functions

| MOG_generic ()
| Default constructor.
| MOG_generic (const std::string &name_in)
| Construct the MOG_generic object by loading the parameters from a model file.
| MOG_generic (const int &K_in, const int &D_in, bool full_in=false)
| construct a default model (all Gaussians have zero mean and unit variance for all dimensions)
| MOG_generic (Array< vec > &means_in, bool full_in=false)
| Construct a model using user supplied mean vectors.
| MOG_generic (Array< vec > &means_in, Array< vec > &diag_covs_in, vec &weights_in)
| Construct a model using user supplied parameters (diagonal covariance version)
| MOG_generic (Array< vec > &means_in, Array< mat > &full_covs_in, vec &weights_in)
| Construct a model using user supplied parameters (full covariance version)
virtual | ~MOG_generic ()
| Default destructor.
void | init ()
| Initialise the model to be empty.
void | init (const int &K_in, const int &D_in, bool full_in=false)
| initialise the model so that all Gaussians have zero mean and unit variance for all dimensions
void | init (Array< vec > &means_in, bool full_in=false)
| Initialise the model using user supplied mean vectors.
void | init (Array< vec > &means_in, Array< vec > &diag_covs_in, vec &weights_in)
| Initialise the model using user supplied parameters (diagonal covariance version)
void | init (Array< vec > &means_in, Array< mat > &full_covs_in, vec &weights_in)
| Initialise the model using user supplied parameters (full covariance version)
virtual void | cleanup ()
| Release memory used by the model. The model will be empty.
bool | is_valid () const
| Returns true if the model's parameters are valid.
bool | is_full () const
| Returns true if the model has full covariance matrices.
int | get_K () const
| Return the number of Gaussians.
int | get_D () const
| Return the dimensionality.
vec | get_weights () const
| Obtain a copy of the weight vector.
Array< vec > | get_means () const
| Obtain a copy of the array of mean vectors.
Array< vec > | get_diag_covs () const
| Obtain a copy of the array of diagonal covariance vectors.
Array< mat > | get_full_covs () const
| Obtain a copy of the array of full covariance matrices.
void | set_means (Array< vec > &means_in)
| Set the means of the model.
void | set_diag_covs (Array< vec > &diag_covs_in)
| Set the diagonal covariance vectors of the model.
void | set_full_covs (Array< mat > &full_covs_in)
| Set the full covariance matrices of the model.
void | set_weights (vec &weights_in)
| Set the weight vector of the model.
void | set_means_zero ()
| Set the means in the model to be zero.
void | set_diag_covs_unity ()
| Set the diagonal covariance vectors to be unity.
void | set_full_covs_unity ()
| Set the full covariance matrices to be unity.
void | set_weights_uniform ()
| Set all the weights to 1/K, where K is the number of Gaussians.
void | set_checks (bool do_checks_in)
| Enable/disable internal checks for likelihood functions.
void | set_paranoid (bool paranoid_in)
| Enable/disable paranoia about numerical stability.
virtual void | load (const std::string &name_in)
| Initialise the model by loading the parameters from a model file.
virtual void | save (const std::string &name_in) const
| Save the model's parameters to a model file.
virtual void | join (const MOG_generic &B_in)
| Mathematically join the model with a user supplied model.
virtual void | convert_to_diag ()
| Convert the model to use diagonal covariances.
virtual void | convert_to_full ()
| Convert the model to have full covariance matrices.
virtual double | log_lhood_single_gaus (const vec &x_in, const int k)
| calculate the log likelihood of vector `x_in` using only Gaussian `k`
virtual double | log_lhood (const vec &x_in)
| calculate the log likelihood of vector `x_in`
virtual double | lhood (const vec &x_in)
| calculate the likelihood of vector `x_in`
virtual double | avg_log_lhood (const Array< vec > &X_in)
| calculate the average log likelihood of an array of vectors `X_in`

## Protected Member Functions

bool | check_size (const vec &x_in) const
| Check if vector `x_in` has the same dimensionality as the model.
bool | check_size (const Array< vec > &X_in) const
| Check if all vectors in Array `X_in` have the same dimensionality as the model.
bool | check_array_uniformity (const Array< vec > &A) const
| Check if all vectors in Array `X_in` have the same dimensionality.
void | set_means_internal (Array< vec > &means_in)
| ADD DOCUMENTATION HERE.
void | set_diag_covs_internal (Array< vec > &diag_covs_in)
| ADD DOCUMENTATION HERE.
void | set_full_covs_internal (Array< mat > &full_covs_in)
| ADD DOCUMENTATION HERE.
void | set_weights_internal (vec &_weigths)
| ADD DOCUMENTATION HERE.
void | set_means_zero_internal ()
| ADD DOCUMENTATION HERE.
void | set_diag_covs_unity_internal ()
| ADD DOCUMENTATION HERE.
void | set_full_covs_unity_internal ()
| ADD DOCUMENTATION HERE.
void | set_weights_uniform_internal ()
| ADD DOCUMENTATION HERE.
void | convert_to_diag_internal ()
| ADD DOCUMENTATION HERE.
void | convert_to_full_internal ()
| ADD DOCUMENTATION HERE.
virtual void | setup_means ()
| additional processing of mean vectors, done as the last step of mean initialisation
virtual void | setup_covs ()
| additional processing of covariance vectors/matrices, done as the last step of covariance initialisation
virtual void | setup_weights ()
| additional processing of the weight vector, done as the last step of weight initialisation
virtual void | setup_misc ()
| additional processing of miscellaneous parameters, done as the last step of overall initialisation
virtual double | log_lhood_single_gaus_internal (const vec &x_in, const int k)
| ADD DOCUMENTATION HERE.
virtual double | log_lhood_internal (const vec &x_in)
| ADD DOCUMENTATION HERE.
virtual double | lhood_internal (const vec &x_in)
| ADD DOCUMENTATION HERE.

## Protected Attributes

bool | do_checks
| indicates whether checks on input data are done
bool | valid
| indicates whether the parameters are valid
bool | full
| indicates whether we are using full or diagonal covariance matrices
bool | paranoid
| indicates whether we are paranoid about numerical stability
int | K
| number of gaussians
int | D
| dimensionality
Array< vec > | means
| means
Array< vec > | diag_covs
| diagonal covariance matrices, stored as vectors
Array< mat > | full_covs
| full covariance matrices
vec | weights
| weights
double | log_max_K
| Pre-calcualted std::log(std::numeric_limits<double>::max() / K), where K is the number of Gaussians.
vec | log_det_etc
| Gaussian specific pre-calcualted constants.
vec | log_weights
| Pre-calculated log versions of the weights.
Array< mat > | full_covs_inv
| Pre-calcuated inverted version of each full covariance matrix.
Array< vec > | diag_covs_inv_etc
| Pre-calcuated inverted version of each diagonal covariance vector, where the covariance elements are first multiplied by two.

## Detailed Description

Generic Mixture of Gaussians (MOG) class. Used as a base for other MOG classes.

Author
  Conrad Sanderson

Used for representing a statistical distribution as a convex combination of multi-variate Gaussian functions. Also known as a Gaussian Mixture Model. This class handles both full and diagonal covariance matrices, allows loading and saving of the MOG's parameters, as well as calculation of likelihoods. The parameters are set by the user or an optimisation algorithm (for example, see the MOG_diag_EM class). For speed and space reasons, diagonal and full covariance matrices are stored and handled separately.

Definition at line 57 of file mog_generic.h.

## Constructor & Destructor Documentation

## MOG_generic() [1/6]

itpp::MOG_generic::MOG_generic | ( |  | ) |

inline

Default constructor.

Note
  An empty model is created. The likelihood functions are not useable until the model's parameters are set

Definition at line 67 of file mog_generic.h.

## MOG_generic() [2/6]

itpp::MOG_generic::MOG_generic | ( | const std::string & | name_in | ) |

inline

Construct the MOG_generic object by loading the parameters from a model file.

Parameters

  name_in | The model's filename

Definition at line 72 of file mog_generic.h.

## MOG_generic() [3/6]

itpp::MOG_generic::MOG_generic | ( | const int & | K_in,
|  | const int & | D_in,
|  | bool | full_in = `false`
| ) |  |

inline

construct a default model (all Gaussians have zero mean and unit variance for all dimensions)

Parameters

  K_in | Number of Gaussians
  D_in | Dimensionality
  full_in | If true, use full covariance matrices; if false, use diagonal covariance matrices. Default = false.

Definition at line 79 of file mog_generic.h.

## MOG_generic() [4/6]

itpp::MOG_generic::MOG_generic | ( | Array< vec > & | means_in,
|  | bool | full_in = `false`
| ) |  |

inline

Construct a model using user supplied mean vectors.

Parameters

  means_in | Array of mean vectors
  full_in | If true, use full covariance matrices; if false, use diagonal covariance matrices. Default = false.

Note
  The number of mean vectors specifies the number of Gaussians. The covariance matrices are set to the identity matrix. The weights for all Gaussians are the same, equal to 1/K, where K is the number of Gaussians

Definition at line 88 of file mog_generic.h.

## MOG_generic() [5/6]

itpp::MOG_generic::MOG_generic | ( | Array< vec > & | means_in,
|  | Array< vec > & | diag_covs_in,
|  | vec & | weights_in
| ) |  |

inline

Construct a model using user supplied parameters (diagonal covariance version)

Parameters

  means_in | Array of mean vectors
  diag_covs_in | Array of vectors representing diagonal covariances
  weights_in | vector of weights

Note
  The number of mean vectors, covariance vectors and weights must be the same

Definition at line 96 of file mog_generic.h.

## MOG_generic() [6/6]

itpp::MOG_generic::MOG_generic | ( | Array< vec > & | means_in,
|  | Array< mat > & | full_covs_in,
|  | vec & | weights_in
| ) |  |

inline

Construct a model using user supplied parameters (full covariance version)

Parameters

  means_in | Array of mean vectors
  full_covs_in | Array of full covariance matrices
  weights_in | vector of weights

Note
  The number of mean vectors, covariance matrices and weights must be the same

Definition at line 104 of file mog_generic.h.

## ~MOG_generic()

virtual itpp::MOG_generic::~MOG_generic | ( |  | ) |

inlinevirtual

Default destructor.

Definition at line 107 of file mog_generic.h.

## Member Function Documentation

## init() [1/5]

void itpp::MOG_generic::init | ( |  | ) |

Initialise the model to be empty.

Note
  The likelihood functions are not useable until the model's parameters are set

Definition at line 43 of file mog_generic.cpp.

References cleanup().

Referenced by join(), load(), itpp::MOG_diag_EM_sup::ml(), and itpp::MOG_diag_kmeans_sup::run().

## init() [2/5]

void itpp::MOG_generic::init | ( | const int & | K_in,
|  | const int & | D_in,
|  | bool | full_in = `false`
| ) |  |

initialise the model so that all Gaussians have zero mean and unit variance for all dimensions

Parameters

  K_in | Number of Gaussians
  D_in | Dimensionality
  full_in | If true, use full covariance matrices; if false, use diagonal covariance matrices. Default = false.

Definition at line 46 of file mog_generic.cpp.

References D, do_checks, full, it_assert, K, paranoid, set_diag_covs_unity_internal(), set_full_covs_unity_internal(), set_means_zero_internal(), set_weights_uniform_internal(), setup_misc(), and valid.

## init() [3/5]

void itpp::MOG_generic::init | ( | Array< vec > & | means_in,
|  | bool | full_in = `false`
| ) |  |

Initialise the model using user supplied mean vectors.

Parameters

  means_in | Array of mean vectors
  full_in | If true, use full covariance matrices; if false, use diagonal covariance matrices. Default = false.

Note
  The number of mean vectors specifies the number of Gaussians. The covariance matrices are set to the identity matrix. The weights for all Gaussians are the same, equal to 1/K, where K is the number of Gaussians

Definition at line 69 of file mog_generic.cpp.

References check_array_uniformity(), D, do_checks, full, it_assert, K, paranoid, set_diag_covs_unity_internal(), set_full_covs_unity_internal(), set_means(), set_weights_uniform_internal(), setup_misc(), itpp::Array< T >::size(), and valid.

## init() [4/5]

void itpp::MOG_generic::init | ( | Array< vec > & | means_in,
|  | Array< vec > & | diag_covs_in,
|  | vec & | weights_in
| ) |  |

Initialise the model using user supplied parameters (diagonal covariance version)

Parameters

  means_in | Array of mean vectors
  diag_covs_in | Array of vectors representing diagonal covariances
  weights_in | vector of weights

Note
  The number of mean vectors, covariance vectors and weights must be the same

Definition at line 89 of file mog_generic.cpp.

References check_array_uniformity(), D, do_checks, full, it_assert, K, paranoid, set_diag_covs_internal(), set_means_internal(), set_weights_internal(), setup_misc(), itpp::Array< T >::size(), and valid.

## init() [5/5]

void itpp::MOG_generic::init | ( | Array< vec > & | means_in,
|  | Array< mat > & | full_covs_in,
|  | vec & | weights_in
| ) |  |

Initialise the model using user supplied parameters (full covariance version)

Parameters

  means_in | Array of mean vectors
  full_covs_in | Array of covariance matrices
  weights_in | vector of weights

Note
  The number of mean vectors, covariance matrices and weights must be the same

Definition at line 110 of file mog_generic.cpp.

References check_array_uniformity(), D, do_checks, full, it_assert, K, paranoid, set_full_covs_internal(), set_means_internal(), set_weights_internal(), setup_misc(), itpp::Array< T >::size(), and valid.

## cleanup()

void itpp::MOG_generic::cleanup | ( |  | ) |

virtual

Release memory used by the model. The model will be empty.

Note
  The likelihood functions are not useable until the model's parameters are re-initialised

Reimplemented in itpp::MOG_diag.

Definition at line 329 of file mog_generic.cpp.

References D, diag_covs, diag_covs_inv_etc, do_checks, full_covs, full_covs_inv, K, log_det_etc, log_weights, means, itpp::Array< T >::set_size(), valid, and weights.

Referenced by itpp::MOG_diag::cleanup(), and init().

## is_valid()

bool itpp::MOG_generic::is_valid | ( |  | ) | const

inline

Returns true if the model's parameters are valid.

Definition at line 154 of file mog_generic.h.

## is_full()

bool itpp::MOG_generic::is_full | ( |  | ) | const

inline

Returns true if the model has full covariance matrices.

Definition at line 157 of file mog_generic.h.

References itpp::full().

## get_K()

int itpp::MOG_generic::get_K | ( |  | ) | const

inline

Return the number of Gaussians.

Definition at line 160 of file mog_generic.h.

## get_D()

int itpp::MOG_generic::get_D | ( |  | ) | const

inline

Return the dimensionality.

Definition at line 163 of file mog_generic.h.

## get_weights()

vec itpp::MOG_generic::get_weights | ( |  | ) | const

inline

Obtain a copy of the weight vector.

Definition at line 166 of file mog_generic.h.

## get_means()

Array< vec > itpp::MOG_generic::get_means | ( |  | ) | const

inline

Obtain a copy of the array of mean vectors.

Definition at line 169 of file mog_generic.h.

## get_diag_covs()

Array< vec > itpp::MOG_generic::get_diag_covs | ( |  | ) | const

inline

Obtain a copy of the array of diagonal covariance vectors.

Definition at line 172 of file mog_generic.h.

References itpp::full().

## get_full_covs()

Array< mat > itpp::MOG_generic::get_full_covs | ( |  | ) | const

inline

Obtain a copy of the array of full covariance matrices.

Definition at line 175 of file mog_generic.h.

References itpp::full().

## set_means()

void itpp::MOG_generic::set_means | ( | Array< vec > & | means_in | ) |

Set the means of the model.

Note
  The number of means must match the number of Gaussians in the model

Definition at line 351 of file mog_generic.cpp.

References set_means_internal(), and valid.

Referenced by init().

## set_diag_covs()

void itpp::MOG_generic::set_diag_covs | ( | Array< vec > & | diag_covs_in | ) |

Set the diagonal covariance vectors of the model.

Note
  The number of diagonal covariance vectors must match the number of Gaussians in the model

Definition at line 365 of file mog_generic.cpp.

References set_diag_covs_internal(), and valid.

## set_full_covs()

void itpp::MOG_generic::set_full_covs | ( | Array< mat > & | full_covs_in | ) |

Set the full covariance matrices of the model.

Note
  The number of covariance matrices must match the number of Gaussians in the model

Definition at line 372 of file mog_generic.cpp.

References set_full_covs_internal(), and valid.

## set_weights()

void itpp::MOG_generic::set_weights | ( | vec & | weights_in | ) |

Set the weight vector of the model.

Note
  The number of elements in the weight vector must match the number of Gaussians in the model

Definition at line 379 of file mog_generic.cpp.

References set_weights_internal(), and valid.

## set_means_zero()

void itpp::MOG_generic::set_means_zero | ( |  | ) |

Set the means in the model to be zero.

Definition at line 358 of file mog_generic.cpp.

References set_means_zero_internal(), and valid.

## set_diag_covs_unity()

void itpp::MOG_generic::set_diag_covs_unity | ( |  | ) |

Set the diagonal covariance vectors to be unity.

Definition at line 386 of file mog_generic.cpp.

References set_diag_covs_unity_internal(), and valid.

## set_full_covs_unity()

void itpp::MOG_generic::set_full_covs_unity | ( |  | ) |

Set the full covariance matrices to be unity.

Definition at line 393 of file mog_generic.cpp.

References set_full_covs_unity_internal(), and valid.

## set_weights_uniform()

void itpp::MOG_generic::set_weights_uniform | ( |  | ) |

Set all the weights to 1/K, where K is the number of Gaussians.

Definition at line 400 of file mog_generic.cpp.

References set_weights_uniform_internal(), and valid.

## set_checks()

void itpp::MOG_generic::set_checks | ( | bool | do_checks_in | ) |

inline

Enable/disable internal checks for likelihood functions.

Parameters

  do_checks_in | If true, checks are enabled; if false, checks are disabled

Note
  Disabling checks will provide a speedup in the likelihood functions. Disable them only when you're happy that everything is working correctly.

Definition at line 214 of file mog_generic.h.

## set_paranoid()

void itpp::MOG_generic::set_paranoid | ( | bool | paranoid_in | ) |

inline

Enable/disable paranoia about numerical stability.

Parameters

  paranoid_in | If true, calculate likelihoods using a safer, but slower method.

Definition at line 219 of file mog_generic.h.

## load()

void itpp::MOG_generic::load | ( | const std::string & | name_in | ) |

virtual

Initialise the model by loading the parameters from a model file.

Parameters

  name_in | The model's filename

Reimplemented in itpp::MOG_diag.

Definition at line 407 of file mog_generic.cpp.

References itpp::exist(), init(), it_assert, and valid.

Referenced by itpp::MOG_diag::load().

## save()

void itpp::MOG_generic::save | ( | const std::string & | name_in | ) | const

virtual

Save the model's parameters to a model file.

Parameters

  name_in | The model's filename

Definition at line 438 of file mog_generic.cpp.

References diag_covs, full, full_covs, means, valid, and weights.

## join()

void itpp::MOG_generic::join | ( | const MOG_generic & | B_in | ) |

virtual

Mathematically join the model with a user supplied model.

Parameters

  B_in | user supplied model

Note
  The Arrays of mean vectors and covariance vectors/matrices from the two models are simply concatenated, while the weights of the resultant model are a function of the original weights and numbers of Gaussians from both models. Specifically, , where is the new weight vector, and are the weight vectors from model A and B, while and . In turn, and are the numbers of Gaussians in model A and B, respectively.

See On transforming statistical models... for more information.

Definition at line 453 of file mog_generic.cpp.

References itpp::concat(), D, diag_covs, full, full_covs, init(), it_assert, K, means, valid, and weights.

## convert_to_diag()

void itpp::MOG_generic::convert_to_diag | ( |  | ) |

virtual

Convert the model to use diagonal covariances.

Note
  If the model is already diagonal, nothing is done. If the model has full covariance matrices, this results in irreversible information loss (in effect the off-diagonal covariance elements are now zero)

Definition at line 499 of file mog_generic.cpp.

References convert_to_diag_internal(), and valid.

Referenced by itpp::MOG_diag::load().

## convert_to_full()

void itpp::MOG_generic::convert_to_full | ( |  | ) |

virtual

Convert the model to have full covariance matrices.

Note
  If the model has full covariance matrices, nothing is done. If the model has diagonal covariances, the off-diagonal elements in the full covariance matrices are set to zero.

Reimplemented in itpp::MOG_diag.

Definition at line 518 of file mog_generic.cpp.

References convert_to_full_internal(), and valid.

## log_lhood_single_gaus()

double itpp::MOG_generic::log_lhood_single_gaus | ( | const vec & | x_in,
|  | const int | k
| ) |  |

virtual

calculate the log likelihood of vector `x_in` using only Gaussian `k`

Definition at line 550 of file mog_generic.cpp.

References check_size(), do_checks, it_assert, K, log_lhood_single_gaus_internal(), and valid.

## log_lhood()

double itpp::MOG_generic::log_lhood | ( | const vec & | x_in | ) |

virtual

calculate the log likelihood of vector `x_in`

Reimplemented in itpp::MOG_diag.

Definition at line 586 of file mog_generic.cpp.

References check_size(), do_checks, it_assert, log_lhood_internal(), and valid.

## lhood()

double itpp::MOG_generic::lhood | ( | const vec & | x_in | ) |

virtual

calculate the likelihood of vector `x_in`

Reimplemented in itpp::MOG_diag.

Definition at line 621 of file mog_generic.cpp.

References check_size(), do_checks, it_assert, lhood_internal(), and valid.

## avg_log_lhood()

double itpp::MOG_generic::avg_log_lhood | ( | const Array< vec > & | X_in | ) |

virtual

calculate the average log likelihood of an array of vectors `X_in`

Reimplemented in itpp::MOG_diag.

Definition at line 632 of file mog_generic.cpp.

References check_size(), do_checks, it_assert, log_lhood_internal(), itpp::Array< T >::size(), and valid.

## check_size() [1/2]

bool itpp::MOG_generic::check_size | ( | const vec & | x_in | ) | const

protected

Check if vector `x_in` has the same dimensionality as the model.

Definition at line 130 of file mog_generic.cpp.

References D, and itpp::Array< T >::size().

Referenced by itpp::MOG_diag::avg_log_lhood(), avg_log_lhood(), check_size(), itpp::MOG_diag::lhood(), lhood(), itpp::MOG_diag::log_lhood(), log_lhood(), log_lhood_single_gaus(), itpp::MOG_diag::log_lhood_single_gaus(), and itpp::MOG_diag_kmeans_sup::run().

## check_size() [2/2]

bool itpp::MOG_generic::check_size | ( | const Array< vec > & | X_in | ) | const

protected

Check if all vectors in Array `X_in` have the same dimensionality as the model.

Definition at line 137 of file mog_generic.cpp.

References check_array_uniformity(), and check_size().

## check_array_uniformity()

bool itpp::MOG_generic::check_array_uniformity | ( | const Array< vec > & | A | ) | const

protected

Check if all vectors in Array `X_in` have the same dimensionality.

Definition at line 144 of file mog_generic.cpp.

References itpp::Array< T >::size(), and itpp::size().

Referenced by check_size(), init(), init(), init(), and itpp::MOG_diag_EM_sup::ml().

## set_means_internal()

void itpp::MOG_generic::set_means_internal | ( | Array< vec > & | means_in | ) |

protected

ADD DOCUMENTATION HERE.

Definition at line 164 of file mog_generic.cpp.

References D, it_assert, K, means, setup_means(), itpp::Array< T >::size(), and itpp::size().

Referenced by init(), init(), and set_means().

## set_diag_covs_internal()

void itpp::MOG_generic::set_diag_covs_internal | ( | Array< vec > & | diag_covs_in | ) |

protected

ADD DOCUMENTATION HERE.

Definition at line 180 of file mog_generic.cpp.

References D, diag_covs, full, full_covs, it_assert, K, itpp::Array< T >::set_size(), setup_covs(), itpp::Array< T >::size(), and itpp::size().

Referenced by init(), and set_diag_covs().

## set_full_covs_internal()

void itpp::MOG_generic::set_full_covs_internal | ( | Array< mat > & | full_covs_in | ) |

protected

ADD DOCUMENTATION HERE.

Definition at line 200 of file mog_generic.cpp.

References D, diag_covs, full, full_covs, it_assert, K, itpp::Array< T >::set_size(), setup_covs(), and itpp::Array< T >::size().

Referenced by init(), and set_full_covs().

## set_weights_internal()

void itpp::MOG_generic::set_weights_internal | ( | vec & | _weigths | ) |

protected

ADD DOCUMENTATION HERE.

Definition at line 225 of file mog_generic.cpp.

References it_assert, K, setup_weights(), itpp::Array< T >::size(), and weights.

Referenced by init(), init(), and set_weights().

## set_means_zero_internal()

void itpp::MOG_generic::set_means_zero_internal | ( |  | ) |

protected

ADD DOCUMENTATION HERE.

Definition at line 156 of file mog_generic.cpp.

References D, K, means, itpp::Array< T >::set_size(), and setup_means().

Referenced by init(), and set_means_zero().

## set_diag_covs_unity_internal()

void itpp::MOG_generic::set_diag_covs_unity_internal | ( |  | ) |

protected

ADD DOCUMENTATION HERE.

Definition at line 241 of file mog_generic.cpp.

References D, diag_covs, full, full_covs, K, itpp::Array< T >::set_size(), and setup_covs().

Referenced by init(), init(), and set_diag_covs_unity().

## set_full_covs_unity_internal()

void itpp::MOG_generic::set_full_covs_unity_internal | ( |  | ) |

protected

ADD DOCUMENTATION HERE.

Definition at line 253 of file mog_generic.cpp.

References D, diag_covs, full, full_covs, K, itpp::Array< T >::set_size(), and setup_covs().

Referenced by init(), init(), and set_full_covs_unity().

## set_weights_uniform_internal()

void itpp::MOG_generic::set_weights_uniform_internal | ( |  | ) |

protected

ADD DOCUMENTATION HERE.

Definition at line 269 of file mog_generic.cpp.

References K, itpp::Array< T >::set_size(), setup_weights(), and weights.

Referenced by init(), init(), and set_weights_uniform().

## convert_to_diag_internal()

void itpp::MOG_generic::convert_to_diag_internal | ( |  | ) |

protected

ADD DOCUMENTATION HERE.

Definition at line 486 of file mog_generic.cpp.

References itpp::diag(), diag_covs, full, full_covs, K, itpp::Array< T >::set_size(), and setup_covs().

Referenced by convert_to_diag(), and itpp::MOG_diag::setup_misc().

## convert_to_full_internal()

void itpp::MOG_generic::convert_to_full_internal | ( |  | ) |

protected

ADD DOCUMENTATION HERE.

Definition at line 506 of file mog_generic.cpp.

References itpp::diag(), diag_covs, full, full_covs, K, itpp::Array< T >::set_size(), and setup_covs().

Referenced by convert_to_full().

## setup_means()

void itpp::MOG_generic::setup_means | ( |  | ) |

protectedvirtual

additional processing of mean vectors, done as the last step of mean initialisation

Reimplemented in itpp::MOG_diag.

Definition at line 277 of file mog_generic.cpp.

Referenced by set_means_internal(), set_means_zero_internal(), and itpp::MOG_diag::setup_means().

## setup_covs()

void itpp::MOG_generic::setup_covs | ( |  | ) |

protectedvirtual

additional processing of covariance vectors/matrices, done as the last step of covariance initialisation

Reimplemented in itpp::MOG_diag.

Definition at line 279 of file mog_generic.cpp.

References D, itpp::det(), diag_covs, diag_covs_inv_etc, full, full_covs, full_covs_inv, itpp::inv(), K, log_det_etc, itpp::m_2pi, and itpp::Array< T >::set_size().

Referenced by convert_to_diag_internal(), convert_to_full_internal(), set_diag_covs_internal(), set_diag_covs_unity_internal(), set_full_covs_internal(), set_full_covs_unity_internal(), and itpp::MOG_diag::setup_covs().

## setup_weights()

void itpp::MOG_generic::setup_weights | ( |  | ) |

protectedvirtual

additional processing of the weight vector, done as the last step of weight initialisation

Reimplemented in itpp::MOG_diag.

Definition at line 314 of file mog_generic.cpp.

References itpp::log(), log_weights, itpp::sum(), and weights.

Referenced by set_weights_internal(), set_weights_uniform_internal(), and itpp::MOG_diag::setup_weights().

## setup_misc()

void itpp::MOG_generic::setup_misc | ( |  | ) |

protectedvirtual

additional processing of miscellaneous parameters, done as the last step of overall initialisation

Reimplemented in itpp::MOG_diag.

Definition at line 321 of file mog_generic.cpp.

References D, K, and log_max_K.

Referenced by init(), init(), init(), init(), and itpp::MOG_diag::setup_misc().

## log_lhood_single_gaus_internal()

double itpp::MOG_generic::log_lhood_single_gaus_internal | ( | const vec & | x_in,
|  | const int | k
| ) |  |

protectedvirtual

ADD DOCUMENTATION HERE.

Definition at line 526 of file mog_generic.cpp.

References D, diag_covs_inv_etc, full, full_covs_inv, log_det_etc, itpp::mean(), and means.

Referenced by lhood_internal(), log_lhood_internal(), and log_lhood_single_gaus().

## log_lhood_internal()

double itpp::MOG_generic::log_lhood_internal | ( | const vec & | x_in | ) |

protectedvirtual

ADD DOCUMENTATION HERE.

Reimplemented in itpp::MOG_diag.

Definition at line 561 of file mog_generic.cpp.

References K, itpp::log_add(), log_lhood_single_gaus_internal(), log_max_K, log_weights, paranoid, and itpp::sum().

Referenced by avg_log_lhood(), and log_lhood().

## lhood_internal()

double itpp::MOG_generic::lhood_internal | ( | const vec & | x_in | ) |

protectedvirtual

ADD DOCUMENTATION HERE.

Reimplemented in itpp::MOG_diag.

Definition at line 596 of file mog_generic.cpp.

References K, itpp::log_add(), log_lhood_single_gaus_internal(), log_max_K, log_weights, paranoid, itpp::sum(), and itpp::trunc_exp().

Referenced by lhood().

## Member Data Documentation

## do_checks

bool itpp::MOG_generic::do_checks

protected

indicates whether checks on input data are done

Definition at line 280 of file mog_generic.h.

Referenced by itpp::MOG_diag::avg_log_lhood(), avg_log_lhood(), itpp::MOG_diag::avg_log_lhood(), cleanup(), init(), init(), init(), init(), itpp::MOG_diag::lhood(), itpp::MOG_diag::lhood(), lhood(), itpp::MOG_diag::log_lhood(), itpp::MOG_diag::log_lhood(), log_lhood(), itpp::MOG_diag::log_lhood_single_gaus(), log_lhood_single_gaus(), and itpp::MOG_diag::log_lhood_single_gaus().

## valid

bool itpp::MOG_generic::valid

protected

indicates whether the parameters are valid

Definition at line 283 of file mog_generic.h.

Referenced by itpp::MOG_diag::avg_log_lhood(), avg_log_lhood(), itpp::MOG_diag::avg_log_lhood(), cleanup(), convert_to_diag(), convert_to_full(), init(), init(), init(), init(), join(), itpp::MOG_diag::lhood(), itpp::MOG_diag::lhood(), lhood(), load(), itpp::MOG_diag::log_lhood(), itpp::MOG_diag::log_lhood(), log_lhood(), itpp::MOG_diag::log_lhood_single_gaus(), log_lhood_single_gaus(), itpp::MOG_diag::log_lhood_single_gaus(), save(), set_diag_covs(), set_diag_covs_unity(), set_full_covs(), set_full_covs_unity(), set_means(), set_means_zero(), set_weights(), and set_weights_uniform().

## full

bool itpp::MOG_generic::full

protected

indicates whether we are using full or diagonal covariance matrices

Definition at line 286 of file mog_generic.h.

Referenced by convert_to_diag_internal(), convert_to_full_internal(), init(), init(), init(), init(), join(), itpp::MOG_diag::load(), log_lhood_single_gaus_internal(), save(), set_diag_covs_internal(), set_diag_covs_unity_internal(), set_full_covs_internal(), set_full_covs_unity_internal(), itpp::MOG_diag::setup_covs(), setup_covs(), and itpp::MOG_diag::setup_misc().

## paranoid

bool itpp::MOG_generic::paranoid

protected

indicates whether we are paranoid about numerical stability

Definition at line 289 of file mog_generic.h.

Referenced by init(), init(), init(), init(), itpp::MOG_diag::lhood_internal(), lhood_internal(), itpp::MOG_diag::log_lhood_internal(), log_lhood_internal(), and itpp::MOG_diag_EM_sup::ml_update_params().

## K

int itpp::MOG_generic::K

protected

number of gaussians

Definition at line 292 of file mog_generic.h.

Referenced by itpp::MOG_diag_kmeans_sup::assign_to_means(), itpp::MOG_diag_kmeans_sup::calc_covs(), itpp::MOG_diag_kmeans_sup::calc_weights(), cleanup(), convert_to_diag_internal(), convert_to_full_internal(), itpp::MOG_diag_kmeans_sup::dezombify_means(), init(), init(), init(), init(), itpp::MOG_diag_kmeans_sup::initial_means(), itpp::MOG_diag_kmeans_sup::iterate(), join(), itpp::MOG_diag::lhood_internal(), lhood_internal(), itpp::MOG_diag::log_lhood_internal(), log_lhood_internal(), itpp::MOG_diag::log_lhood_single_gaus(), log_lhood_single_gaus(), itpp::MOG_diag::log_lhood_single_gaus(), itpp::MOG_diag_kmeans_sup::measure_change(), itpp::MOG_diag_EM_sup::ml(), itpp::MOG_diag_EM_sup::ml_update_params(), itpp::MOG_diag_kmeans_sup::recalculate_means(), itpp::MOG_diag_kmeans_sup::run(), itpp::MOG_diag_EM_sup::sanitise_params(), set_diag_covs_internal(), set_diag_covs_unity_internal(), set_full_covs_internal(), set_full_covs_unity_internal(), set_means_internal(), set_means_zero_internal(), set_weights_internal(), set_weights_uniform_internal(), setup_covs(), itpp::MOG_diag::setup_misc(), setup_misc(), itpp::MOG_diag_kmeans_sup::unnormalise_means(), and itpp::MOG_diag_EM_sup::update_internals().

## D

int itpp::MOG_generic::D

protected

dimensionality

Definition at line 295 of file mog_generic.h.

Referenced by itpp::MOG_diag_kmeans_sup::calc_covs(), check_size(), cleanup(), itpp::MOG_diag_kmeans_sup::dezombify_means(), itpp::MOG_diag_kmeans_sup::dist(), init(), init(), init(), init(), itpp::MOG_diag_kmeans_sup::initial_means(), itpp::MOG_diag_kmeans_sup::iterate(), join(), itpp::MOG_diag::log_lhood_single_gaus_internal(), log_lhood_single_gaus_internal(), itpp::MOG_diag_EM_sup::ml(), itpp::MOG_diag_EM_sup::ml_update_params(), itpp::MOG_diag_kmeans_sup::normalise_vectors(), itpp::MOG_diag_kmeans_sup::recalculate_means(), itpp::MOG_diag_kmeans_sup::run(), itpp::MOG_diag_EM_sup::sanitise_params(), set_diag_covs_internal(), set_diag_covs_unity_internal(), set_full_covs_internal(), set_full_covs_unity_internal(), set_means_internal(), set_means_zero_internal(), setup_covs(), setup_misc(), itpp::MOG_diag_kmeans_sup::unnormalise_means(), itpp::MOG_diag_kmeans_sup::unnormalise_vectors(), and itpp::MOG_diag_EM_sup::update_internals().

## means

Array<vec> itpp::MOG_generic::means

protected

means

Definition at line 298 of file mog_generic.h.

Referenced by cleanup(), join(), log_lhood_single_gaus_internal(), itpp::MOG_diag_EM_sup::ml(), itpp::MOG_diag_kmeans_sup::run(), save(), set_means_internal(), set_means_zero_internal(), and itpp::MOG_diag::setup_means().

## diag_covs

Array<vec> itpp::MOG_generic::diag_covs

protected

diagonal covariance matrices, stored as vectors

Definition at line 301 of file mog_generic.h.

Referenced by cleanup(), convert_to_diag_internal(), convert_to_full_internal(), join(), itpp::MOG_diag_EM_sup::ml(), itpp::MOG_diag_kmeans_sup::run(), save(), set_diag_covs_internal(), set_diag_covs_unity_internal(), set_full_covs_internal(), set_full_covs_unity_internal(), itpp::MOG_diag::setup_covs(), and setup_covs().

## full_covs

Array<mat> itpp::MOG_generic::full_covs

protected

full covariance matrices

Definition at line 304 of file mog_generic.h.

Referenced by cleanup(), convert_to_diag_internal(), convert_to_full_internal(), join(), save(), set_diag_covs_internal(), set_diag_covs_unity_internal(), set_full_covs_internal(), set_full_covs_unity_internal(), and setup_covs().

## weights

vec itpp::MOG_generic::weights

protected

weights

Definition at line 307 of file mog_generic.h.

Referenced by cleanup(), join(), itpp::MOG_diag_EM_sup::ml(), itpp::MOG_diag_kmeans_sup::run(), save(), set_weights_internal(), set_weights_uniform_internal(), itpp::MOG_diag::setup_weights(), and setup_weights().

## log_max_K

double itpp::MOG_generic::log_max_K

protected

Pre-calcualted std::log(std::numeric_limits<double>::max() / K), where K is the number of Gaussians.

Definition at line 310 of file mog_generic.h.

Referenced by itpp::MOG_diag::lhood_internal(), lhood_internal(), itpp::MOG_diag::log_lhood_internal(), log_lhood_internal(), itpp::MOG_diag_EM_sup::ml_update_params(), and setup_misc().

## log_det_etc

vec itpp::MOG_generic::log_det_etc

protected

Gaussian specific pre-calcualted constants.

Note
  Vector of pre-calculated for each Gaussian, where is the dimensionality and is the determinant for the Gaussian's covariance matrix .

Definition at line 317 of file mog_generic.h.

Referenced by cleanup(), log_lhood_single_gaus_internal(), itpp::MOG_diag::setup_covs(), and setup_covs().

## log_weights

vec itpp::MOG_generic::log_weights

protected

Pre-calculated log versions of the weights.

Definition at line 320 of file mog_generic.h.

Referenced by cleanup(), lhood_internal(), log_lhood_internal(), itpp::MOG_diag::setup_weights(), and setup_weights().

## full_covs_inv

Array<mat> itpp::MOG_generic::full_covs_inv

protected

Pre-calcuated inverted version of each full covariance matrix.

Definition at line 323 of file mog_generic.h.

Referenced by cleanup(), log_lhood_single_gaus_internal(), and setup_covs().

## diag_covs_inv_etc

Array<vec> itpp::MOG_generic::diag_covs_inv_etc

protected

Pre-calcuated inverted version of each diagonal covariance vector, where the covariance elements are first multiplied by two.

Definition at line 326 of file mog_generic.h.

Referenced by cleanup(), log_lhood_single_gaus_internal(), itpp::MOG_diag::setup_covs(), and setup_covs().

The documentation for this class was generated from the following files:

- itpp/stat/mog_generic.h
- itpp/stat/mog_generic.cpp

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