matrixEstimator

package
v1.0.1 Latest Latest
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 Go to latest Published: Jul 30, 2020 License: GPL-3.0 Imports: 9 Imported by: 1

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Constants

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Variables

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Functions

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Types

type HmmDataSet 

type HmmDataSet interface {
	generic.HmmDataSet
	GetMappedData() []ConstVector
	EvaluateLogPdf(edist []VectorPdf, pool ThreadPool) error
}

type HmmEstimator 

type HmmEstimator struct {

	// split data into smaller pieces
	// (disabled if set to 0)
	ChunkSize int
	// hook options
	SaveFile     string
	SaveInterval int
	Trace        string
	Verbose      int
	// estimator options
	OptimizeEmissions   bool
	OptimizeTransitions bool
	// contains filtered or unexported fields
}

func NewConstrainedHmmEstimator 

func NewConstrainedHmmEstimator(pi Vector, tr Matrix, stateMap, startStates, finalStates []int, constraints []generic.EqualityConstraint, estimators []VectorEstimator, epsilon float64, maxSteps int, args ...interface{}) (*HmmEstimator, error)

func NewHierarchicalHmmEstimator 

func NewHierarchicalHmmEstimator(pi Vector, tr Matrix, stateMap, startStates, finalStates []int, tree generic.HmmNode, estimators []VectorEstimator, epsilon float64, maxSteps int, args ...interface{}) (*HmmEstimator, error)

func NewHmmEstimator 

func NewHmmEstimator(pi Vector, tr Matrix, stateMap, startStates, finalStates []int, estimators []VectorEstimator, epsilon float64, maxSteps int, args ...interface{}) (*HmmEstimator, error)

func (*HmmEstimator) CloneMatrixEstimator 

func (obj *HmmEstimator) CloneMatrixEstimator() MatrixEstimator

func (*HmmEstimator) Dims 

func (obj *HmmEstimator) Dims() (int, int)

func (*HmmEstimator) Emissions 

func (obj *HmmEstimator) Emissions(gamma []DenseFloat64Vector, p ThreadPool) error

func (*HmmEstimator) Estimate 

func (obj *HmmEstimator) Estimate(gamma ConstVector, p ThreadPool) error

func (*HmmEstimator) EstimateOnData 

func (obj *HmmEstimator) EstimateOnData(x []ConstMatrix, gamma ConstVector, p ThreadPool) error

func (*HmmEstimator) EvaluateLogPdf 

func (obj *HmmEstimator) EvaluateLogPdf(pool ThreadPool) error

func (*HmmEstimator) GetBasicHmm 

func (obj *HmmEstimator) GetBasicHmm() generic.BasicHmm

func (*HmmEstimator) GetEstimate 

func (obj *HmmEstimator) GetEstimate() (MatrixPdf, error)

func (*HmmEstimator) GetParameters 

func (obj *HmmEstimator) GetParameters() Vector

func (*HmmEstimator) ScalarType 

func (obj *HmmEstimator) ScalarType() ScalarType

func (*HmmEstimator) SetData 

func (obj *HmmEstimator) SetData(x []ConstMatrix, n int) error

func (*HmmEstimator) SetParameters 

func (obj *HmmEstimator) SetParameters(parameters Vector) error

func (*HmmEstimator) Step 

func (obj *HmmEstimator) Step(meta ConstVector, tmp []generic.BaumWelchTmp, p ThreadPool) (float64, error)

func (*HmmEstimator) Swap 

func (obj *HmmEstimator) Swap()

type HmmStdDataRecord 

type HmmStdDataRecord struct {
	// contains filtered or unexported fields
}

func (HmmStdDataRecord) GetN 

func (obj HmmStdDataRecord) GetN() int

func (HmmStdDataRecord) LogPdf 

func (obj HmmStdDataRecord) LogPdf(r Scalar, c, k int) error

func (HmmStdDataRecord) MapIndex 

func (obj HmmStdDataRecord) MapIndex(k int) int

type HmmStdDataSet 

type HmmStdDataSet struct {
	// contains filtered or unexported fields
}

func NewHmmStdDataSet 

func NewHmmStdDataSet(t ScalarType, x []ConstMatrix, k int) (*HmmStdDataSet, error)

func (*HmmStdDataSet) EvaluateLogPdf 

func (obj *HmmStdDataSet) EvaluateLogPdf(edist []VectorPdf, pool ThreadPool) error

func (*HmmStdDataSet) GetMappedData 

func (obj *HmmStdDataSet) GetMappedData() []ConstVector

func (*HmmStdDataSet) GetN 

func (obj *HmmStdDataSet) GetN() int

func (*HmmStdDataSet) GetNMapped 

func (obj *HmmStdDataSet) GetNMapped() int

func (*HmmStdDataSet) GetNRecords 

func (obj *HmmStdDataSet) GetNRecords() int

func (*HmmStdDataSet) GetRecord 

func (obj *HmmStdDataSet) GetRecord(i int) generic.HmmDataRecord

type MixtureDataSet 

type MixtureDataSet interface {
	generic.MixtureDataSet
	GetData() []ConstMatrix
	EvaluateLogPdf(edist []MatrixPdf, pool ThreadPool) error
}

type MixtureEstimator 

type MixtureEstimator struct {

	// hook options
	SaveFile     string
	SaveInterval int
	Trace        string
	Verbose      int
	// estimator options
	OptimizeEmissions bool
	OptimizeWeights   bool
	// contains filtered or unexported fields
}

func NewMixtureEstimator 

func NewMixtureEstimator(weights []float64, estimators []MatrixEstimator, epsilon float64, maxSteps int, args ...interface{}) (*MixtureEstimator, error)

func (*MixtureEstimator) CloneMatrixEstimator 

func (obj *MixtureEstimator) CloneMatrixEstimator() MatrixEstimator

func (*MixtureEstimator) Dims 

func (obj *MixtureEstimator) Dims() (int, int)

func (*MixtureEstimator) Emissions 

func (obj *MixtureEstimator) Emissions(gamma []DenseFloat64Vector, p ThreadPool) error

func (*MixtureEstimator) Estimate 

func (obj *MixtureEstimator) Estimate(gamma ConstVector, p ThreadPool) error

func (*MixtureEstimator) EstimateOnData 

func (obj *MixtureEstimator) EstimateOnData(x []ConstMatrix, gamma ConstVector, p ThreadPool) error

func (*MixtureEstimator) EvaluateLogPdf 

func (obj *MixtureEstimator) EvaluateLogPdf(pool ThreadPool) error

func (*MixtureEstimator) GetBasicMixture 

func (obj *MixtureEstimator) GetBasicMixture() generic.BasicMixture

func (*MixtureEstimator) GetEstimate 

func (obj *MixtureEstimator) GetEstimate() (MatrixPdf, error)

func (*MixtureEstimator) GetParameters 

func (obj *MixtureEstimator) GetParameters() Vector

func (*MixtureEstimator) ScalarType 

func (obj *MixtureEstimator) ScalarType() ScalarType

func (*MixtureEstimator) SetData 

func (obj *MixtureEstimator) SetData(x []ConstMatrix, n int) error

func (*MixtureEstimator) SetParameters 

func (obj *MixtureEstimator) SetParameters(parameters Vector) error

func (*MixtureEstimator) Step 

func (obj *MixtureEstimator) Step(gamma ConstVector, tmp []generic.EmTmp, p ThreadPool) (float64, error)

func (*MixtureEstimator) Swap 

func (obj *MixtureEstimator) Swap()

type MixtureStdDataSet 

type MixtureStdDataSet struct {
	// contains filtered or unexported fields
}

func NewMixtureStdDataSet 

func NewMixtureStdDataSet(t ScalarType, x []ConstMatrix, k int) (*MixtureStdDataSet, error)

func (*MixtureStdDataSet) EvaluateLogPdf 

func (obj *MixtureStdDataSet) EvaluateLogPdf(edist []MatrixPdf, pool ThreadPool) error

func (*MixtureStdDataSet) GetCounts 

func (obj *MixtureStdDataSet) GetCounts() []int

func (*MixtureStdDataSet) GetData 

func (obj *MixtureStdDataSet) GetData() []ConstMatrix

func (*MixtureStdDataSet) GetN 

func (obj *MixtureStdDataSet) GetN() int

func (*MixtureStdDataSet) LogPdf 

func (obj *MixtureStdDataSet) LogPdf(r Scalar, c, i int) error

type NilEstimator 

type NilEstimator struct {
	MatrixPdf
}

func (NilEstimator) CloneMatrixEstimator 

func (obj NilEstimator) CloneMatrixEstimator() MatrixEstimator

func (NilEstimator) Estimate 

func (NilEstimator) Estimate(gamma ConstVector, p ThreadPool) error

func (NilEstimator) EstimateOnData 

func (NilEstimator) EstimateOnData(x []ConstMatrix, gamma ConstVector, p ThreadPool) error

func (NilEstimator) GetEstimate 

func (obj NilEstimator) GetEstimate() (MatrixPdf, error)

func (NilEstimator) SetData 

func (NilEstimator) SetData(x []ConstMatrix, n int) error

type ShapeHmmAdapter 

type ShapeHmmAdapter struct {
	Estimator MatrixBatchEstimator
	// contains filtered or unexported fields
}

func NewShapeHmmAdapter 

func NewShapeHmmAdapter(estimator MatrixBatchEstimator) (*ShapeHmmAdapter, error)

func (*ShapeHmmAdapter) Clone 

func (obj *ShapeHmmAdapter) Clone() *ShapeHmmAdapter

func (*ShapeHmmAdapter) Dims 

func (obj *ShapeHmmAdapter) Dims() (int, int)

func (*ShapeHmmAdapter) Estimate 

func (obj *ShapeHmmAdapter) Estimate(gamma ConstVector, p ThreadPool) error

func (*ShapeHmmAdapter) EstimateOnData 

func (obj *ShapeHmmAdapter) EstimateOnData(x []ConstMatrix, gamma ConstVector, p ThreadPool) error

func (*ShapeHmmAdapter) GetEstimate 

func (obj *ShapeHmmAdapter) GetEstimate() (MatrixPdf, error)

func (*ShapeHmmAdapter) GetParameters 

func (obj *ShapeHmmAdapter) GetParameters() Vector

func (*ShapeHmmAdapter) ScalarType 

func (obj *ShapeHmmAdapter) ScalarType() ScalarType

func (*ShapeHmmAdapter) SetData 

func (obj *ShapeHmmAdapter) SetData(x []ConstMatrix, n int) error

func (*ShapeHmmAdapter) SetParameters 

func (obj *ShapeHmmAdapter) SetParameters(parameters Vector) error

type ShapeHmmDataSet 

type ShapeHmmDataSet struct {
	// contains filtered or unexported fields
}

func NewShapeHmmDataSet 

func NewShapeHmmDataSet(t ScalarType, x []ConstMatrix, k int) (*ShapeHmmDataSet, error)

func (*ShapeHmmDataSet) EvaluateLogPdf 

func (obj *ShapeHmmDataSet) EvaluateLogPdf(edist []MatrixPdf, pool ThreadPool) error

func (*ShapeHmmDataSet) GetN 

func (obj *ShapeHmmDataSet) GetN() int

func (*ShapeHmmDataSet) GetNMapped 

func (obj *ShapeHmmDataSet) GetNMapped() int

func (*ShapeHmmDataSet) GetNRecords 

func (obj *ShapeHmmDataSet) GetNRecords() int

func (*ShapeHmmDataSet) GetRecord 

func (obj *ShapeHmmDataSet) GetRecord(i int) generic.HmmDataRecord

type ShapeHmmEstimator 

type ShapeHmmEstimator struct {
	// contains filtered or unexported fields
}

func NewShapeHmmEstimator 

func NewShapeHmmEstimator(pi Vector, tr Matrix, stateMap []int, batchEstimators []MatrixBatchEstimator, epsilon float64, maxSteps int, args ...interface{}) (*ShapeHmmEstimator, error)

func (*ShapeHmmEstimator) CloneMatrixEstimator 

func (obj *ShapeHmmEstimator) CloneMatrixEstimator() MatrixEstimator

func (*ShapeHmmEstimator) Dims 

func (obj *ShapeHmmEstimator) Dims() (int, int)

func (*ShapeHmmEstimator) Emissions 

func (obj *ShapeHmmEstimator) Emissions(gamma []DenseFloat64Vector, p ThreadPool) error

func (*ShapeHmmEstimator) Estimate 

func (obj *ShapeHmmEstimator) Estimate(gamma ConstVector, p ThreadPool) error

func (*ShapeHmmEstimator) EstimateOnData 

func (obj *ShapeHmmEstimator) EstimateOnData(x []ConstMatrix, gamma ConstVector, p ThreadPool) error

func (*ShapeHmmEstimator) EvaluateLogPdf 

func (obj *ShapeHmmEstimator) EvaluateLogPdf(pool ThreadPool) error

func (*ShapeHmmEstimator) GetBasicHmm 

func (obj *ShapeHmmEstimator) GetBasicHmm() generic.BasicHmm

func (*ShapeHmmEstimator) GetEstimate 

func (obj *ShapeHmmEstimator) GetEstimate() (MatrixPdf, error)

func (*ShapeHmmEstimator) GetParameters 

func (obj *ShapeHmmEstimator) GetParameters() Vector

func (*ShapeHmmEstimator) ScalarType 

func (obj *ShapeHmmEstimator) ScalarType() ScalarType

func (*ShapeHmmEstimator) SetData 

func (obj *ShapeHmmEstimator) SetData(x []ConstMatrix, n int) error

func (*ShapeHmmEstimator) SetParameters 

func (obj *ShapeHmmEstimator) SetParameters(parameters Vector) error

func (*ShapeHmmEstimator) Step 

func (obj *ShapeHmmEstimator) Step(meta ConstVector, tmp []generic.BaumWelchTmp, p ThreadPool) (float64, error)

func (*ShapeHmmEstimator) Swap 

func (obj *ShapeHmmEstimator) Swap()

type VectorBatchId 

type VectorBatchId struct {
	Estimators []VectorBatchEstimator
	// contains filtered or unexported fields
}

func NewVectorBatchId 

func NewVectorBatchId(estimators ...VectorBatchEstimator) (*VectorBatchId, error)

func (*VectorBatchId) Clone 

func (obj *VectorBatchId) Clone() *VectorBatchId

func (*VectorBatchId) CloneMatrixBatchEstimator 

func (obj *VectorBatchId) CloneMatrixBatchEstimator() MatrixBatchEstimator

func (*VectorBatchId) Dims 

func (obj *VectorBatchId) Dims() (int, int)

func (*VectorBatchId) GetEstimate 

func (obj *VectorBatchId) GetEstimate() (MatrixPdf, error)

func (*VectorBatchId) GetParameters 

func (obj *VectorBatchId) GetParameters() Vector

func (*VectorBatchId) Initialize 

func (obj *VectorBatchId) Initialize(p ThreadPool) error

func (*VectorBatchId) NewObservation 

func (obj *VectorBatchId) NewObservation(x ConstMatrix, gamma ConstScalar, p ThreadPool) error

func (*VectorBatchId) ScalarType 

func (obj *VectorBatchId) ScalarType() ScalarType

func (*VectorBatchId) SetParameters 

func (obj *VectorBatchId) SetParameters(parameters Vector) error

type VectorId 

type VectorId struct {
	Estimators []VectorEstimator
	// contains filtered or unexported fields
}

func NewVectorId 

func NewVectorId(estimators ...VectorEstimator) (*VectorId, error)

func (*VectorId) Clone 

func (obj *VectorId) Clone() *VectorId

func (*VectorId) CloneMatrixEstimator 

func (obj *VectorId) CloneMatrixEstimator() MatrixEstimator

func (*VectorId) Dims 

func (obj *VectorId) Dims() (int, int)

func (*VectorId) Estimate 

func (obj *VectorId) Estimate(gamma ConstVector, p ThreadPool) error

func (*VectorId) EstimateOnData 

func (obj *VectorId) EstimateOnData(x []ConstMatrix, gamma ConstVector, p ThreadPool) error

func (*VectorId) GetEstimate 

func (obj *VectorId) GetEstimate() (MatrixPdf, error)

func (*VectorId) GetParameters 

func (obj *VectorId) GetParameters() Vector

func (*VectorId) ScalarType 

func (obj *VectorId) ScalarType() ScalarType

func (*VectorId) SetData 

func (obj *VectorId) SetData(x []ConstMatrix, n int) error

func (*VectorId) SetParameters 

func (obj *VectorId) SetParameters(parameters Vector) error

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