?? em.java
字號:
if (inst.attribute(j).isNominal()) {
m_model[i][j].addValue(inst.instance(l).value(j),
m_weights[l][i]);
}
else {
m_modelNormal[i][j][0] += (inst.instance(l).value(j) *
m_weights[l][i]);
m_modelNormal[i][j][2] += m_weights[l][i];
m_modelNormal[i][j][1] += (inst.instance(l).value(j) *
inst.instance(l).value(j)*m_weights[l][i]);
}
}
}
}
}
// calcualte mean and std deviation for numeric attributes
for (j = 0; j < m_num_attribs; j++) {
if (!inst.attribute(j).isNominal()) {
for (i = 0; i < num_cl; i++) {
if (m_modelNormal[i][j][2] < 0) {
m_modelNormal[i][j][1] = 0;
} else {
// variance
m_modelNormal[i][j][1] = (m_modelNormal[i][j][1] -
(m_modelNormal[i][j][0] *
m_modelNormal[i][j][0] /
m_modelNormal[i][j][2])) /
m_modelNormal[i][j][2];
// std dev
m_modelNormal[i][j][1] = Math.sqrt(m_modelNormal[i][j][1]);
if (m_modelNormal[i][j][1] <= m_minStdDev
|| Double.isNaN(m_modelNormal[i][j][1])) {
m_modelNormal[i][j][1] =
m_minStdDev;
}
// mean
if (m_modelNormal[i][j][2] > 0.0) {
m_modelNormal[i][j][0] /= m_modelNormal[i][j][2];
}
}
}
}
}
}
/**
* The E step of the EM algorithm. Estimate cluster membership
* probabilities.
*
* @param inst the training instances
* @param num_cl the number of clusters
* @return the average log likelihood
*/
private double E (Instances inst, int num_cl)
throws Exception
{
int i, j, l;
double prob;
double loglk = 0.0;
for (l = 0; l < inst.numInstances(); l++) {
for (i = 0; i < num_cl; i++) {
m_weights[l][i] = m_priors[i];
}
for (j = 0; j < m_num_attribs; j++) {
double max = 0;
for (i = 0; i < num_cl; i++) {
if (!inst.instance(l).isMissing(j)) {
if (inst.attribute(j).isNominal()) {
m_weights[l][i] *=
m_model[i][j].getProbability(inst.instance(l).value(j));
}
else {
// numeric attribute
m_weights[l][i] *= normalDens(inst.instance(l).value(j),
m_modelNormal[i][j][0],
m_modelNormal[i][j][1]);
if (Double.isInfinite(m_weights[l][i])) {
throw new Exception("Joint density has overflowed. Try "
+"increasing the minimum allowable "
+"standard deviation for normal "
+"density calculation.");
}
}
if (m_weights[l][i] > max) {
max = m_weights[l][i];
}
}
}
if (max > 0 && max < 1e-75) { // check for underflow
for (int zz = 0; zz < num_cl; zz++) {
// rescale
m_weights[l][zz] *= 1e75;
}
}
}
double temp1 = 0;
for (i = 0; i < num_cl; i++) {
temp1 += m_weights[l][i];
}
if (temp1 > 0) {
loglk += Math.log(temp1);
}
// normalise the weights for this instance
try {
Utils.normalize(m_weights[l]);
} catch (Exception e) {
throw new Exception("An instance has zero cluster memberships. Try "
+"increasing the minimum allowable "
+"standard deviation for normal "
+"density calculation.");
}
}
// reestimate priors
estimate_priors(inst, num_cl);
return loglk/inst.numInstances();
}
/**
* Constructor.
*
**/
public EM () {
resetOptions();
}
/**
* Reset to default options
*/
protected void resetOptions () {
m_minStdDev = 1e-6;
m_max_iterations = 100;
m_rseed = 100;
m_num_clusters = -1;
m_initialNumClusters = -1;
m_verbose = false;
}
/**
* Outputs the generated clusters into a string.
*/
public String toString () {
StringBuffer text = new StringBuffer();
text.append("\nEM\n==\n");
if (m_initialNumClusters == -1) {
text.append("\nNumber of clusters selected by cross validation: "
+m_num_clusters+"\n");
} else {
text.append("\nNumber of clusters: " + m_num_clusters + "\n");
}
for (int j = 0; j < m_num_clusters; j++) {
text.append("\nCluster: " + j + " Prior probability: "
+ Utils.doubleToString(m_priors[j], 4) + "\n\n");
for (int i = 0; i < m_num_attribs; i++) {
text.append("Attribute: " + m_theInstances.attribute(i).name() + "\n");
if (m_theInstances.attribute(i).isNominal()) {
if (m_model[j][i] != null) {
text.append(m_model[j][i].toString());
}
}
else {
text.append("Normal Distribution. Mean = "
+ Utils.doubleToString(m_modelNormal[j][i][0], 4)
+ " StdDev = "
+ Utils.doubleToString(m_modelNormal[j][i][1], 4)
+ "\n");
}
}
}
return text.toString();
}
/**
* verbose output for debugging
* @param inst the training instances
*/
private void EM_Report (Instances inst) {
int i, j, l, m;
System.out.println("======================================");
for (j = 0; j < m_num_clusters; j++) {
for (i = 0; i < m_num_attribs; i++) {
System.out.println("Clust: " + j + " att: " + i + "\n");
if (m_theInstances.attribute(i).isNominal()) {
if (m_model[j][i] != null) {
System.out.println(m_model[j][i].toString());
}
}
else {
System.out.println("Normal Distribution. Mean = "
+ Utils.doubleToString(m_modelNormal[j][i][0]
, 8, 4)
+ " StandardDev = "
+ Utils.doubleToString(m_modelNormal[j][i][1]
, 8, 4)
+ " WeightSum = "
+ Utils.doubleToString(m_modelNormal[j][i][2]
, 8, 4));
}
}
}
for (l = 0; l < inst.numInstances(); l++) {
m = Utils.maxIndex(m_weights[l]);
System.out.print("Inst " + Utils.doubleToString((double)l, 5, 0)
+ " Class " + m + "\t");
for (j = 0; j < m_num_clusters; j++) {
System.out.print(Utils.doubleToString(m_weights[l][j], 7, 5) + " ");
}
System.out.println();
}
}
/**
* estimate the number of clusters by cross validation on the training
* data.
*
* @return the number of clusters selected
*/
private int CVClusters ()
throws Exception
{
double CVLogLikely = -Double.MAX_VALUE;
double templl, tll;
boolean CVdecreased = true;
int num_cl = 1;
int i;
Random cvr;
Instances trainCopy;
int numFolds = (m_theInstances.numInstances() < 10)
? m_theInstances.numInstances()
: 10;
while (CVdecreased) {
CVdecreased = false;
cvr = new Random(m_rseed);
trainCopy = new Instances(m_theInstances);
trainCopy.randomize(cvr);
// theInstances.stratify(10);
templl = 0.0;
for (i = 0; i < numFolds; i++) {
Instances cvTrain = trainCopy.trainCV(numFolds, i);
Instances cvTest = trainCopy.testCV(numFolds, i);
EM_Init(cvTrain, num_cl);
iterate(cvTrain, num_cl, false);
tll = E(cvTest, num_cl);
if (m_verbose) {
System.out.println("# clust: " + num_cl + " Fold: " + i
+ " Loglikely: " + tll);
}
templl += tll;
}
templl /= (double)numFolds;
if (m_verbose) {
System.out.println("==================================="
+ "==============\n# clust: "
+ num_cl
+ " Mean Loglikely: "
+ templl
+ "\n================================"
+ "=================");
}
if (templl > CVLogLikely) {
CVLogLikely = templl;
CVdecreased = true;
num_cl++;
}
}
if (m_verbose) {
System.out.println("Number of clusters: " + (num_cl - 1));
}
return num_cl - 1;
}
/**
* Returns the number of clusters.
*
* @return the number of clusters generated for a training dataset.
* @exception Exception if number of clusters could not be returned
* successfully
*/
public int numberOfClusters ()
throws Exception
{
if (m_num_clusters == -1) {
throw new Exception("Haven't generated any clusters!");
}
return m_num_clusters;
}
/**
* Generates a clusterer. Has to initialize all fields of the clusterer
* that are not being set via options.
*
* @param data set of instances serving as training data
* @exception Exception if the clusterer has not been
* generated successfully
*/
public void buildClusterer (Instances data)
throws Exception {
if (data.checkForStringAttributes()) {
throw new Exception("Can't handle string attributes!");
}
m_theInstances = data;
doEM();
// save memory
m_theInstances = new Instances(m_theInstances,0);
}
/**
* Computes the density for a given instance.
*
* @param inst the instance to compute the density for
* @return the density.
* @exception Exception if the density could not be computed
* successfully
*/
public double densityForInstance(Instance inst) throws Exception {
return Utils.sum(weightsForInstance(inst));
}
/**
* Predicts the cluster memberships for a given instance.
*
* @param data set of test instances
* @param instance the instance to be assigned a cluster.
* @return an array containing the estimated membership
* probabilities of the test instance in each cluster (this
* should sum to at most 1)
* @exception Exception if distribution could not be
* computed successfully
*/
public double[] distributionForInstance (Instance inst)
throws Exception {
double [] distrib = weightsForInstance(inst);
Utils.normalize(distrib);
return distrib;
}
/**
* Returns the weights (indicating cluster membership) for a given instance
*
* @param inst the instance to be assigned a cluster
* @return an array of weights
* @exception Exception if weights could not be computed
*/
protected double[] weightsForInstance(Instance inst)
throws Exception {
int i, j;
double prob;
double[] wghts = new double[m_num_clusters];
for (i = 0; i < m_num_clusters; i++) {
prob = 1.0;
for (j = 0; j < m_num_attribs; j++) {
if (!inst.isMissing(j)) {
if (inst.attribute(j).isNominal()) {
prob *= m_model[i][j].getProbability(inst.value(j));
}
else { // numeric attribute
prob *= normalDens(inst.value(j),
m_modelNormal[i][j][0],
m_modelNormal[i][j][1]);
}
}
}
wghts[i] = (prob*m_priors[i]);
}
return wghts;
}
/**
* Perform the EM algorithm
*/
private void doEM ()
throws Exception
{
if (m_verbose) {
System.out.println("Seed: " + m_rseed);
}
m_rr = new Random(m_rseed);
m_num_instances = m_theInstances.numInstances();
m_num_attribs = m_theInstances.numAttributes();
if (m_verbose) {
System.out.println("Number of instances: "
+ m_num_instances
+ "\nNumber of atts: "
+ m_num_attribs
+ "\n");
}
// setDefaultStdDevs(theInstances);
// cross validate to determine number of clusters?
if (m_initialNumClusters == -1) {
if (m_theInstances.numInstances() > 9) {
m_num_clusters = CVClusters();
} else {
m_num_clusters = 1;
}
}
// fit full training set
EM_Init(m_theInstances, m_num_clusters);
m_loglikely = iterate(m_theInstances, m_num_clusters, m_verbose);
}
/**
* iterates the M and E steps until the log likelihood of the data
* converges.
*
* @param inst the training instances.
* @param num_cl the number of clusters.
* @param report be verbose.
* @return the log likelihood of the data
*/
private double iterate (Instances inst, int num_cl, boolean report)
throws Exception
{
int i;
double llkold = 0.0;
double llk = 0.0;
if (report) {
EM_Report(inst);
}
for (i = 0; i < m_max_iterations; i++) {
M(inst, num_cl);
llkold = llk;
llk = E(inst, num_cl);
if (report) {
System.out.println("Loglikely: " + llk);
}
if (i > 0) {
if ((llk - llkold) < 1e-6) {
break;
}
}
}
if (report) {
EM_Report(inst);
}
return llk;
}
// ============
// Test method.
// ============
/**
* Main method for testing this class.
*
* @param argv should contain the following arguments: <p>
* -t training file [-T test file] [-N number of clusters] [-S random seed]
*/
public static void main (String[] argv) {
try {
System.out.println(ClusterEvaluation.
evaluateClusterer(new EM(), argv));
}
catch (Exception e) {
log.error(e.getMessage());
log.error(e.getStackTrace().toString());
}
}
}
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