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'''Opgave: EM algoritmen og Gaussiske mikstur modeller (GMM)'''
'''Opgave: EM algoritmen og Gaussiske mikstur modeller (GMM)'''
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F?lgende matlab scripts genererer et data s?t:
+
Anvend nedenstå matlab scripts som genererer et datasæt. Modeller dette datasæt med en 3 komponent Gaussisk mikstur model. Implementer EM algoritmen for GMM og anvend den til at estimere parametrene i modellen.
-
Modeller dette data s?t med en 3 komponent Gaussisk mikstur model. Implementer EM algoritmen for GMM og anvend den til at estimere parametrene i modellen.
+
 
 +
''gmmdataset.m:''
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% Makes a 2 dimensional data set for which you can fit a 3 component
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% Gaussian Mixture Model (GMM) to.
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clear all;
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 +
 +
prior = [0.2, 0.5, 0.3];
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 +
m = [0.1, 0.4;
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      0.6, 0.6;
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      1.0, 0.7]';
 +
 +
R45 = [cos(pi/4) -sin(pi/4);
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        sin(pi/4) cos(pi/4)]
 +
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S = cell(1,3);
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S{1} = R45' * diag([0.01, 0.25]);
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S{2} = R45 * diag([0.005, 0.25]);
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S{3} = R45' * diag([0.01, 0.25]);
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N = 500;
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X = zeros(2,N);
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for i=1:N
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    % Sample component k from prior
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    k = randpmf([1,2,3], prior, 1);
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    % Sample from component k Gaussian
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    X(:, i) = gausssamples(1, m(:, k), S{k});
 +
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end
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 +
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figure(1)
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plot(m(1,:), m(2,:), 'o')
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hold on;
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plot(X(1,:),X(2,:), '.')
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hold off
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 +
 
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''gausssamples.m:''
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function X=gausssamples(N, m, S)
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% X=gausssamples(N, m, S)
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%
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% Take N from a multivariate Gaussian distribution with mean m and
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% covariance matrix S.
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D=length(m);
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[V,E]=eig(S);
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X = sqrt(E) * V * randn(D,N) + repmat(m, 1, N);
 +
 
 +
 
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''randpmf.m:''
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function r = randpmf(x, p, dim)
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%  function r = randpmf(x, p, dim)
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%  x  - Labels to sample from
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%  p  - Distribution of labels 
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%  dim - Dimension of the output matrix
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%  r  - A matrix with random samples of p(x)
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%
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% Sample elements from the vector x following the discrete probability
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% mass function p(x).
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%
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%  By Kim S. Pedersen, ITU, 2004 
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[n,m]=size(p);
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if n==0 & m==0
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  error('p must be a vector');
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end
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if n>1 && m>1
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  error('p must be a vector');
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end
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% Force p to be a 1xN vector
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if n>1
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  p=p';
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end
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cp = cumsum(p);
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r = rand(dim);
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for i=1:prod(dim)
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  idx = find(r(i) >= [0 cp(1:end-1)]);
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  % r < cp(2:end)
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  % idx2 = find(r < cp(2:end))+1
 +
 
 +
  r(i) = x(idx(end));
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end

Latest revision as of 09:14, 15 March 2007

Opgave: EM algoritmen og Gaussiske mikstur modeller (GMM)

Anvend nedenstå matlab scripts som genererer et datasæt. Modeller dette datasæt med en 3 komponent Gaussisk mikstur model. Implementer EM algoritmen for GMM og anvend den til at estimere parametrene i modellen.


gmmdataset.m:

% Makes a 2 dimensional data set for which you can fit a 3 component
% Gaussian Mixture Model (GMM) to.
clear all;


prior = [0.2, 0.5, 0.3];

m = [0.1, 0.4;
     0.6, 0.6;
     1.0, 0.7]';

R45 = [cos(pi/4) -sin(pi/4);
       sin(pi/4) cos(pi/4)]

S = cell(1,3);
S{1} = R45' * diag([0.01, 0.25]);
S{2} = R45 * diag([0.005, 0.25]);
S{3} = R45' * diag([0.01, 0.25]);

N = 500;
X = zeros(2,N);
for i=1:N
    % Sample component k from prior
    k = randpmf([1,2,3], prior, 1);

    % Sample from component k Gaussian
    X(:, i) = gausssamples(1, m(:, k), S{k});

end


figure(1)
plot(m(1,:), m(2,:), 'o')
hold on;

plot(X(1,:),X(2,:), '.')
hold off


gausssamples.m:

function X=gausssamples(N, m, S)
% X=gausssamples(N, m, S)
%
% Take N from a multivariate Gaussian distribution with mean m and
% covariance matrix S.

D=length(m);
[V,E]=eig(S);
X = sqrt(E) * V * randn(D,N) + repmat(m, 1, N);


randpmf.m:

function r = randpmf(x, p, dim)
%  function r = randpmf(x, p, dim)
%   x   - Labels to sample from
%   p   - Distribution of labels  
%   dim - Dimension of the output matrix
%   r   - A matrix with random samples of p(x)
%
% Sample elements from the vector x following the discrete probability
% mass function p(x). 
%
%  By Kim S. Pedersen, ITU, 2004  
  
[n,m]=size(p);

if n==0 & m==0
  error('p must be a vector');
end
 
if n>1 && m>1
  error('p must be a vector');
end
 
% Force p to be a 1xN vector
if n>1
  p=p';
end
   
cp = cumsum(p);
r = rand(dim);

for i=1:prod(dim)
  idx = find(r(i) >= [0 cp(1:end-1)]);
  % r < cp(2:end)
  % idx2 = find(r < cp(2:end))+1
 
  r(i) = x(idx(end));
end
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