wolffd@0
|
1 function a = gmmactiv(mix, x)
|
wolffd@0
|
2 %GMMACTIV Computes the activations of a Gaussian mixture model.
|
wolffd@0
|
3 %
|
wolffd@0
|
4 % Description
|
wolffd@0
|
5 % This function computes the activations A (i.e. the probability
|
wolffd@0
|
6 % P(X|J) of the data conditioned on each component density) for a
|
wolffd@0
|
7 % Gaussian mixture model. For the PPCA model, each activation is the
|
wolffd@0
|
8 % conditional probability of X given that it is generated by the
|
wolffd@0
|
9 % component subspace. The data structure MIX defines the mixture model,
|
wolffd@0
|
10 % while the matrix X contains the data vectors. Each row of X
|
wolffd@0
|
11 % represents a single vector.
|
wolffd@0
|
12 %
|
wolffd@0
|
13 % See also
|
wolffd@0
|
14 % GMM, GMMPOST, GMMPROB
|
wolffd@0
|
15 %
|
wolffd@0
|
16
|
wolffd@0
|
17 % Copyright (c) Ian T Nabney (1996-2001)
|
wolffd@0
|
18
|
wolffd@0
|
19 % Check that inputs are consistent
|
wolffd@0
|
20 errstring = consist(mix, 'gmm', x);
|
wolffd@0
|
21 if ~isempty(errstring)
|
wolffd@0
|
22 error(errstring);
|
wolffd@0
|
23 end
|
wolffd@0
|
24
|
wolffd@0
|
25 ndata = size(x, 1);
|
wolffd@0
|
26 a = zeros(ndata, mix.ncentres); % Preallocate matrix
|
wolffd@0
|
27
|
wolffd@0
|
28 switch mix.covar_type
|
wolffd@0
|
29
|
wolffd@0
|
30 case 'spherical'
|
wolffd@0
|
31 % Calculate squared norm matrix, of dimension (ndata, ncentres)
|
wolffd@0
|
32 n2 = dist2(x, mix.centres);
|
wolffd@0
|
33
|
wolffd@0
|
34 % Calculate width factors
|
wolffd@0
|
35 wi2 = ones(ndata, 1) * (2 .* mix.covars);
|
wolffd@0
|
36 normal = (pi .* wi2) .^ (mix.nin/2);
|
wolffd@0
|
37
|
wolffd@0
|
38 % Now compute the activations
|
wolffd@0
|
39 a = exp(-(n2./wi2))./ normal;
|
wolffd@0
|
40
|
wolffd@0
|
41 case 'diag'
|
wolffd@0
|
42 normal = (2*pi)^(mix.nin/2);
|
wolffd@0
|
43 s = prod(sqrt(mix.covars), 2);
|
wolffd@0
|
44 for j = 1:mix.ncentres
|
wolffd@0
|
45 diffs = x - (ones(ndata, 1) * mix.centres(j, :));
|
wolffd@0
|
46 a(:, j) = exp(-0.5*sum((diffs.*diffs)./(ones(ndata, 1) * ...
|
wolffd@0
|
47 mix.covars(j, :)), 2)) ./ (normal*s(j));
|
wolffd@0
|
48 end
|
wolffd@0
|
49
|
wolffd@0
|
50 case 'full'
|
wolffd@0
|
51 normal = (2*pi)^(mix.nin/2);
|
wolffd@0
|
52 for j = 1:mix.ncentres
|
wolffd@0
|
53 diffs = x - (ones(ndata, 1) * mix.centres(j, :));
|
wolffd@0
|
54 % Use Cholesky decomposition of covariance matrix to speed computation
|
wolffd@0
|
55 c = chol(mix.covars(:, :, j));
|
wolffd@0
|
56 temp = diffs/c;
|
wolffd@0
|
57 a(:, j) = exp(-0.5*sum(temp.*temp, 2))./(normal*prod(diag(c)));
|
wolffd@0
|
58 end
|
wolffd@0
|
59 case 'ppca'
|
wolffd@0
|
60 log_normal = mix.nin*log(2*pi);
|
wolffd@0
|
61 d2 = zeros(ndata, mix.ncentres);
|
wolffd@0
|
62 logZ = zeros(1, mix.ncentres);
|
wolffd@0
|
63 for i = 1:mix.ncentres
|
wolffd@0
|
64 k = 1 - mix.covars(i)./mix.lambda(i, :);
|
wolffd@0
|
65 logZ(i) = log_normal + mix.nin*log(mix.covars(i)) - ...
|
wolffd@0
|
66 sum(log(1 - k));
|
wolffd@0
|
67 diffs = x - ones(ndata, 1)*mix.centres(i, :);
|
wolffd@0
|
68 proj = diffs*mix.U(:, :, i);
|
wolffd@0
|
69 d2(:,i) = (sum(diffs.*diffs, 2) - ...
|
wolffd@0
|
70 sum((proj.*(ones(ndata, 1)*k)).*proj, 2)) / ...
|
wolffd@0
|
71 mix.covars(i);
|
wolffd@0
|
72 end
|
wolffd@0
|
73 a = exp(-0.5*(d2 + ones(ndata, 1)*logZ));
|
wolffd@0
|
74 otherwise
|
wolffd@0
|
75 error(['Unknown covariance type ', mix.covar_type]);
|
wolffd@0
|
76 end
|
wolffd@0
|
77
|