Mercurial > hg > camir-aes2014
diff toolboxes/FullBNT-1.0.7/nethelp3.3/gmmem.htm @ 0:e9a9cd732c1e tip
first hg version after svn
author | wolffd |
---|---|
date | Tue, 10 Feb 2015 15:05:51 +0000 |
parents | |
children |
line wrap: on
line diff
--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/toolboxes/FullBNT-1.0.7/nethelp3.3/gmmem.htm Tue Feb 10 15:05:51 2015 +0000 @@ -0,0 +1,87 @@ +<html> +<head> +<title> +Netlab Reference Manual gmmem +</title> +</head> +<body> +<H1> gmmem +</H1> +<h2> +Purpose +</h2> +EM algorithm for Gaussian mixture model. + +<p><h2> +Synopsis +</h2> +<PRE> + +[mix, options, errlog] = gmmem(mix, x, options) +</PRE> + + +<p><h2> +Description +</h2> +<CODE>[mix, options, errlog] = gmmem(mix, x, options)</CODE> uses the Expectation +Maximization algorithm of Dempster et al. to estimate the parameters of +a Gaussian mixture model defined by a data structure <CODE>mix</CODE>. +The matrix <CODE>x</CODE> represents the data whose expectation +is maximized, with each row corresponding to a vector. + +The optional parameters have the following interpretations. + +<p><CODE>options(1)</CODE> is set to 1 to display error values; also logs error +values in the return argument <CODE>errlog</CODE>. +If <CODE>options(1)</CODE> is set to 0, +then only warning messages are displayed. If <CODE>options(1)</CODE> is -1, +then nothing is displayed. + +<p><CODE>options(3)</CODE> is a measure of the absolute precision required of the error +function at the solution. If the change in log likelihood between two steps of +the EM algorithm is less than this value, then the function terminates. + +<p><CODE>options(5)</CODE> is set to 1 if a covariance matrix is reset to its +original value when any of its singular values are too small (less +than MIN_COVAR which has the value eps). +With the default value of 0 no action is taken. + +<p><CODE>options(14)</CODE> is the maximum number of iterations; default 100. + +<p>The optional return value <CODE>options</CODE> contains the final error value +(i.e. data log likelihood) in +<CODE>options(8)</CODE>. + +<p><h2> +Examples +</h2> +The following code fragment sets up a Gaussian mixture model, initialises +the parameters from the data, sets the options and trains the model. +<PRE> + +mix = gmm(inputdim, ncentres, 'full'); + +<p>options = foptions; +options(14) = 5; +mix = gmminit(mix, data, options); + +<p>options(1) = 1; % Prints out error values. +options(14) = 30; % Max. number of iterations. + +<p>mix = gmmem(mix, data, options); +</PRE> + + +<p><h2> +See Also +</h2> +<CODE><a href="gmm.htm">gmm</a></CODE>, <CODE><a href="gmminit.htm">gmminit</a></CODE><hr> +<b>Pages:</b> +<a href="index.htm">Index</a> +<hr> +<p>Copyright (c) Ian T Nabney (1996-9) + + +</body> +</html> \ No newline at end of file