[mlpack-svn] r12063 - mlpack/trunk/src/mlpack/methods/gmm

[fastlab-svn at coffeetalk-1.cc.gatech.edu]

Author: rcurtin
Date: 2012-03-27 12:08:40 -0400 (Tue, 27 Mar 2012)
New Revision: 12063

Modified:
   mlpack/trunk/src/mlpack/methods/gmm/gmm.cpp
   mlpack/trunk/src/mlpack/methods/gmm/gmm.hpp
Log:
Add GMM::Probability(arma::vec, size_t) as part of #212.


Modified: mlpack/trunk/src/mlpack/methods/gmm/gmm.cpp
===================================================================
--- mlpack/trunk/src/mlpack/methods/gmm/gmm.cpp	2012-03-27 14:25:47 UTC (rev 12062)
+++ mlpack/trunk/src/mlpack/methods/gmm/gmm.cpp	2012-03-27 16:08:40 UTC (rev 12063)
@@ -15,6 +15,9 @@
 using namespace mlpack::gmm;
 using namespace mlpack::kmeans;
 
+/**
+ * Return the probability of the given observation being from this GMM.
+ */
 double GMM::Probability(const arma::vec& observation) const
 {
   // Sum the probability for each Gaussian in our mixture (and we have to
@@ -27,6 +30,19 @@
 }
 
 /**
+ * Return the probability of the given observation being from the given
+ * component in the mixture.
+ */
+double GMM::Probability(const arma::vec& observation,
+                        const size_t component) const
+{
+  // We are only considering one Gaussian component -- so we only need to call
+  // phi() once.  We do consider the prior probability!
+  return weights[component] *
+      phi(observation, means[component], covariances[component]);
+}
+
+/**
  * Return a randomly generated observation according to the probability
  * distribution defined by this object.
  */
@@ -173,7 +189,7 @@
   // as our trained model.
   for (size_t iter = 0; iter < 10; iter++)
   {
-    InitialClustering(k, observations, meansTrial, covariancesTrial, 
+    InitialClustering(k, observations, meansTrial, covariancesTrial,
         weightsTrial);
 
     l = Loglikelihood(observations, meansTrial, covariancesTrial, weightsTrial);
@@ -235,7 +251,7 @@
 
       // Update values of l; calculate new log-likelihood.
       lOld = l;
-      l = Loglikelihood(observations, meansTrial, 
+      l = Loglikelihood(observations, meansTrial,
                         covariancesTrial, weightsTrial);
 
       iteration++;

Modified: mlpack/trunk/src/mlpack/methods/gmm/gmm.hpp
===================================================================
--- mlpack/trunk/src/mlpack/methods/gmm/gmm.hpp	2012-03-27 14:25:47 UTC (rev 12062)
+++ mlpack/trunk/src/mlpack/methods/gmm/gmm.hpp	2012-03-27 16:08:40 UTC (rev 12063)
@@ -126,6 +126,16 @@
   double Probability(const arma::vec& observation) const;
 
   /**
+   * Return the probability that the given observation came from the given
+   * Gaussian component in this distribution.
+   *
+   * @param observation Observation to evaluate the probability of.
+   * @param component Index of the component of the GMM to be considered.
+   */
+  double Probability(const arma::vec& observation,
+                     const size_t component) const;
+
+  /**
    * Return a randomly generated observation according to the probability
    * distribution defined by this object.
    *