Source code for gemseo.mlearning.clustering.gaussian_mixture

# Copyright 2021 IRT Saint Exupéry,
# This program is free software; you can redistribute it and/or
# modify it under the terms of the GNU Lesser General Public
# License version 3 as published by the Free Software Foundation.
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# Lesser General Public License for more details.
# You should have received a copy of the GNU Lesser General Public License
# along with this program; if not, write to the Free Software Foundation,
# Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301, USA.
# Contributors:
#    INITIAL AUTHORS - initial API and implementation and/or initial
#                         documentation
#        :author: Syver Doving Agdestein
"""The Gaussian mixture algorithm for clustering.

The Gaussian mixture algorithm groups the data into clusters.
The number of clusters is fixed.
Each cluster :math:`i=1, \\cdots, k` is defined
by a mean :math:`\\mu_i` and a covariance matrix :math:`\\Sigma_i`.

The prediction of the cluster value of a point is simply the cluster
where the probability density of the Gaussian distribution
defined by the given mean and covariance matrix
is the highest:

.. math::

        \\operatorname{cluster}(x) =
            \\ \\mathcal{N}(x; \\mu_i, \\Sigma_i)

where :math:`\\mathcal{N}(x; \\mu_i, \\Sigma_i)` is the value
of the probability density function
of a Gaussian random variable :math:`X \\sim \\mathcal{N}(\\mu_i, \\Sigma_i)`
at the point :math:`x`
and :math:`\\|x-\\mu_i\\|_{\\Sigma_i^{-1}} =
\\sqrt{(x-\\mu_i)^T \\Sigma_i^{-1} (x-\\mu_i)}`
is the Mahalanobis distance between :math:`x`
and :math:`\\mu_i` weighted by :math:`\\Sigma_i`.
the probability of belonging to a cluster :math:`i=1, \\cdots, k`
may be determined through

.. math::

        \\mathbb{P}(x \\in C_i) = \\frac{\\mathcal{N}(x; \\mu_i, \\Sigma_i)}
            {\\sum_{j=1}^k \\mathcal{N}(x; \\mu_j, \\Sigma_j)},

where :math:`C_i = \\{x\\, | \\, \\operatorname{cluster}(x) = i \\}`.

When fitting the algorithm,
the cluster centers :math:`\\mu_i` and the covariance matrices :math:`\\Sigma_i`
are computed using the expectation-maximization algorithm.

This concept is implemented through the :class:`.GaussianMixture` class
which inherits from the :class:`.MLClusteringAlgo` class.

This clustering algorithm relies on the GaussianMixture class
of the `scikit-learn library <
from __future__ import annotations

from typing import ClassVar
from typing import Final
from typing import Iterable
from typing import NoReturn

from numpy import ndarray
from sklearn.mixture import GaussianMixture as SKLGaussianMixture

from gemseo.datasets.dataset import Dataset
from gemseo.mlearning.clustering.clustering import MLPredictiveClusteringAlgo
from gemseo.mlearning.core.ml_algo import TransformerType

[docs]class GaussianMixture(MLPredictiveClusteringAlgo): """The Gaussian mixture clustering algorithm.""" SHORT_ALGO_NAME: ClassVar[str] = "GMM" LIBRARY: Final[str] = "scikit-learn" def __init__( self, data: Dataset, transformer: TransformerType = MLPredictiveClusteringAlgo.IDENTITY, var_names: Iterable[str] | None = None, n_components: int = 5, **parameters: int | float | str | bool | None, ) -> None: """ Args: n_components: The number of components of the Gaussian mixture. """ super().__init__( data, transformer=transformer, var_names=var_names, n_components=n_components, **parameters, ) self.algo = SKLGaussianMixture(n_components, **parameters) def _fit( self, data: ndarray, ) -> NoReturn: self.labels = self.algo.predict(data) def _predict( self, data: ndarray, ) -> ndarray: return self.algo.predict(data) def _predict_proba_soft( self, data: ndarray, ) -> ndarray: return self.algo.predict_proba(data)