bnpy supports two kinds of mixture models: FiniteMixtureModel and DPMixtureModel.
The finite mixture has the following generative representation as an allocation model. There is a single top-level vector of cluster probabilities \(\pi_0\). Each data atom’s assignment is drawn i.i.d. according to the probabilities in this vector.
Here, \(\alpha_0 > 0\) is the uniform concentration parameter. TODO interpret.
The Dirichlet Process (DP) mixture has the following generative representation as an allocation model. It modifies the finite mixture by using the StickBreaking process to K active weights and a remainder weight, all inside $pi_0$.
If we take the limit as K grows to infinity, these two generative models are equivalent.
As usual, to train a hierarchical model whose allocation is done by FiniteMixtureModel,
>>> hmodel, Info = bnpy.Run(Data, 'FiniteMixtureModel', obsModelName, algName, **kwargs)
>>> # or
>>> hmodel, Info = bnpy.Run(Data, 'DPMixtureModel', obsModelName, algName, **kwargs)
Mixture models can apply to almost all data formats available in bnpy. Any data suitable for topic models or sequence models can also be fit with a basic mixture model.
The only formats that do not apply are those based on GraphData, which require the subclass of mixture models (TBD).
Currently, the practical differences are:
FiniteMixtureModel supports EM, VB, soVB, moVB
DPMixtureModel supports VB, soVB, and moVB.
with birth/merge/delete moves for moVB
EM (MAP) inference for the DPMixtureModel is possible, but just not implemented yet.
Given a dataset of interest Data (a DataObj
), and an hmodel (an instance of HModel
) properly initialized with K active clusters, we simply perform a local step.
>>> LP = hmodel.calc_local_params(Data)
>>> resp = LP['resp']
Here, resp is a 2D array of size N x K. Each entry resp[n, k] gives the probability that data atom n is assigned to cluster k under the posterior. Thus, each entry resp[n,k] must be a value within the interval [0,1]. The sum of every row must equal one.
>>> assert resp[n, k] >= 0.0
>>> assert resp[n, k] <= 1.0
>>> assert np.allclose(np.sum(resp[n,:]), 1.0)
To convert to hard assignments
>>> Z = resp.argmax(axis=1)
Here, Z is a 1D array of size N, where entry Z[n] is an integer in the set {0, 1, 2, … K-1, K}.
>>> pi0 = hmodel.allocModel.get_active_cluster_probs()
>>> assert pi0.ndim == 1
>>> assert pi0.size == hmodel.allocModel.K
For a global update, mixture models require only one sufficient statistic: an expected count value for each cluster k. This value gives the expected number of data atoms assigned to k throughout the dataset.
Expected assignments to state k across all data items.
>>> LP = hmodel.calc_local_params(Data)
>>> SS = hmodel.get_global_suff_stats(Data, LP)
>>> Nvec = SS.N # or SS.getCountVec()
>>> assert Nvec.size == hmodel.allocModel.K
[ ... TODO ... ]
To compute the ELBO, mixture models require only one non-linear summary statistic: the entropy of the learned assignment parameters resp.
You can compute this by enabling the correct keyword flag when calling the summary step function.
>>> LP = hmodel.calc_local_params(Data)
>>> SS = hmodel.get_global_suff_stats(Data, LP, doPrecompEntropy=1)
>>> Hresp = SS.getELBOTerm('Hresp')
>>> assert Hresp.ndim == 1
>>> assert Hresp.size == SS.K
[ ... TODO ... ]