ad_gmix_trainscript: Interface to Baggenstoss'es EM-Algorithm to calculate...

View source: R/ad_gmix_trainscript.R

ad_gmix_trainscriptR Documentation

Interface to Baggenstoss'es EM-Algorithm to calculate Gaussian Mixture Model

Description

Interface to Baggenstoss'es EM-Algorithm to calculate Gaussian Mixture Model for given data.

Usage

ad_gmix_trainscript(Parm, Data, Nit, SamplesPerMode=NULL, Bias=0, Maxclose=NULL,
Addmodes=1, KurtosisThreshold=1.0, Verbose=0)

Arguments

Parm

Nested list with parameters for GMM. Features carrying permanent values. Features$name [1:d] String vector with feature names. Features$min_std [1:NMODE] Vector of covariance constraints. Modes carrying modifyable values. Modes$cholesky_covar [d*NMODE, d] Numerical matrix with NMODE many square matrices stacked vertically with the covariance matrix. Modes$mean [1:NMODE, d] Numerical matrix with nmode different means and d feature dimensions. Modes$weight [1, 1:NMODE] Numerical matrix with weights for each mean.

Data

[1:n,1:d] Numerical matrix with normalized data. N samples with DIM feature dimensions.

Nit

Numerical value: max number of iterations.

SamplesPerMode

Optional: Numerical value: Samples-per-mode (minimum for pruning). Default: 4*d.

Bias

Optional: Binary value: Covariance constraint method. Choose: 1=BIAS, 0=CONSTRAINT. Default=0.

Maxclose

Optional: Numerical value: Maximum mode closeness. Use more negative values to promote mode consolidation. Use higher values for larger dimension (Default: Suggestion: -2 * d).

Addmodes

Optional: 0 or 1 value: If set to 1, will use kurt.m to split modes. Default = 1.

KurtosisThreshold

Optional: Default=1.0. Numerical value: Kurtosis and Skew threshold for mode splitting. Should be about 1.0. Higher values (i.e. 1.2) will make mode splitting less likely.

Verbose

Optional: Optional: 0, 1 or 2. 0 = no output, 1 = messages, 2 = messages + plot. Default ==0. Print some outputs.

Value

List with multiple elements of different data structures:

EMmean

[1:l,1:d] Numerical matrix carrying L means row wise.

EMCov

[1:(l*d),1:d] Numerical matrix with all covariance matrices appended beneath each other.

EMalpha

[1:l] Vector with wights for all L modes.

EMParams

Nested list with parameters for GMM. EMParams is the adapted or trained input variable Parm, see input argument Parm.

Author(s)

Quirin Stier

References

Baggenstoss, Paul M., and T. E. Luginbuhl.: An EM algorithm for joint model estimation. IEEE International Conference on Acoustics, Speech, and Signal Processing. Proceedings. ICASSP99 (Cat. No.99CH36258), Phoenix, AZ, USA, 1999, pp. 1825-1828 vol.4, IEEE, doi:10.1109/ICASSP.1999.758276, 1999.


Mthrun/AdaptGauss2D documentation built on July 19, 2022, 3:11 a.m.