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view toolboxes/FullBNT-1.0.7/netlab3.3/gmmactiv.m @ 0:e9a9cd732c1e tip
first hg version after svn
author | wolffd |
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date | Tue, 10 Feb 2015 15:05:51 +0000 |
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function a = gmmactiv(mix, x) %GMMACTIV Computes the activations of a Gaussian mixture model. % % Description % This function computes the activations A (i.e. the probability % P(X|J) of the data conditioned on each component density) for a % Gaussian mixture model. For the PPCA model, each activation is the % conditional probability of X given that it is generated by the % component subspace. The data structure MIX defines the mixture model, % while the matrix X contains the data vectors. Each row of X % represents a single vector. % % See also % GMM, GMMPOST, GMMPROB % % Copyright (c) Ian T Nabney (1996-2001) % Check that inputs are consistent errstring = consist(mix, 'gmm', x); if ~isempty(errstring) error(errstring); end ndata = size(x, 1); a = zeros(ndata, mix.ncentres); % Preallocate matrix switch mix.covar_type case 'spherical' % Calculate squared norm matrix, of dimension (ndata, ncentres) n2 = dist2(x, mix.centres); % Calculate width factors wi2 = ones(ndata, 1) * (2 .* mix.covars); normal = (pi .* wi2) .^ (mix.nin/2); % Now compute the activations a = exp(-(n2./wi2))./ normal; case 'diag' normal = (2*pi)^(mix.nin/2); s = prod(sqrt(mix.covars), 2); for j = 1:mix.ncentres diffs = x - (ones(ndata, 1) * mix.centres(j, :)); a(:, j) = exp(-0.5*sum((diffs.*diffs)./(ones(ndata, 1) * ... mix.covars(j, :)), 2)) ./ (normal*s(j)); end case 'full' normal = (2*pi)^(mix.nin/2); for j = 1:mix.ncentres diffs = x - (ones(ndata, 1) * mix.centres(j, :)); % Use Cholesky decomposition of covariance matrix to speed computation c = chol(mix.covars(:, :, j)); temp = diffs/c; a(:, j) = exp(-0.5*sum(temp.*temp, 2))./(normal*prod(diag(c))); end case 'ppca' log_normal = mix.nin*log(2*pi); d2 = zeros(ndata, mix.ncentres); logZ = zeros(1, mix.ncentres); for i = 1:mix.ncentres k = 1 - mix.covars(i)./mix.lambda(i, :); logZ(i) = log_normal + mix.nin*log(mix.covars(i)) - ... sum(log(1 - k)); diffs = x - ones(ndata, 1)*mix.centres(i, :); proj = diffs*mix.U(:, :, i); d2(:,i) = (sum(diffs.*diffs, 2) - ... sum((proj.*(ones(ndata, 1)*k)).*proj, 2)) / ... mix.covars(i); end a = exp(-0.5*(d2 + ones(ndata, 1)*logZ)); otherwise error(['Unknown covariance type ', mix.covar_type]); end