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Gaussian Mixture Model implementation (#369)
* Starting work on GMM. * More work on GMM training method. * Modernizing KMeansTrainer. * Moving logsumexp from ChainHelper to a method on DenseVector. * Filling out GaussianMixtureModel class. * Filling out GMMTrainer.train. * Implementing MultivariateNormalDistribution.logProbability. * Working on covariance calculation. * Code compiles for GMM. Inference still isn't quite right though. * Fix bugs in MultivariateNormalDistribution, Cholesky.determinant, LU.determinant, SparseVector.subtract. * Fixing bugs in GMM. * Small tidy ups to Math. * Fixing diagonal and spherical coveriance estimation. * Adding a mixture distribution and a distribution interface. * Fixing parallel reduction by converting it into collect. * PR comments. * Fixing merge conflict.
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| <?xml version="1.0" encoding="UTF-8"?> | ||
| <!-- | ||
| ~ Copyright (c) 2024, Oracle and/or its affiliates. All rights reserved. | ||
| ~ | ||
| ~ Licensed under the Apache License, Version 2.0 (the "License"); | ||
| ~ you may not use this file except in compliance with the License. | ||
| ~ You may obtain a copy of the License at | ||
| ~ | ||
| ~ http://www.apache.org/licenses/LICENSE-2.0 | ||
| ~ | ||
| ~ Unless required by applicable law or agreed to in writing, software | ||
| ~ distributed under the License is distributed on an "AS IS" BASIS, | ||
| ~ WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express implied. | ||
| ~ See the License for the specific language governing permissions and | ||
| ~ limitations under the License. | ||
| --> | ||
|
|
||
| <project xmlns="http://maven.apache.org/POM/4.0.0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" | ||
| xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 http://maven.apache.org/xsd/maven-4.0.0.xsd"> | ||
| <modelVersion>4.0.0</modelVersion> | ||
| <parent> | ||
| <groupId>org.tribuo</groupId> | ||
| <artifactId>tribuo-clustering</artifactId> | ||
| <version>5.0.0-SNAPSHOT</version> | ||
| <relativePath>../pom.xml</relativePath> | ||
| </parent> | ||
| <name>Clustering-GMM</name> | ||
| <artifactId>tribuo-clustering-gmm</artifactId> | ||
| <packaging>jar</packaging> | ||
| <properties> | ||
| <maven.compiler.release>17</maven.compiler.release> | ||
| </properties> | ||
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| <dependencies> | ||
| <dependency> | ||
| <groupId>${project.groupId}</groupId> | ||
| <artifactId>tribuo-core</artifactId> | ||
| </dependency> | ||
| <dependency> | ||
| <groupId>org.tribuo</groupId> | ||
| <artifactId>tribuo-data</artifactId> | ||
| </dependency> | ||
| <dependency> | ||
| <groupId>${project.groupId}</groupId> | ||
| <artifactId>tribuo-math</artifactId> | ||
| </dependency> | ||
| <dependency> | ||
| <groupId>${project.groupId}</groupId> | ||
| <artifactId>tribuo-clustering-core</artifactId> | ||
| <version>${project.version}</version> | ||
| </dependency> | ||
| <dependency> | ||
| <groupId>com.oracle.labs.olcut</groupId> | ||
| <artifactId>olcut-core</artifactId> | ||
| </dependency> | ||
| <!-- test time dependencies --> | ||
| <dependency> | ||
| <groupId>${project.groupId}</groupId> | ||
| <artifactId>tribuo-core</artifactId> | ||
| <version>${project.version}</version> | ||
| <type>test-jar</type> | ||
| <scope>test</scope> | ||
| </dependency> | ||
| <dependency> | ||
| <groupId>org.junit.jupiter</groupId> | ||
| <artifactId>junit-jupiter</artifactId> | ||
| <version>${junit.version}</version> | ||
| <scope>test</scope> | ||
| </dependency> | ||
| </dependencies> | ||
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| <build> | ||
| <plugins> | ||
| <plugin> | ||
| <groupId>org.apache.maven.plugins</groupId> | ||
| <artifactId>maven-assembly-plugin</artifactId> | ||
| <configuration> | ||
| <descriptorRefs> | ||
| <descriptorRef>jar-with-dependencies</descriptorRef> | ||
| </descriptorRefs> | ||
| </configuration> | ||
| <executions> | ||
| <execution> | ||
| <id>make-assembly</id> <!-- this is used for inheritance merges --> | ||
| <phase>package</phase> <!-- bind to the packaging phase --> | ||
| <goals> | ||
| <goal>single</goal> | ||
| </goals> | ||
| </execution> | ||
| </executions> | ||
| </plugin> | ||
| <plugin> | ||
| <groupId>org.apache.maven.plugins</groupId> | ||
| <artifactId>maven-javadoc-plugin</artifactId> | ||
| </plugin> | ||
| </plugins> | ||
| </build> | ||
| </project> |
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Clustering/GMM/src/main/java/org/tribuo/clustering/gmm/GMMOptions.java
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| /* | ||
| * Copyright (c) 2024, Oracle and/or its affiliates. All rights reserved. | ||
| * | ||
| * Licensed under the Apache License, Version 2.0 (the "License"); | ||
| * you may not use this file except in compliance with the License. | ||
| * You may obtain a copy of the License at | ||
| * | ||
| * http://www.apache.org/licenses/LICENSE-2.0 | ||
| * | ||
| * Unless required by applicable law or agreed to in writing, software | ||
| * distributed under the License is distributed on an "AS IS" BASIS, | ||
| * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express implied. | ||
| * See the License for the specific language governing permissions and | ||
| * limitations under the License. | ||
| */ | ||
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| package org.tribuo.clustering.gmm; | ||
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| import com.oracle.labs.mlrg.olcut.config.Option; | ||
| import com.oracle.labs.mlrg.olcut.config.Options; | ||
| import org.tribuo.Trainer; | ||
| import org.tribuo.clustering.gmm.GMMTrainer.Initialisation; | ||
| import org.tribuo.math.distributions.MultivariateNormalDistribution.CovarianceType; | ||
| import org.tribuo.math.distributions.MultivariateNormalDistribution; | ||
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| import java.util.logging.Logger; | ||
|
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| /** | ||
| * OLCUT {@link Options} for the GMM implementation. | ||
| */ | ||
| public class GMMOptions implements Options { | ||
| private static final Logger logger = Logger.getLogger(GMMOptions.class.getName()); | ||
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| /** | ||
| * Iterations of the GMM algorithm. Defaults to 10. | ||
| */ | ||
| @Option(longName = "gmm-interations", usage = "Iterations of the GMM algorithm. Defaults to 10.") | ||
| public int iterations = 10; | ||
| /** | ||
| * Number of centroids/Gaussians in GMM. Defaults to 10. | ||
| */ | ||
| @Option(longName = "gmm-num-centroids", usage = "Number of centroids in GMM. Defaults to 10.") | ||
| public int centroids = 10; | ||
| /** | ||
| * The covariance type of the Gaussians. | ||
| */ | ||
| @Option(charName = 'v', longName = "covariance-type", usage = "Set the covariance type.") | ||
| public CovarianceType covarianceType = MultivariateNormalDistribution.CovarianceType.DIAGONAL; | ||
| /** | ||
| * Initialisation function in GMM. Defaults to RANDOM. | ||
| */ | ||
| @Option(longName = "gmm-initialisation", usage = "Initialisation function in GMM. Defaults to RANDOM.") | ||
| public Initialisation initialisation = GMMTrainer.Initialisation.RANDOM; | ||
| /** | ||
| * Convergence tolerance to terminate EM early. | ||
| */ | ||
| @Option(longName = "gmm-tolerance", usage = "The convergence threshold.") | ||
| public double tolerance = 1e-3f; | ||
| /** | ||
| * Number of computation threads in GMM. Defaults to 4. | ||
| */ | ||
| @Option(longName = "gmm-num-threads", usage = "Number of computation threads in GMM. Defaults to 4.") | ||
| public int numThreads = 4; | ||
| /** | ||
| * The RNG seed. | ||
| */ | ||
| @Option(longName = "gmm-seed", usage = "Sets the random seed for GMM.") | ||
| public long seed = Trainer.DEFAULT_SEED; | ||
|
|
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| /** | ||
| * Gets the configured GMMTrainer using the options in this object. | ||
| * @return A GMMTrainer. | ||
| */ | ||
| public GMMTrainer getTrainer() { | ||
| logger.info("Configuring GMM Trainer"); | ||
| return new GMMTrainer(centroids, iterations, covarianceType, initialisation, tolerance, numThreads, seed); | ||
| } | ||
| } |
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