Source code for graspy.cluster.gclust

import numpy as np
from sklearn.metrics import adjusted_rand_score
from sklearn.mixture import GaussianMixture
from sklearn.utils.validation import check_is_fitted

from .base import BaseCluster


[docs]class GaussianCluster(BaseCluster): r""" Gaussian Mixture Model (GMM) Representation of a Gaussian mixture model probability distribution. This class allows to estimate the parameters of a Gaussian mixture distribution. It computes all possible models from one component to max_components. The best model is given by the lowest BIC score. Parameters ---------- max_components : int, defaults to 1. The maximum number of mixture components to consider. covariance_type : {'full' (default), 'tied', 'diag', 'spherical'}, optional String describing the type of covariance parameters to use. Must be one of: - 'full' each component has its own general covariance matrix - 'tied' all components share the same general covariance matrix - 'diag' each component has its own diagonal covariance matrix - 'spherical' each component has its own single variance random_state : int, RandomState instance or None, optional (default=None) If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by ``np.random``. Attributes ---------- n_components_ : int Optimal number of components based on BIC. model_ : GaussianMixture object Fitted GaussianMixture object fitted with optimal n_components. bic_ : list List of BIC values computed for all possible number of clusters given by range(1, max_components). ari_ : list Only computed when y is given. List of ARI values computed for all possible number of clusters given by range(1, max_components). """ def __init__(self, max_components=1, covariance_type="full", random_state=None): if isinstance(max_components, int): if max_components <= 0: msg = "n_components must be >= 1 or None." raise ValueError(msg) else: self.max_components = max_components else: msg = "max_components must be an integer, not {}.".format( type(max_components) ) raise TypeError(msg) self.max_components = max_components self.covariance_type = covariance_type self.random_state = random_state
[docs] def fit(self, X, y=None): """ Fits gaussian mixure model to the data. Estimate model parameters with the EM algorithm. Parameters ---------- X : array-like, shape (n_samples, n_features) List of n_features-dimensional data points. Each row corresponds to a single data point. y : array-like, shape (n_samples,), optional (default=None) List of labels for X if available. Used to compute ARI scores. Returns ------- self """ # Deal with number of clusters max_components = self.max_components if max_components > X.shape[0]: msg = "n_components must be >= n_samples, but got \ n_components = {}, n_samples = {}".format( self.max_components, X.shape[0] ) raise ValueError(msg) # Get parameters random_state = self.random_state covariance_type = self.covariance_type # Compute all models models = [] bics = [] aris = [] for n in range(1, max_components + 1): model = GaussianMixture( n_components=n, covariance_type=covariance_type, random_state=random_state, ) # Fit and compute values model.fit(X) models.append(model) bics.append(model.bic(X)) if y is not None: predictions = model.predict(X) aris.append(adjusted_rand_score(y, predictions)) self.bic_ = bics if y is not None: self.ari_ = aris else: self.ari_ = None self.n_components_ = np.argmin(bics) + 1 self.model_ = models[np.argmin(bics)] return self