gmm | Gaussian Mixture Models in Python | Machine Learning library
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kandi X-RAY | gmm Summary
Gaussian Mixture Models in Python. Author: Jeremy Stober Contact: stober@gmail.com Version: 0.01. This is a standalone Pythonic implementation of Gaussian Mixture Models. Various initialization strategies are included along with a standard EM algorithm for determining the model parameters based on data.
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QUESTION
Based on the work of Kuo et al (Kuo, H.-I., Chen, C.-C., Tseng, W.-C., Ju, L.-F., Huang, B.-W. (2007). Assessing impacts of SARS and Avian Flu on international tourism demand to Asia. Tourism Management. Retrieved from: https://www.sciencedirect.com/science/article/abs/pii/S0261517707002191?via%3Dihub), I am measuring the effect of COVID-19 on tourism demand.
My panel data can be found here: https://www.dropbox.com/s/t0pkwrj59zn22gg/tourism_covid_data-total.csv?dl=0
I would like to use a first-difference transformation model(GMMDIFF) and treat the lags of the dependent variable (tourism demand) as instruments for the lagged dependent variable. The dynamic and first difference version of the tourism demand model: Δyit = η2Δ yit-1 + η3 ΔSit + Δuit
where, y is tourism demand, i refers to COVID-19 infected countries, t is time, S is the number of SARS cases, and u is the fixed effects decomposition of the error term.
Up to now, using python I managed to get some results using the Panel OLS:
...ANSWER
Answered 2022-Mar-23 at 13:42There is a python package that supports system and difference GMM on dynamic panel models
https://github.com/dazhwu/pydynpd
Features include: (1) difference and system GMM, (2) one-step and two-step estimators, (3) robust standard errors including the one suggested by Windmeijer (2005), (4) Hansen over-identification test, (5) Arellano-Bond test for autocorrelation, (6) time dummies, (7) allows users to collapse instruments to reduce instrument proliferation issue, and (8) a simple grammar for model specification.
QUESTION
I've encountered a situation where the code generates different results in the case of having arrays defined inside the loop on index i
(case #1) and in the case of declaring them outside the loop on the i
index and using the clause private
(case #2).
Case #2 generates the same results of the code running on CPU only.
Case #1
...ANSWER
Answered 2022-Mar-15 at 15:00Technically they are equivalent, but in practice different. What's happening is that the compiler will hoist the declaration of these arrays outside of the loops. This is standard practice for the compiler and happens before the OpenACC directives are applied. What should happen is that then these arrays are implicitly privatized within the scoping unit they are declared. However the compiler doesn't currently track this so the arrays are implicitly copied into the compute region as shared arrays. If you add the flag "-Minfo=accel", you'll see the compiler feedback messages indicating the implicit copies.
I have an open issue report requesting this support, TPR #31360, however it's been a challenge to implement so not in a released compiler as of yet. Hence until/if we can fix the behavior, you'll need to manually hoist the declaration of these arrays and then add them to a "private" clause.
QUESTION
My problem is this: I have GMM model with K multi-variate gaussians, and also I have N samples. I want to create a N*K numpy matrix, which in it's [i,k] cell there is the pdf function of the k'th gaussian on the i'th sample, i.e. in this cell there is In short, I'm intrested in the following matrix: pdf matrix
This what I have now (I'm working with python):
Q = np.array([scipy.stats.multivariate_normal(mu_t[k], cov_t[k]).pdf(X) for k in range(self.K)]).T
X in the code is a matrix whose lines are my samples.
It's works fine on small toy dataset from small dimension, but the dataset I'm working with is 10,000 28*28 pictures, and on it this line run extremely slowly...
I want to find a solution that doesn't envolve loops but only vector\matrix operation (i.e. vectorization). The scipy 'multivariate_normal' function cannot parameters of more than 1 gaussians, as far as I understand it (but it's 'pdf' function can calculates on multiple samples at once).
Does someone have an Idea?
...ANSWER
Answered 2022-Jan-10 at 17:35I am afraid, that the main speed killer in your problem is the inversion and deteminant calculation for the cov_t matrices. If you somehow managed to precalculate these, you could enroll the calculation and use np.add.outer
to get all combinations of x_i - mu_k
and then use array comprehension to calculate the probabilities with the full formula of the normal distribution function.
Try
QUESTION
Getting the below error on the code snippet that follows the error.
Any ideas on how to solve this?
Pretty much brand new to using Numpy - have spent most of my time using Pandas but trying to move away from using Pandas for numerous performance related issues.
End goal is to run a LEFT JOIN on the two structed arrays.
The error seems to be prompted by the ret[i] = tuple(row1[f1]) + tuple(row2[f1])
expression, but honestly not certain why i'd be getting this error.
Tested the row1
and row2
to check the number of fields vs. the f1
which contains the dtype keys, and it all seems to line up from what I can tell.
Any thoughts would be appreciated!
ERROR
...ANSWER
Answered 2021-Dec-27 at 21:57On the line where you're getting the error:
QUESTION
So if I ran an experiment with multiple treatment groups and a control, I would analyse the results using Statsmodel ols to see if any of the treatment group were statistically different from the control group:
y ~ C(treatment_group, Treatment('Control')
I would then run results.t_test_pairwise() to find out if the coefficients of each treatment group were equal. I.e. to know whether the results of each treatment group were statistically significantly different to one another.
In the current situation, rather than just running a standard ols, I am using Statsmodel/Linearmodel's 2SLS to analyse an instrumental variable. I can run the analysis perfectly fine, and I get the results. But now I need to see whether the coefficients of the different instruments (the three different treatment groups) are the same, so I know whether the different treatment groups vary in their effect.
Code for statsmodel:
...ANSWER
Answered 2021-Oct-19 at 11:11If anyone else get's stuck with this...I figured out the solution when using Linearmodels.
So after running the model:
QUESTION
My code use apache.ml.clustering.GaussianMixture, but its init method private def initRandom(...)
does not work well, so I want to customize a new init
method.
At first I want to "extends" class GuassianMixture
, but initRandom
is a private method.
Then I tried another way, it is to set initial GMM, but sadly source code says that TODO: SPARK-15785 Support users supplied initial GMM.
I've also tried to copy the code of class GuassianMixture
for my custom class, but there are too many things attached to it. GaussianMixture.scala comes with sort of classes and traits, some of which are only accessible within ML packages.
ANSWER
Answered 2021-Sep-02 at 13:19I solved it by myself. Here is my solution.
I created class CustomGaussianMixture
which extends GaussianMixture
from official package org.apache.spark.ml.clustering
.
And within my project, I created a new package, also named as org.apache.spark.ml.clustering
(to prevent deal with scope of sort of complexity classes/traits/objects in org.apache.spark.ml.clustering
). And place my custom class in it.
The next thing is to override the method(fit
) call initRandom
, a non-private method, so I can override it. Specifically, Just write my new init method in class CustomGaussianMixture
, and copy method fit
from official source code in GaussianMixture.scala
to class CustomGaussianMixture
, remember to modify code in CustomGaussianMixture.fit()
to call my custom init method.
At last, just use CustomGaussianMixture
instead of GaussianMixture
when needed.
QUESTION
I have fit a Gaussian Mixture Model (GMM) to a data series that I have. Using GMM, I am trying to get the probabilities of another vector, element-wise. Matlab achieves this with the following lines of code.
...ANSWER
Answered 2021-Aug-09 at 13:14predict_proba
finds the probability that the individual data row is assigned to each of component the GMM is based on (in your case, 13 components). For more, see Jake VanderPlas' excellent chapter.
To get the pdf, you'll need to use the score_samples
function-which returns the weighted log probability that each row would be drawn from the fitted GMM:
QUESTION
Hi guys I tried to install this package in R but i can't load it.
...ANSWER
Answered 2021-Jun-06 at 20:33I solved the problem by downloading "gfortran-10.2-Catalina.dmg" from this website
https://github.com/fxcoudert/gfortran-for-macOS/releases which was suggested in the comments.
Although my mac version is BigSur, the Catalina file worked well.
Thanks to @BenBolker for helping me
QUESTION
I have encountered some problems with dockerizing my rebar3 app. As I'm trying to run the app (after building) I receive an error /prod/bin/prod: line 272: /prod/erts-11.2.2.1/bin/erl: not found
This is my rebar.config:
...ANSWER
Answered 2021-May-30 at 10:09Erlang does not compile into binary files, you still need the erlang runtime to be able to run the application, yet your final docker image is a fresh alpine install that doesn't have erlang installed
QUESTION
i get the GMM models of generation of electricity for my SPS (solar power station) through scikit-learn and search Probability Density Function (PDF, black line):
But i want get a probability function (CDF or Cumulative distribution function). In other words, i want to get a function like an example:
that can receive values on axes y in range [0, 1] and grows on all x-axis. Does scikit-learn allow it or not?
...ANSWER
Answered 2021-May-23 at 18:49Let's say you have done something like this:
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You can use gmm like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.
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