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first hg version after svn
author | wolffd |
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date | Tue, 10 Feb 2015 15:05:51 +0000 |
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wolffd@0 | 1 <html> |
wolffd@0 | 2 <head> |
wolffd@0 | 3 <title> |
wolffd@0 | 4 Netlab Reference Manual gmminit |
wolffd@0 | 5 </title> |
wolffd@0 | 6 </head> |
wolffd@0 | 7 <body> |
wolffd@0 | 8 <H1> gmminit |
wolffd@0 | 9 </H1> |
wolffd@0 | 10 <h2> |
wolffd@0 | 11 Purpose |
wolffd@0 | 12 </h2> |
wolffd@0 | 13 Initialises Gaussian mixture model from data |
wolffd@0 | 14 |
wolffd@0 | 15 <p><h2> |
wolffd@0 | 16 Synopsis |
wolffd@0 | 17 </h2> |
wolffd@0 | 18 <PRE> |
wolffd@0 | 19 |
wolffd@0 | 20 mix = gmminit(mix, x, options) |
wolffd@0 | 21 </PRE> |
wolffd@0 | 22 |
wolffd@0 | 23 |
wolffd@0 | 24 <p><h2> |
wolffd@0 | 25 Description |
wolffd@0 | 26 </h2> |
wolffd@0 | 27 <CODE>mix = gmminit(mix, x, options)</CODE> uses a dataset <CODE>x</CODE> |
wolffd@0 | 28 to initialise the parameters of a Gaussian mixture |
wolffd@0 | 29 model defined by the data structure <CODE>mix</CODE>. The k-means algorithm |
wolffd@0 | 30 is used to determine the centres. The priors are computed from the |
wolffd@0 | 31 proportion of examples belonging to each cluster. |
wolffd@0 | 32 The covariance matrices are calculated as the sample covariance of the |
wolffd@0 | 33 points associated with (i.e. closest to) the corresponding centres. |
wolffd@0 | 34 For a mixture of PPCA model, the PPCA decomposition is calculated |
wolffd@0 | 35 for the points closest to a given centre. |
wolffd@0 | 36 This initialisation can be used as the starting point for training the |
wolffd@0 | 37 model using the EM algorithm. |
wolffd@0 | 38 |
wolffd@0 | 39 <p><h2> |
wolffd@0 | 40 Example |
wolffd@0 | 41 </h2> |
wolffd@0 | 42 <PRE> |
wolffd@0 | 43 |
wolffd@0 | 44 mix = gmm(3, 2); |
wolffd@0 | 45 options = foptions; |
wolffd@0 | 46 options(14) = 5; |
wolffd@0 | 47 mix = gmminit(mix, data, options); |
wolffd@0 | 48 </PRE> |
wolffd@0 | 49 |
wolffd@0 | 50 This code sets up a Gaussian mixture model with 3 centres in 2 dimensions, and |
wolffd@0 | 51 then initialises the parameters from the data set <CODE>data</CODE> with 5 iterations |
wolffd@0 | 52 of the k means algorithm. |
wolffd@0 | 53 |
wolffd@0 | 54 <p><h2> |
wolffd@0 | 55 See Also |
wolffd@0 | 56 </h2> |
wolffd@0 | 57 <CODE><a href="gmm.htm">gmm</a></CODE><hr> |
wolffd@0 | 58 <b>Pages:</b> |
wolffd@0 | 59 <a href="index.htm">Index</a> |
wolffd@0 | 60 <hr> |
wolffd@0 | 61 <p>Copyright (c) Ian T Nabney (1996-9) |
wolffd@0 | 62 |
wolffd@0 | 63 |
wolffd@0 | 64 </body> |
wolffd@0 | 65 </html> |