<reponame>zhaofeng-shu33/pyBHC
from __future__ import print_function, division
import math
import numpy as np
from sklearn.cluster import MiniBatchKMeans


class hard_EM_GMM(object):
    """ A class for performing hard-EM clustering into a Gaussian
        mixture model.

        Hard-EM clustering is like 'normal' EM clustering, but each
        object can only 'belong' to a single cluster, i.e. instead of
        membership probabilities being stored for each object, we
        instead just record the cluster with the maximum membersip
        probability.

        Attributes
        ----------
        Ndata : int
            The number of data points

        Parameters
        ----------
        X : ndarray(Ndata, Ndim)
            The observed data
        Nclusters : int
            The number of clusters/components
    """

    def __init__(self, X, Nclusters):

        self.X = X
        fallback_sigma = np.cov(self.X, rowvar=False)

        self.Ndata = X.shape[0]
        self.Ndim = X.shape[1]

        self.Nclusters = Nclusters

        self.clusters = []
        for n in range(Nclusters):
            self.clusters.append(EMGMM_cluster(self.Ndim, self.Ndata,
                                               fallback_sigma))

        self.assignments = np.zeros(self.Ndata, dtype=np.int)

        self.__mus = None
        self.__sigmas = None
        self.__weights = None

    def random_seed(self):
        """ random_seed()

            Start the clusters by 'seeding' them with an individual
            datum each. Then filter all other data onto their
            nearest cluster.

            Parameters
            ----------
            None

            Returns
            -------
            None
        """
        seed_inds = np.random.choice(np.arange(self.Ndata), self.Nclusters,
                                     replace=False)

        for i, index in enumerate(seed_inds):
            self.assignments[index] = i

            # Set data for each cluster and then params
            self.clusters[i].add_datum(self.X[index])
            self.clusters[i].set_params()

        # Assign all data to clusters
        self.assign_data()

    def kmeans_init(self):
        """ kmeans_init()

            Use a k-means clustering to provide the initial
            assignments for the EM.

            Parameters
            ----------
            None

            Returns
            -------
            None
        """
        mbk = MiniBatchKMeans(init='k-means++', n_clusters=self.Nclusters,
                              batch_size=50)
        mbk.fit(self.X)

        self.assignments = mbk.labels_.copy()
        for i in range(self.Ndata):
            self.clusters[self.assignments[i]].add_datum(self.X[i])

    def assign_data(self):
        """ assign_data()

            assign the data points onto the best fitting
            cluster for each (the E-step)

            Parameters
            ----------
            None

            Returns
            -------
            None
        """
        for cluster in self.clusters:
            cluster.clear_data()

        max_logprob = np.zeros(self.Ndata) - np.inf
        max_j = np.zeros(self.Ndata, dtype=np.int) - 1

        for j in range(self.Nclusters):
            logprob = self.clusters[j].logprob(self.X)
            mask = logprob > max_logprob
            max_logprob[mask] = logprob[mask]
            max_j[mask] = j

        self.assignments = max_j

        for i in range(self.Ndata):
            self.clusters[max_j[i]].add_datum(self.X[i])

    def set_params(self):
        """ set_params()

            Set the parameters of each cluster to their maaximum
            likelihood values (the M-step)

            Parameters
            ----------
            None

            Returns
            -------
            None
        """
        for i in range(self.Nclusters):
            self.clusters[i].set_params()

    def fit(self, Nsteps):
        """ fit(Nsteps)

            Fit the GMM to the data using Nsteps iteations of
            hard EM

            Parameters
            ----------
            Nsteps : int
                The number of steps of EM to perform

            Returns
            -------
            None
        """
        for i in range(Nsteps):
            self.set_params()
            self.assign_data()

    @property
    def clustered_data(self):
        """ mus

            Return the clustered data

            Returns
            -------
            data : list (ndarray(..., Ndim))
                A list of ndarrays, each array contains the data assigned
                to a single cluster
            data_uncerts : list (ndarray(..., Ndim, Ndim))
                A list of ndarrays, each array contains the uncertainties
                on the data assigned to a single cluster
        """
        data = []

        for i in range(self.Nclusters):
            mask = self.assignments == i

            if np.sum(mask) > 0:
                data.append(self.X[mask])

        return data

    @property
    def mus(self):
        """ mus

            Return the moments of the clusters

            Returns
            -------
            mus : ndarray(Nclusters, Ndim)
                The means of the clusters, the first index iterates
                over the clusters
        """
        self.__mus = np.zeros((self.Nclusters, self.Ndim))
        for i in range(self.Nclusters):
            self.__mus[i] = self.clusters[i].mu

        return self.__mus

    @property
    def sigmas(self):
        """ sigmas

            The covaraince matrices of the clusters

            Returns
            -------
            sigmas : ndarray(Nclusters, Ndim, Ndim)
                The covariance matrices of the clusters, the first
                index iterates over the clusters
        """
        self.__sigmas = np.zeros((self.Nclusters, self.Ndim, self.Ndim))
        for i in range(self.Nclusters):
            self.__sigmas[i] = self.clusters[i].sigma

        return self.__sigmas

    @property
    def weights(self):
        """ weights

            Return the weights of the clusters

            Returns
            -------
            weights : ndarray(Nclusters, Ndim)
                The weights of the clusters, the index iterates
                over the clusters
        """
        self.__weights = np.zeros(self.Nclusters)
        for i in range(self.Nclusters):
            self.__weights[i] = self.clusters[i].weight

        return self.__weights

    @classmethod
    def init_fit(cls, X, Nclusters, Nsteps, init_method='kmeans'):
        """ init_fit(X, Nclusters, Nsteps)

            Factory method to init and then perform hard-EM
            fitting on data

            Parameters
            ----------
            X : ndarray(Ndata, Ndim)
                The observed data
            Nclusters : int
                The number of clusters/components
            Nsteps : int
                The number of steps of EM to perform
            init_method : str or function
                The method used to provide the initial assignment of
                data to clusters. Can be 'kmeans', 'random' or a user
                supplied function

            Returns
            -------
            EM_obj : hard_EMGMM
                A hard_EMGMM object on which Nsteps iterations of
                hard-EM have been performed
        """
        EM_obj = cls(X, Nclusters)

        if init_method == 'kmeans':
            EM_obj.kmeans_init()
        elif init_method == 'random':
            EM_obj.random_seed()
        else:
            EM_obj = init_method(X, Nclusters)

        EM_obj.fit(Nsteps)

        return EM_obj


class EMGMM_cluster(object):
    """ A class that describes an individual cluster in a GMM
        scheme that is found/refined by EM

        Attributes
        ----------
        mu : ndarray(Ndim)
            The mean vector of the cluster
        sigma : ndarray(Ndim, Ndim)
            The covariance of each cluster
        weight : float
            The weight of the cluster

        Parameters
        ----------
        Ndim : int
            The number of dimens of the space in which the cluster is
            defined
        Ndata : int
            The total number of data points to be clustered
        fallback_sigma : int
            a sigma to fall back on if the number of points
            in the cluster is 1
    """

    def __init__(self, Ndim, Ndata, fallback_sigma):
        self.Ndim = Ndim
        self.Ndata = Ndata
        self.fallback_sigma = fallback_sigma

        self.mu = np.zeros(self.Ndim)
        self.sigma = np.zeros((self.Ndim, self.Ndim))
        self.weight = 0.

        self.data = []

    def clear_data(self):
        """ clear_data()

            Clear the contents of data and data_uncerts

            Parameters
            ----------
            None

            Returns
            -------
            None
        """
        self.data = []

    def add_datum(self, datum):
        """ add_datum(datum, datum_uncert)

            Add a datum to the cluster
        """
        self.data.append(datum)

    def set_params(self):
        """ set_params(X, X_uncert)

            Set the parameters of the cluster given the
            noisy data assigned to it

            Parameters
            ----------
            None

            Returns
            -------
            None
        """
        if len(self.data) > 0:
            self.mu = np.mean(self.data, axis=0)
        else:
            self.mu = np.zeros(self.Ndim)
        if len(self.data) > 1:
            self.sigma = np.cov(self.data, rowvar=False)
        else:
            self.sigma = self.fallback_sigma
        self.weight = len(self.data)/self.Ndata

    def logprob(self, x):
        """ prob(x)

            Find the (log)probability of a datum x given it is
            a member of this cluster

            Parameters
            ----------
            x : ndarray
                The position of the datum

            Returns
            -------
            logprob : float
                The log probability of the datum assuming it is a
                member of this cluster
        """
        q = np.linalg.solve(self.sigma, (x-self.mu).T).T
        if self.weight > 0:
            log_prob = (math.log(self.weight)
                        - np.linalg.slogdet(self.sigma)[1]/2
                        - np.sum((x-self.mu) * q, axis=1)/2)
        else:
            log_prob = np.zeros(x.shape[0]) - np.inf
        return log_prob

from __future__ import print_function, division
import math
import numpy as np
from sklearn.cluster import MiniBatchKMeans


class hard_EM_GMM(object):
    """ A class for performing hard-EM clustering into a Gaussian
        mixture model.

        Hard-EM clustering is like 'normal' EM clustering, but each
        object can only 'belong' to a single cluster, i.e. instead of
        membership probabilities being stored for each object, we
        instead just record the cluster with the maximum membersip
        probability.

        Attributes
        ----------
        Ndata : int
            The number of data points

        Parameters
        ----------
        X : ndarray(Ndata, Ndim)
            The observed data
        Nclusters : int
            The number of clusters/components
    """

    def __init__(self, X, Nclusters):

        self.X = X
        fallback_sigma = np.cov(self.X, rowvar=False)

        self.Ndata = X.shape[0]
        self.Ndim = X.shape[1]

        self.Nclusters = Nclusters

        self.clusters = []
        for n in range(Nclusters):
            self.clusters.append(EMGMM_cluster(self.Ndim, self.Ndata,
                                               fallback_sigma))

        self.assignments = np.zeros(self.Ndata, dtype=np.int)

        self.__mus = None
        self.__sigmas = None
        self.__weights = None

    def random_seed(self):
        """ random_seed()

            Start the clusters by 'seeding' them with an individual
            datum each. Then filter all other data onto their
            nearest cluster.

            Parameters
            ----------
            None

            Returns
            -------
            None
        """
        seed_inds = np.random.choice(np.arange(self.Ndata), self.Nclusters,
                                     replace=False)

        for i, index in enumerate(seed_inds):
            self.assignments[index] = i

            # Set data for each cluster and then params
            self.clusters[i].add_datum(self.X[index])
            self.clusters[i].set_params()

        # Assign all data to clusters
        self.assign_data()

    def kmeans_init(self):
        """ kmeans_init()

            Use a k-means clustering to provide the initial
            assignments for the EM.

            Parameters
            ----------
            None

            Returns
            -------
            None
        """
        mbk = MiniBatchKMeans(init='k-means++', n_clusters=self.Nclusters,
                              batch_size=50)
        mbk.fit(self.X)

        self.assignments = mbk.labels_.copy()
        for i in range(self.Ndata):
            self.clusters[self.assignments[i]].add_datum(self.X[i])

    def assign_data(self):
        """ assign_data()

            assign the data points onto the best fitting
            cluster for each (the E-step)

            Parameters
            ----------
            None

            Returns
            -------
            None
        """
        for cluster in self.clusters:
            cluster.clear_data()

        max_logprob = np.zeros(self.Ndata) - np.inf
        max_j = np.zeros(self.Ndata, dtype=np.int) - 1

        for j in range(self.Nclusters):
            logprob = self.clusters[j].logprob(self.X)
            mask = logprob > max_logprob
            max_logprob[mask] = logprob[mask]
            max_j[mask] = j

        self.assignments = max_j

        for i in range(self.Ndata):
            self.clusters[max_j[i]].add_datum(self.X[i])

    def set_params(self):
        """ set_params()

            Set the parameters of each cluster to their maaximum
            likelihood values (the M-step)

            Parameters
            ----------
            None

            Returns
            -------
            None
        """
        for i in range(self.Nclusters):
            self.clusters[i].set_params()

    def fit(self, Nsteps):
        """ fit(Nsteps)

            Fit the GMM to the data using Nsteps iteations of
            hard EM

            Parameters
            ----------
            Nsteps : int
                The number of steps of EM to perform

            Returns
            -------
            None
        """
        for i in range(Nsteps):
            self.set_params()
            self.assign_data()

    @property
    def clustered_data(self):
        """ mus

            Return the clustered data

            Returns
            -------
            data : list (ndarray(..., Ndim))
                A list of ndarrays, each array contains the data assigned
                to a single cluster
            data_uncerts : list (ndarray(..., Ndim, Ndim))
                A list of ndarrays, each array contains the uncertainties
                on the data assigned to a single cluster
        """
        data = []

        for i in range(self.Nclusters):
            mask = self.assignments == i

            if np.sum(mask) > 0:
                data.append(self.X[mask])

        return data

    @property
    def mus(self):
        """ mus

            Return the moments of the clusters

            Returns
            -------
            mus : ndarray(Nclusters, Ndim)
                The means of the clusters, the first index iterates
                over the clusters
        """
        self.__mus = np.zeros((self.Nclusters, self.Ndim))
        for i in range(self.Nclusters):
            self.__mus[i] = self.clusters[i].mu

        return self.__mus

    @property
    def sigmas(self):
        """ sigmas

            The covaraince matrices of the clusters

            Returns
            -------
            sigmas : ndarray(Nclusters, Ndim, Ndim)
                The covariance matrices of the clusters, the first
                index iterates over the clusters
        """
        self.__sigmas = np.zeros((self.Nclusters, self.Ndim, self.Ndim))
        for i in range(self.Nclusters):
            self.__sigmas[i] = self.clusters[i].sigma

        return self.__sigmas

    @property
    def weights(self):
        """ weights

            Return the weights of the clusters

            Returns
            -------
            weights : ndarray(Nclusters, Ndim)
                The weights of the clusters, the index iterates
                over the clusters
        """
        self.__weights = np.zeros(self.Nclusters)
        for i in range(self.Nclusters):
            self.__weights[i] = self.clusters[i].weight

        return self.__weights

    @classmethod
    def init_fit(cls, X, Nclusters, Nsteps, init_method='kmeans'):
        """ init_fit(X, Nclusters, Nsteps)

            Factory method to init and then perform hard-EM
            fitting on data

            Parameters
            ----------
            X : ndarray(Ndata, Ndim)
                The observed data
            Nclusters : int
                The number of clusters/components
            Nsteps : int
                The number of steps of EM to perform
            init_method : str or function
                The method used to provide the initial assignment of
                data to clusters. Can be 'kmeans', 'random' or a user
                supplied function

            Returns
            -------
            EM_obj : hard_EMGMM
                A hard_EMGMM object on which Nsteps iterations of
                hard-EM have been performed
        """
        EM_obj = cls(X, Nclusters)

        if init_method == 'kmeans':
            EM_obj.kmeans_init()
        elif init_method == 'random':
            EM_obj.random_seed()
        else:
            EM_obj = init_method(X, Nclusters)

        EM_obj.fit(Nsteps)

        return EM_obj


class EMGMM_cluster(object):
    """ A class that describes an individual cluster in a GMM
        scheme that is found/refined by EM

        Attributes
        ----------
        mu : ndarray(Ndim)
            The mean vector of the cluster
        sigma : ndarray(Ndim, Ndim)
            The covariance of each cluster
        weight : float
            The weight of the cluster

        Parameters
        ----------
        Ndim : int
            The number of dimens of the space in which the cluster is
            defined
        Ndata : int
            The total number of data points to be clustered
        fallback_sigma : int
            a sigma to fall back on if the number of points
            in the cluster is 1
    """

    def __init__(self, Ndim, Ndata, fallback_sigma):
        self.Ndim = Ndim
        self.Ndata = Ndata
        self.fallback_sigma = fallback_sigma

        self.mu = np.zeros(self.Ndim)
        self.sigma = np.zeros((self.Ndim, self.Ndim))
        self.weight = 0.

        self.data = []

    def clear_data(self):
        """ clear_data()

            Clear the contents of data and data_uncerts

            Parameters
            ----------
            None

            Returns
            -------
            None
        """
        self.data = []

    def add_datum(self, datum):
        """ add_datum(datum, datum_uncert)

            Add a datum to the cluster
        """
        self.data.append(datum)

    def set_params(self):
        """ set_params(X, X_uncert)

            Set the parameters of the cluster given the
            noisy data assigned to it

            Parameters
            ----------
            None

            Returns
            -------
            None
        """
        if len(self.data) > 0:
            self.mu = np.mean(self.data, axis=0)
        else:
            self.mu = np.zeros(self.Ndim)
        if len(self.data) > 1:
            self.sigma = np.cov(self.data, rowvar=False)
        else:
            self.sigma = self.fallback_sigma
        self.weight = len(self.data)/self.Ndata

    def logprob(self, x):
        """ prob(x)

            Find the (log)probability of a datum x given it is
            a member of this cluster

            Parameters
            ----------
            x : ndarray
                The position of the datum

            Returns
            -------
            logprob : float
                The log probability of the datum assuming it is a
                member of this cluster
        """
        q = np.linalg.solve(self.sigma, (x-self.mu).T).T
        if self.weight > 0:
            log_prob = (math.log(self.weight)
                        - np.linalg.slogdet(self.sigma)[1]/2
                        - np.sum((x-self.mu) * q, axis=1)/2)
        else:
            log_prob = np.zeros(x.shape[0]) - np.inf
        return log_prob
A class for performing hard-EM clustering into a Gaussian         mixture model.          Hard-EM clustering is like 'normal' EM clustering, but each         object can only 'belong' to a single cluster, i.e. instead of         membership probabilities being stored for each object, we         instead just record the cluster with the maximum membersip         probability.          Attributes         ----------         Ndata : int             The number of data points          Parameters         ----------         X : ndarray(Ndata, Ndim)             The observed data         Nclusters : int             The number of clusters/components random_seed()              Start the clusters by 'seeding' them with an individual             datum each. Then filter all other data onto their             nearest cluster.              Parameters             ----------             None              Returns             -------             None # Set data for each cluster and then params # Assign all data to clusters kmeans_init()              Use a k-means clustering to provide the initial             assignments for the EM.              Parameters             ----------             None              Returns             -------             None assign_data()              assign the data points onto the best fitting             cluster for each (the E-step)              Parameters             ----------             None              Returns             -------             None set_params()              Set the parameters of each cluster to their maaximum             likelihood values (the M-step)              Parameters             ----------             None              Returns             -------             None fit(Nsteps)              Fit the GMM to the data using Nsteps iteations of             hard EM              Parameters             ----------             Nsteps : int                 The number of steps of EM to perform              Returns             -------             None mus              Return the clustered data              Returns             -------             data : list (ndarray(..., Ndim))                 A list of ndarrays, each array contains the data assigned                 to a single cluster             data_uncerts : list (ndarray(..., Ndim, Ndim))                 A list of ndarrays, each array contains the uncertainties                 on the data assigned to a single cluster mus              Return the moments of the clusters              Returns             -------             mus : ndarray(Nclusters, Ndim)                 The means of the clusters, the first index iterates                 over the clusters sigmas              The covaraince matrices of the clusters              Returns             -------             sigmas : ndarray(Nclusters, Ndim, Ndim)                 The covariance matrices of the clusters, the first                 index iterates over the clusters weights              Return the weights of the clusters              Returns             -------             weights : ndarray(Nclusters, Ndim)                 The weights of the clusters, the index iterates                 over the clusters init_fit(X, Nclusters, Nsteps)              Factory method to init and then perform hard-EM             fitting on data              Parameters             ----------             X : ndarray(Ndata, Ndim)                 The observed data             Nclusters : int                 The number of clusters/components             Nsteps : int                 The number of steps of EM to perform             init_method : str or function                 The method used to provide the initial assignment of                 data to clusters. Can be 'kmeans', 'random' or a user                 supplied function              Returns             -------             EM_obj : hard_EMGMM                 A hard_EMGMM object on which Nsteps iterations of                 hard-EM have been performed A class that describes an individual cluster in a GMM         scheme that is found/refined by EM          Attributes         ----------         mu : ndarray(Ndim)             The mean vector of the cluster         sigma : ndarray(Ndim, Ndim)             The covariance of each cluster         weight : float             The weight of the cluster          Parameters         ----------         Ndim : int             The number of dimens of the space in which the cluster is             defined         Ndata : int             The total number of data points to be clustered         fallback_sigma : int             a sigma to fall back on if the number of points             in the cluster is 1 clear_data()              Clear the contents of data and data_uncerts              Parameters             ----------             None              Returns             -------             None add_datum(datum, datum_uncert)              Add a datum to the cluster set_params(X, X_uncert)              Set the parameters of the cluster given the             noisy data assigned to it              Parameters             ----------             None              Returns             -------             None prob(x)              Find the (log)probability of a datum x given it is             a member of this cluster              Parameters             ----------             x : ndarray                 The position of the datum              Returns             -------             logprob : float                 The log probability of the datum assuming it is a                 member of this cluster