Safe Haskell	None
Language	Haskell2010

DataFrame.GMM

Description

Gaussian mixture models fitted by EM. Full covariance by default (with a diagonal option and an automatic fall-back when a covariance is not positive definite), log-space responsibilities, and Cholesky-based densities for stability. predict is the hard (arg-max) component assignment; per-component log-densities are available via gmmLogDensityExprs.

Synopsis

module DataFrame.Model
data CovType
- = FullCov
- | DiagCov
data GMMConfig = GMMConfig {
- gmmK :: !Int
- gmmCovType :: !CovType
- gmmMaxIter :: !Int
- gmmTol :: !Double
- gmmRegCovar :: !Double
- gmmSeed :: !Int
}
defaultGMMConfig :: GMMConfig
data GMMModel = GMMModel {
- gmmWeights :: !(Vector Double)
- gmmMeans :: !(Vector (Vector Double))
- gmmCovariances :: !(Vector Matrix)
- gmmConverged :: !Bool
- gmmNIter :: !Int
- gmmLogLikelihood :: !Double
- gmmNObs :: !Int
- gmmFeatureNames :: !(Vector Text)
}
gmmLogDensityExprs :: GMMModel -> Map Int (Expr Double)
gmmBIC :: GMMModel -> Double
gmmAIC :: GMMModel -> Double

Documentation

module DataFrame.Model

data CovType Source #

Constructors

FullCov
DiagCov

Instances

Instances details

Show CovType Source #
Instance details Defined in DataFrame.GMM Methods showsPrec :: Int -> CovType -> ShowS # show :: CovType -> String # showList :: [CovType] -> ShowS #
Eq CovType Source #
Instance details Defined in DataFrame.GMM Methods (==) :: CovType -> CovType -> Bool # (/=) :: CovType -> CovType -> Bool #

data GMMConfig Source #

Constructors

GMMConfig
Fields gmmK :: !Int gmmCovType :: !CovType gmmMaxIter :: !Int gmmTol :: !Double gmmRegCovar :: !Double gmmSeed :: !Int

Instances

Instances details

Show GMMConfig Source #

Instance details

Defined in DataFrame.GMM

Methods

showsPrec :: Int -> GMMConfig -> ShowS #

show :: GMMConfig -> String #

showList :: [GMMConfig] -> ShowS #

Eq GMMConfig Source #

Instance details

Defined in DataFrame.GMM

Methods

(==) :: GMMConfig -> GMMConfig -> Bool #

(/=) :: GMMConfig -> GMMConfig -> Bool #

Fit GMMConfig [Expr Double] Source #

Instance details

Defined in DataFrame.GMM

Associated Types

type ModelOf GMMConfig [Expr Double]
Instance details Defined in DataFrame.GMM type ModelOf GMMConfig [Expr Double] = GMMModel
type FrameReq GMMConfig [Expr Double]
Instance details Defined in DataFrame.GMM type FrameReq GMMConfig [Expr Double] = 'AnyFrame

Methods

fit :: GMMConfig -> [Expr Double] -> FrameFor [Expr Double] -> FitResult (FrameFor [Expr Double]) (ModelOf GMMConfig [Expr Double]) Source #

type FrameReq GMMConfig [Expr Double] Source #

Instance details

Defined in DataFrame.GMM

type FrameReq GMMConfig [Expr Double] = 'AnyFrame

type ModelOf GMMConfig [Expr Double] Source #

Instance details

Defined in DataFrame.GMM

type ModelOf GMMConfig [Expr Double] = GMMModel

defaultGMMConfig :: GMMConfig Source #

data GMMModel Source #

A fitted mixture. gmmCovariances are the per-component covariance matrices.

Constructors

GMMModel
Fields gmmWeights :: !(Vector Double) gmmMeans :: !(Vector (Vector Double)) gmmCovariances :: !(Vector Matrix) gmmConverged :: !Bool gmmNIter :: !Int gmmLogLikelihood :: !Double gmmNObs :: !Int gmmFeatureNames :: !(Vector Text)