Package elki.clustering.em.models
Class MultivariateGaussianModel
- java.lang.Object
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- elki.clustering.em.models.MultivariateGaussianModel
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- All Implemented Interfaces:
BetulaClusterModel
,EMClusterModel<NumberVector,EMModel>
public class MultivariateGaussianModel extends java.lang.Object implements BetulaClusterModel
Model for a single multivariate Gaussian cluster with arbitrary rotation.- Since:
- 0.7.0
- Author:
- Erich Schubert
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Field Summary
Fields Modifier and Type Field Description (package private) CholeskyDecomposition
chol
Decomposition of covariance matrix.(package private) double[][]
covariance
Covariance matrix.private static Logging
LOG
Class logger.(package private) double
logNorm
Normalization factor.(package private) double
logNormDet
Normalization factor.(package private) double[]
mean
Mean vector.(package private) double[]
nmea
Temporary storage, to avoid reallocations.(package private) double[][]
priormatrix
Matrix for prior conditioning.private static double
SINGULARITY_CHEAT
Constant to avoid singular matrixes.(package private) double
weight
Weight aggregation sum.(package private) double
wsum
Weight aggregation sum.
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Constructor Summary
Constructors Constructor Description MultivariateGaussianModel(double weight, double[] mean)
Constructor.MultivariateGaussianModel(double weight, double[] mean, double[][] covariance)
Constructor.
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description void
beginEStep()
Begin the E step.double
estimateLogDensity(NumberVector vec)
Estimate the log likelihood of a vector.double
estimateLogDensity(ClusterFeature cf)
Estimate the log likelihood of a clustering feature.EMModel
finalizeCluster()
Finalize a cluster model.void
finalizeEStep(double weight, double prior)
Finalize the E step.protected static double
getHalfLogDeterminant(CholeskyDecomposition chol)
Get 0.5 * log(det) of a cholesky decomposition.double
getWeight()
Get the cluster weight.double
mahalanobisDistance(double[] vec)
Compute the Mahalanobis distance from the centroid for a given vector.double
mahalanobisDistance(NumberVector vec)
Compute the Mahalanobis distance from the centroid for a given vector.void
setWeight(double weight)
Set the cluster weight.protected static CholeskyDecomposition
updateCholesky(double[][] covariance, CholeskyDecomposition prev)
Update the cholesky decomposition.void
updateE(NumberVector vec, double wei)
Process one data point in the E stepvoid
updateE(ClusterFeature cf, double wei)
Process one clustering feature in the E step.-
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface elki.clustering.em.models.EMClusterModel
finalizeFirstPassE, firstPassE, needsTwoPass
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Field Detail
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LOG
private static final Logging LOG
Class logger.
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SINGULARITY_CHEAT
private static final double SINGULARITY_CHEAT
Constant to avoid singular matrixes.- See Also:
- Constant Field Values
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mean
double[] mean
Mean vector.
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covariance
double[][] covariance
Covariance matrix.
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chol
CholeskyDecomposition chol
Decomposition of covariance matrix.
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nmea
double[] nmea
Temporary storage, to avoid reallocations.
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logNorm
double logNorm
Normalization factor.
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logNormDet
double logNormDet
Normalization factor.
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weight
double weight
Weight aggregation sum.
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wsum
double wsum
Weight aggregation sum.
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priormatrix
double[][] priormatrix
Matrix for prior conditioning.
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Constructor Detail
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MultivariateGaussianModel
public MultivariateGaussianModel(double weight, double[] mean)
Constructor.- Parameters:
weight
- Cluster weightmean
- Initial mean
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MultivariateGaussianModel
public MultivariateGaussianModel(double weight, double[] mean, double[][] covariance)
Constructor.- Parameters:
weight
- Cluster weightmean
- Initial meancovariance
- Initial covariance matrix
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Method Detail
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beginEStep
public void beginEStep()
Description copied from interface:EMClusterModel
Begin the E step.- Specified by:
beginEStep
in interfaceEMClusterModel<NumberVector,EMModel>
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updateE
public void updateE(NumberVector vec, double wei)
Description copied from interface:EMClusterModel
Process one data point in the E step- Specified by:
updateE
in interfaceEMClusterModel<NumberVector,EMModel>
- Parameters:
vec
- Vector to processwei
- Weight of point ("responsibility" of the cluster)
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finalizeEStep
public void finalizeEStep(double weight, double prior)
Description copied from interface:EMClusterModel
Finalize the E step.- Specified by:
finalizeEStep
in interfaceEMClusterModel<NumberVector,EMModel>
- Parameters:
weight
- weight of the clusterprior
- MAP prior (0 for MLE)
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updateCholesky
protected static CholeskyDecomposition updateCholesky(double[][] covariance, CholeskyDecomposition prev)
Update the cholesky decomposition.- Parameters:
covariance
- Covariance matrixprev
- Previous Cholesky decomposition (reused in case of instability)- Returns:
- New Cholesky decomposition
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getHalfLogDeterminant
protected static double getHalfLogDeterminant(CholeskyDecomposition chol)
Get 0.5 * log(det) of a cholesky decomposition.- Parameters:
chol
- Cholesky Decomposition- Returns:
- log determinant.
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mahalanobisDistance
public double mahalanobisDistance(double[] vec)
Compute the Mahalanobis distance from the centroid for a given vector.- Parameters:
vec
- Vector- Returns:
- Mahalanobis distance
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mahalanobisDistance
public double mahalanobisDistance(NumberVector vec)
Compute the Mahalanobis distance from the centroid for a given vector.Note: used by P3C.
- Parameters:
vec
- Vector- Returns:
- Mahalanobis distance
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estimateLogDensity
public double estimateLogDensity(NumberVector vec)
Description copied from interface:EMClusterModel
Estimate the log likelihood of a vector.- Specified by:
estimateLogDensity
in interfaceEMClusterModel<NumberVector,EMModel>
- Parameters:
vec
- Vector- Returns:
- log likelihood.
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getWeight
public double getWeight()
Description copied from interface:EMClusterModel
Get the cluster weight.- Specified by:
getWeight
in interfaceEMClusterModel<NumberVector,EMModel>
- Returns:
- Cluster weight
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setWeight
public void setWeight(double weight)
Description copied from interface:EMClusterModel
Set the cluster weight.- Specified by:
setWeight
in interfaceEMClusterModel<NumberVector,EMModel>
- Parameters:
weight
- Cluster weight
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finalizeCluster
public EMModel finalizeCluster()
Description copied from interface:EMClusterModel
Finalize a cluster model.- Specified by:
finalizeCluster
in interfaceEMClusterModel<NumberVector,EMModel>
- Returns:
- Cluster model
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estimateLogDensity
public double estimateLogDensity(ClusterFeature cf)
Description copied from interface:BetulaClusterModel
Estimate the log likelihood of a clustering feature.- Specified by:
estimateLogDensity
in interfaceBetulaClusterModel
- Parameters:
cf
- ClusteringFeature- Returns:
- log likelihood
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updateE
public void updateE(ClusterFeature cf, double wei)
Description copied from interface:BetulaClusterModel
Process one clustering feature in the E step.- Specified by:
updateE
in interfaceBetulaClusterModel
- Parameters:
cf
- Clustering feature to process.wei
- weight of the clustering feature.
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