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GLLiM
This page describes the :ref:`GLLiM ` main methods. .. _gllim-main-methods: Main methods ------------ .. _initialize-method: .. method:: initialize(t, y, gllim_em_iteration, gllim_em_floor, gmm_kmeans_iteration, gmm_em_iteration, gmm_floor, nb_experiences, seed *= None*, verbose = 1) Initialize the GLLiM model with given data and parameters. :param ndarray of shape (L, N) t: Input matrix `t` with shape (L, N). :param ndarray of shape (D, N) y: Input matrix `y` with shape (D, N). :param int gllim_em_iteration: Number of EM iterations for GLLiM. :param float gllim_em_floor: Floor value for EM iterations in GLLiM. :param int gmm_kmeans_iteration: Number of k-means iterations for GMM. :param int gmm_em_iteration: Number of EM iterations for GMM. :param float gmm_floor: Floor value for EM iterations in GMM. :param int nb_experiences: Number of experiences. :param int seed: Random seed for initialization. :param int verbose: Verbosity level (default is 1). .. _train-method: .. method:: train(x, y, max_iteration, ratio_ll, floor, verbose=1) Train the GLLiM model with given data and parameters. :param ndarray of shape (L, N) x: Input matrix `x` with shape (L, N). :param ndarray of shape (D, N) y: Input matrix `y` with shape (D, N). :param int max_iteration: Maximum number of iterations. :param float ratio_ll: Ratio for log-likelihood convergence. :param float floor: Floor value for the training process. :param int verbose: Verbosity level (default is 1). .. _train-jgmm-method: .. method:: trainJGMM(x, y, kmeans_iteration, em_iteration, floor, verbose = 1); Train the GLLiM model with given data and parameters. A classic GMM training is applied on the equivalent joint-GMM to GLLiM. The algorithm is provided by the Armadillo library. Check out the corresponding `Armadillo documentation `_ for more details. This option is only available whith (*gamma_type* = 'full', *sigma_type* = 'full') constraints. The training is equivalent and faster than the GLLiM-EM algorithm. :param ndarray of shape (L, N) x: Input matrix `x` with shape (L, N). :param ndarray of shape (D, N) y: Input matrix `y` with shape (D, N). :param int kmeans_iteration: The number of iterations of the k-means algorithm. :param int em_iteration: The number of iterations of the EM algorithm. :param float floor: The variance floor (smallest allowed value) for the diagonal covariances; setting this to a small non-zero value can help with convergence and/or better quality parameter estimates. :param int verbose: Verbosity level (default is 1). .. _get-inverse-method: .. method:: getInverse() Get the inverse parameters of the GLLiM model. :returns: (*GLLiMParameters*) An instance of :ref:`GLLiMParameters ` containing the inverse parameters. .. _direct-densities-method: .. method:: directDensities(x, x_incertitude = 0) Compute the direct densities given input matrix `x` and its uncertainties. :param ndarray of shape (L, N_obs) x: Input matrix `x` with shape (L, N_obs). :param ndarray of shape (L, N_obs), optional x_incertitude: Uncertainty in `x` with shape (L, N_obs). :returns: (*PredictionResult*) An instance of :ref:`PredictionResult ` containing the direct densities. .. _inverse-densities-method: .. method:: inverseDensities(y, y_incertitude = 0, K_merged = 0, merging_threshold = 1e-10, verbose = 0) Compute the inverse densities given input matrix `y` and its uncertainties. :param ndarray of shape (D, N_obs) y: Input matrix `y` with shape (D, N_obs). :param ndarray of shape (D, N_obs), optional y_incertitude: Uncertainty in `y` with shape (D, N_obs). :param int, optional K_merged: Merged the full GMM (K components) into K_merged gaussian components. :param float, optional merging_threshold: Threshold on the merged GMM weights. Gaussian component with a weight below this threshold are ignored. :param int verbose: Verbosity level (default is 0). :returns: (*PredictionResult*) An instance of :ref:`PredictionResult ` containing the inverse densities. .. _get-insights-method: .. method:: getInsights() Returns an Insights structure with informations about initialisation and training time, log-likelihood and arguments. :returns: (*Insights*) An instance of :ref:`Insights ` containing total initialisation and trining time, training log-likelihood, initialisation specific infirmation and training specific information.