Example #1
0
// UpdateOne updates sufficient statistics using one observation.
func (g *Model) UpdateOne(o model.Obs, w float64) {

	glog.V(6).Infof("gaussian update, name:%s, obs:%v, weight:%e", g.ModelName, o, w)

	/* Update sufficient statistics. */
	obs, _, _ := model.ObsToF64(o)
	floatx.Apply(floatx.ScaleFunc(w), obs, g.tmpArray)
	floats.Add(g.Sumx, g.tmpArray)
	floatx.Sq(g.tmpArray, obs)
	floats.Scale(w, g.tmpArray)
	floats.Add(g.Sumxsq, g.tmpArray)
	g.NSamples += w
}
Example #2
0
// Estimate computes model parameters using sufficient statistics.
func (gmm *Model) UpdateOne(o model.Obs, w float64) {

	obs, _, _ := model.ObsToF64(o)
	maxProb := gmm.logProbInternal(obs, gmm.tmpProbs)
	gmm.Likelihood += maxProb
	floatx.Apply(floatx.AddScalarFunc(-maxProb+math.Log(w)), gmm.tmpProbs, nil)

	// Compute posterior probabilities.
	floatx.Exp(gmm.tmpProbs, gmm.tmpProbs)

	// Update posterior sum, needed to compute mixture weights.
	floats.Add(gmm.PosteriorSum, gmm.tmpProbs)

	// Update Gaussian components.
	for i, c := range gmm.Components {
		c.UpdateOne(o, gmm.tmpProbs[i])
	}

	// Count number of observations.
	gmm.NSamples += w
}