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March 10, 2021 14:31
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Gaussian mixture model in PyTorch
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class GMM(torch.nn.Module): | |
def __init__(self, n, d=2, k=2): | |
super(GMM, self).__init__() | |
self.d = d | |
self.k = k | |
self.n = n | |
self.covs = torch.eye(self.d).view(-1, self.d, self.d).repeat(self.k,1,1) | |
self.mus = torch.zeros(n, k) | |
self.member = torch.zeros(n, k) | |
self.prior = torch.ones(k)/k | |
def fit(self, X, tol=0.01): | |
self.mus = X[torch.randint(self.n, size=(self.k,))] | |
for i in count(start=1): | |
self.update_member(X) | |
print(self.prior) | |
old_mus = self.mus.clone() | |
self.update_mus(X) | |
self.update_covs(X) | |
if torch.norm(self.mus-old_mus)< tol or torch.any(torch.isnan(self.mus)): | |
print('converged after', i, 'iterations') | |
break | |
def update_covs(self, X): | |
for i in range(self.k): | |
cX = (X-self.mus[i]) | |
self.covs[i] = ((self.member[:,i]*cX.T)@cX)/torch.sum(self.member[:,i]) | |
def update_mus(self, X): | |
self.mus = torch.sum(X[:,:,None]*self.member[:,None,:], axis=0).T | |
self.mus /= torch.sum(self.member[:,None,:], axis=0).T | |
def update_member(self, X): | |
for i in range(self.k): | |
log_probs = MVN(self.mus[i], self.covs[i]).log_prob(X).exp()*self.prior[i] | |
self.member[:,i] = log_probs | |
self.member /= self.member.sum(axis=1, keepdim=True) | |
self.prior = self.member.mean(axis=0) | |
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