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/*
* File: DirichletProcessClustering.java
* Authors: Kevin R. Dixon
* Company: Sandia National Laboratories
* Project: Cognitive Foundry
*
* Copyright May 26, 2010, Sandia Corporation.
* Under the terms of Contract DE-AC04-94AL85000, there is a non-exclusive
* license for use of this work by or on behalf of the U.S. Government.
* Export of this program may require a license from the United States
* Government. See CopyrightHistory.txt for complete details.
*
*/
package gov.sandia.cognition.learning.algorithm.clustering;
import gov.sandia.cognition.algorithm.AnytimeAlgorithmWrapper;
import gov.sandia.cognition.algorithm.MeasurablePerformanceAlgorithm;
import gov.sandia.cognition.annotation.PublicationReference;
import gov.sandia.cognition.annotation.PublicationReferences;
import gov.sandia.cognition.annotation.PublicationType;
import gov.sandia.cognition.collection.CollectionUtil;
import gov.sandia.cognition.learning.algorithm.AnytimeBatchLearner;
import gov.sandia.cognition.learning.algorithm.clustering.cluster.GaussianCluster;
import gov.sandia.cognition.math.matrix.Vector;
import gov.sandia.cognition.statistics.DataDistribution;
import gov.sandia.cognition.statistics.bayesian.DirichletProcessMixtureModel;
import gov.sandia.cognition.statistics.bayesian.DirichletProcessMixtureModel.Sample;
import gov.sandia.cognition.statistics.bayesian.ParallelDirichletProcessMixtureModel;
import gov.sandia.cognition.statistics.distribution.MultivariateGaussian;
import gov.sandia.cognition.util.DefaultNamedValue;
import gov.sandia.cognition.util.NamedValue;
import gov.sandia.cognition.util.Randomized;
import java.util.ArrayList;
import java.util.Collection;
import java.util.Random;
/**
* Clustering algorithm that wraps Dirichlet Process Mixture Model. DPMM
* finds the number of clusters, means, and (optionally by default) covariance
* of Vector data. Gory details: The clustering algorithm begins by drawing
* samples from the posterior of a Dirichlet process mixture model, given
* the data, using the method of Gibbs sampling. From the resulting samples
* (the number of which is a parameter), we select the clustering that
* has the highest Maximum A Posteriori likelihood using the Chinese Restaurant
* Process as the prior on the clustering.
* @author Kevin R. Dixon
* @since 3.0
*/
@PublicationReferences(
references={
@PublicationReference(
author="Michael I. Jordan",
title="Dirichlet Processes, Chinese Restaurant Processes and All That",
type=PublicationType.Conference,
publication="NIPS",
year=2005,
url="http://www.cs.berkeley.edu/~jordan/nips-tutorial05.ps"
)
,
@PublicationReference(
author="Radform M. Neal",
title="Markov Chain Sampling Methods for Dirichlet Process Mixture Models",
type=PublicationType.Journal,
year=2000,
publication="Journal of Computational and Graphical Statistics, Vol. 9, No. 2",
pages={249,265},
notes="Based in part on Algorithm 2 from Neal"
)
,
@PublicationReference(
author={
"Michael D. Escobar",
"Mike West"
},
title="Bayesian Density Estimation and Inference Using Mixtures",
type=PublicationType.Journal,
publication="Journal of the American Statistical Association",
year=1995
)
}
)
public class DirichletProcessClustering
extends AnytimeAlgorithmWrapper,DirichletProcessMixtureModel>
implements BatchClusterer,
AnytimeBatchLearner,Collection>,
Randomized,
MeasurablePerformanceAlgorithm
{
/**
* Description of the performance value returned, {@value}.
*/
public static final String PERFORMANCE_DESCRIPTION = "Number of Clusters";
/**
* Default dimensionality, {@value}.
*/
public static final int DEFAULT_DIMENSIONALITY = 2;
/**
* Default number of samples, {@value}.
*/
public static final int DEFAULT_SAMPLES = 1000;
/**
* Clustering results
*/
private transient ArrayList result;
/**
* Creates a new instance of DirichletProcessClustering
*/
public DirichletProcessClustering()
{
this( DEFAULT_DIMENSIONALITY );
}
/**
* Creates a new instance of DirichletProcessClustering
* @param dimensionality
* Dimensionality of the observations
*/
public DirichletProcessClustering(
final int dimensionality )
{
this( new ParallelDirichletProcessMixtureModel() );
this.setMaxIterations( DEFAULT_SAMPLES );
// Note: there's not a compelling reason to set the burn in or
// throwing out samples to decorrelate the result, since we're just
// looking for the maximum a posterior estimate... so let's just
// look at all the samples that we generate and judge from there
this.getAlgorithm().setBurnInIterations( 1 );
this.getAlgorithm().setIterationsPerSample( 1 );
this.getAlgorithm().setNumInitialClusters(2);
this.setRandom( new Random() );
}
/**
* Creates a new instance of DirichletProcessClustering
* @param algorithm
* Dirichlet Process Mixture model that is being wrapped
*/
public DirichletProcessClustering(
final DirichletProcessMixtureModel algorithm )
{
super( algorithm );
this.result = null;
}
@Override
public DirichletProcessClustering clone()
{
return (DirichletProcessClustering) super.clone();
}
@Override
public ArrayList getResult()
{
return this.result;
}
@Override
public ArrayList learn(
final Collection data)
{
this.result = null;
if( this.getAlgorithm().getUpdater() == null )
{
final int dim = CollectionUtil.getFirst(data).getDimensionality();
this.getAlgorithm().setUpdater(
new DirichletProcessMixtureModel.MultivariateMeanCovarianceUpdater( dim ) );
}
DataDistribution> dpmm =
this.getAlgorithm().learn(data);
int maxIndex = -1;
double maxPosterior = Double.NEGATIVE_INFINITY;
DirichletProcessMixtureModel.Sample maxSample = null;
int i = 0;
for( DirichletProcessMixtureModel.Sample sample : dpmm.getDomain() )
{
if( sample.getPosteriorLogLikelihood() != null )
{
double posterior = sample.getPosteriorLogLikelihood();
if( maxPosterior < posterior )
{
maxPosterior = posterior;
maxIndex = i;
maxSample = sample;
}
}
i++;
}
final int K = maxSample.getNumClusters();
this.result = new ArrayList( K );
for( int k = 0; k < K; k++ )
{
this.result.add( new GaussianCluster( maxSample.getClusters().get(k).getMembers(),
(MultivariateGaussian.PDF) maxSample.getClusters().get(k).getProbabilityFunction() ) );
}
return this.getResult();
}
@Override
public Random getRandom()
{
return this.getAlgorithm().getRandom();
}
@Override
public void setRandom(
final Random random)
{
this.getAlgorithm().setRandom(random);
}
@Override
public NamedValue getPerformance()
{
int numClusters;
if( (this.getAlgorithm() != null) &&
(this.getAlgorithm().getCurrentParameter() != null) )
{
numClusters = this.getAlgorithm().getCurrentParameter().getNumClusters();
}
else
{
numClusters = 0;
}
return new DefaultNamedValue( PERFORMANCE_DESCRIPTION, numClusters );
}
@Override
public boolean getKeepGoing()
{
return (this.getAlgorithm() != null) ? this.getAlgorithm().getKeepGoing() : false;
}
@SuppressWarnings("unchecked")
@Override
public Collection getData()
{
return (this.getAlgorithm() != null) ? (Collection) this.getAlgorithm().getData() : null;
}
}