Gaussian mixture (GMM)
A Gaussian mixture model is a probabilistic model that assumes all the data points are generated from a mixture of a finite number of Gaussian distributions with unknown parameters.
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Note
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You could think of mixture models as generalizing k-means clustering to incorporate information about the covariance structure of the data as well as the centers of the latent Gaussians. |
Model
This algorithm represents a soft clustering model where each cluster is a Gaussian distribution with its own mean value and covariation matrix. Such a model can predict a cluster using the maximum likelihood principle.
It defines the labels by the following way:
KMeansModel mdl = trainer.fit(
ignite,
dataCache,
vectorizer
);
double clusterLabel = mdl.predict(inputVector);Trainer
GMM is a unsupervised learning algorithm. The GaussianMixture object implements the expectation-maximization (EM) algorithm for fitting mixture-of-Gaussian models. It can compute the Bayesian Information Criterion to assess the number of clusters in the data.
Presently, Ignite ML supports a few parameters for the GMM classification algorithm:
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`maxCountOfClusters ` - the number of possible clusters
-
`maxCountOfIterations ` - one stop criteria (the other one is epsilon)
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epsilon- delta of convergence(delta between old and new centroid’s values) -
countOfComponents- the number of components -
maxLikelihoodDivergence- maximum divergence between maximum of likelihood of vector in dataset and other for anomalies identification -
minElementsForNewCluster- minimum required anomalies in terms of maxLikelihoodDivergence for creating new cluster -
minClusterProbability- minimum cluster probability
// Set up the trainer
GmmTrainer trainer = new GmmTrainer(COUNT_OF_COMPONENTS);
// Build the model
GmmModel mdl = trainer
.withMaxCountIterations(MAX_COUNT_ITERATIONS)
.withMaxCountOfClusters(MAX_AMOUNT_OF_CLUSTERS)
.fit(ignite, dataCache, vectorizer);Example
To see how GMM clustering can be used in practice, try this example that is available on GitHub and delivered with every Apache Ignite distribution.
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