Changeset 1014 for library/bdm/estim/mixtures.h

Timestamp:

05/27/10 23:07:57 (14 years ago)

Author:

smidl

Message:

Mixtures example

Files:

• library/bdm/estim/mixtures.h (modified) (7 diffs)

library/bdm/estim/mixtures.h

@@ -39 +39 @@
 This class uses EM-style type algorithms for estimation of its parameters. Under this simplification, the posterior density is a product of exponential family members, hence under EM-style approximate estimation this class itself belongs to the exponential family.
 
-TODO: Extend BM to use rvc.
+Two methods are provided:
+ - QB where the probability of being from one component is computed using predictors,
+ - EM where the data is assigned to component with the highest likelihood (winner takes all)
+
+These methods are stored in attribute options:
+ - method: ["EM","QB"] estimation method as mentioned above, QB is default
+ - max_niter: maximum of iterations in bayes_batch()
+
 */
 class MixEF: public BMEF {
@@ -60 +67 @@
         ////!indices of component rvc in common rvc
 
-        //! Flag for a method that is used in the inference
-        MixEF_METHOD method;
+        class MixEF_options: public root{
+                public:
+                //! Flag for a method that is used in the inference
+                MixEF_METHOD method;
 
-        //! maximum number of iterations
-        int max_niter;
+                //! maximum number of iterations
+                int max_niter;
+        
+        MixEF_options():method(QB),max_niter(10){};
+                
+                void from_setting(const Setting &set){
+                        string meth;
+                        UI::get(meth,set,"method",UI::optional);
+                        if (meth=="EM") {method=EM;}
+                        max_niter =10;
+                        UI::get(max_niter,set,"max_niter",UI::optional);
+                };
+                void to_setting(Setting &set)const{
+                        string meth=(method==EM ? "EM" : "QB");
+                        UI::save(meth,set,"method");
+                        UI::save(max_niter,set,"max_niter");
+                };
+        };
+        
+        MixEF_options options;
 public:
         //! Full constructor
         MixEF ( const Array<BMEF*> &Coms0, const vec &alpha0 ) :
                         BMEF ( ), Coms ( Coms0.length() ),
-                        weights (), est(*this), method ( QB ), max_niter(10) {
+                        weights (), est(*this), options() {
                 for ( int i = 0; i < Coms0.length(); i++ ) {
                         Coms ( i ) = ( BMEF* ) Coms0 ( i )->_copy();
@@ -80 +107 @@
         MixEF () :
                         BMEF ( ), Coms ( 0 ),
-                        weights (), est(*this), method ( QB ), max_niter(10) {
+                        weights (), est(*this), options() {
         }
         //! Copy constructor
         MixEF ( const MixEF &M2 ) : BMEF ( ),  Coms ( M2.Coms.length() ),
-                        weights ( M2.weights ), est(*this), method ( M2.method ), max_niter(M2.max_niter) {
+                        weights ( M2.weights ), est(*this), options(M2.options) {
                 for ( int i = 0; i < M2.Coms.length(); i++ ) {
                         Coms ( i ) = (BMEF*) M2.Coms ( i )->_copy();
@@ -94 +121 @@
         //! \param Data Data on which the initialization will be done
         //! \param c Initial number of components, default=5
+        //! when the number of data records (columns of Data) is equal to the number of requested components, each data is used, otherwise, they are picked randomly.
         void init ( BMEF* Com0, const mat &Data, const int c = 5 );
         //Destructor
@@ -119 +147 @@
         //!Set which method is to be used
         void set_method ( MixEF_METHOD M ) {
-                method = M;
+                options.method = M;
         }
 
@@ -126 +154 @@
         UI::save ( Coms, set, "Coms" );
         UI::save ( &weights, set, "weights" );
+        UI::save (options, set, "options");
 }
 /*! \brief reads data from setting
@@ -133 +162 @@
         UI::get ( Coms, set, "Coms" );
         UI::get ( weights, set, "weights" );
+        UI::get (options, set, "options",UI::optional);
 }
 };