DASPy-toolbox 1.0.0__py3-none-any.whl

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Files changed (49) hide show
  1. DASPy_toolbox-1.0.0.dist-info/LICENSE.txt +1 -0
  2. DASPy_toolbox-1.0.0.dist-info/METADATA +85 -0
  3. DASPy_toolbox-1.0.0.dist-info/RECORD +49 -0
  4. DASPy_toolbox-1.0.0.dist-info/WHEEL +5 -0
  5. DASPy_toolbox-1.0.0.dist-info/entry_points.txt +2 -0
  6. DASPy_toolbox-1.0.0.dist-info/top_level.txt +1 -0
  7. daspy/__init__.py +4 -0
  8. daspy/advanced_tools/__init__.py +0 -0
  9. daspy/advanced_tools/channel.py +354 -0
  10. daspy/advanced_tools/decomposition.py +165 -0
  11. daspy/advanced_tools/denoising.py +276 -0
  12. daspy/advanced_tools/fdct.py +789 -0
  13. daspy/advanced_tools/strain2vel.py +245 -0
  14. daspy/basic_tools/__init__.py +0 -0
  15. daspy/basic_tools/filter.py +257 -0
  16. daspy/basic_tools/freqattributes.py +117 -0
  17. daspy/basic_tools/preprocessing.py +238 -0
  18. daspy/basic_tools/visualization.py +186 -0
  19. daspy/core/__init__.py +4 -0
  20. daspy/core/collection.py +279 -0
  21. daspy/core/dasdatetime.py +72 -0
  22. daspy/core/example.pkl +0 -0
  23. daspy/core/make_example.py +32 -0
  24. daspy/core/read.py +544 -0
  25. daspy/core/section.py +1319 -0
  26. daspy/core/write.py +282 -0
  27. daspy/seismic_detection/__init__.py +1 -0
  28. daspy/seismic_detection/calc_travel_time.py +23 -0
  29. daspy/seismic_detection/core.py +119 -0
  30. daspy/seismic_detection/detection.py +12 -0
  31. daspy/seismic_detection/gamma/__init__.py +13 -0
  32. daspy/seismic_detection/gamma/_base.py +549 -0
  33. daspy/seismic_detection/gamma/_bayesian_mixture.py +875 -0
  34. daspy/seismic_detection/gamma/_gaussian_mixture.py +866 -0
  35. daspy/seismic_detection/gamma/app.py +192 -0
  36. daspy/seismic_detection/gamma/seismic_ops.py +478 -0
  37. daspy/seismic_detection/gamma/utils.py +512 -0
  38. daspy/seismic_detection/location.py +266 -0
  39. daspy/seismic_detection/magnitude.py +43 -0
  40. daspy/seismic_detection/phase_picking.py +67 -0
  41. daspy/structure_imaging/__init__.py +0 -0
  42. daspy/structure_imaging/ambient_noise.py +4 -0
  43. daspy/structure_imaging/dispersion.py +27 -0
  44. daspy/structure_imaging/fault_zone.py +59 -0
  45. daspy/structure_imaging/inversion.py +6 -0
  46. daspy/traffic_monitoring/JamDetection.py +6 -0
  47. daspy/traffic_monitoring/SpeedMeasurement.py +6 -0
  48. daspy/traffic_monitoring/VehicleDetection.py +6 -0
  49. daspy/traffic_monitoring/__init__.py +0 -0
@@ -0,0 +1,866 @@
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+ """Gaussian Mixture Model."""
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+
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+ # Author: Wei Xue <xuewei4d@gmail.com>
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+ # Modified by Thierry Guillemot <thierry.guillemot.work@gmail.com>
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+ # License: BSD 3 clause
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+
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+ import numpy as np
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+ from scipy import linalg
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+ from sklearn.utils import check_array
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+ from sklearn.utils.extmath import row_norms
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+ from sklearn.utils.validation import _deprecate_positional_args
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+
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+ from .seismic_ops import *
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+ from ._base import BaseMixture, _check_shape
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+
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+ ###############################################################################
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+ # Gaussian mixture shape checkers used by the GaussianMixture class
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+
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+ def _check_weights(weights, n_components):
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+ """Check the user provided 'weights'.
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+
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+ Parameters
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+ ----------
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+ weights : array-like of shape (n_components,)
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+ The proportions of components of each mixture.
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+
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+ n_components : int
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+ Number of components.
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+
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+ Returns
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+ -------
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+ weights : array, shape (n_components,)
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+ """
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+ weights = check_array(weights, dtype=[np.float64, np.float32],
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+ ensure_2d=False)
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+ _check_shape(weights, (n_components,), 'weights')
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+
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+ # check range
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+ if (any(np.less(weights, 0.)) or
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+ any(np.greater(weights, 1.))):
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+ raise ValueError("The parameter 'weights' should be in the range "
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+ "[0, 1], but got max value %.5f, min value %.5f"
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+ % (np.min(weights), np.max(weights)))
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+
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+ # check normalization
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+ if not np.allclose(np.abs(1. - np.sum(weights)), 0.):
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+ raise ValueError("The parameter 'weights' should be normalized, "
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+ "but got sum(weights) = %.5f" % np.sum(weights))
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+ return weights
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+
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+
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+ def _check_means(means, n_components, n_samples, n_features):
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+ """Validate the provided 'means'.
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+
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+ Parameters
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+ ----------
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+ means : array-like of shape (n_components, n_features)
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+ The centers of the current components.
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+
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+ n_components : int
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+ Number of components.
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+
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+ n_features : int
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+ Number of features.
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+
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+ Returns
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+ -------
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+ means : array, (n_components, n_features)
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+ """
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+ means = check_array(means, dtype=[np.float64, np.float64, np.float32], ensure_2d=False)
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+ _check_shape(means, (n_components, n_samples, n_features), 'means')
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+ return means
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+
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+
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+ def _check_precision_positivity(precision, covariance_type):
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+ """Check a precision vector is positive-definite."""
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+ if np.any(np.less_equal(precision, 0.0)):
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+ raise ValueError("'%s precision' should be "
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+ "positive" % covariance_type)
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+
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+
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+ def _check_precision_matrix(precision, covariance_type):
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+ """Check a precision matrix is symmetric and positive-definite."""
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+ if not (np.allclose(precision, precision.T) and
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+ np.all(linalg.eigvalsh(precision) > 0.)):
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+ raise ValueError("'%s precision' should be symmetric, "
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+ "positive-definite" % covariance_type)
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+
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+
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+ def _check_precisions_full(precisions, covariance_type):
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+ """Check the precision matrices are symmetric and positive-definite."""
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+ for prec in precisions:
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+ _check_precision_matrix(prec, covariance_type)
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+
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+
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+ def _check_precisions(precisions, covariance_type, n_components, n_features):
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+ """Validate user provided precisions.
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+
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+ Parameters
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+ ----------
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+ precisions : array-like
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+ 'full' : shape of (n_components, n_features, n_features)
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+ 'tied' : shape of (n_features, n_features)
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+ 'diag' : shape of (n_components, n_features)
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+ 'spherical' : shape of (n_components,)
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+
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+ covariance_type : string
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+
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+ n_components : int
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+ Number of components.
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+
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+ n_features : int
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+ Number of features.
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+
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+ Returns
116
+ -------
117
+ precisions : array
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+ """
119
+ precisions = check_array(precisions, dtype=[np.float64, np.float32],
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+ ensure_2d=False,
121
+ allow_nd=covariance_type == 'full')
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+
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+ precisions_shape = {'full': (n_components, n_features, n_features),
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+ 'tied': (n_features, n_features),
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+ 'diag': (n_components, n_features),
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+ 'spherical': (n_components,)}
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+ _check_shape(precisions, precisions_shape[covariance_type],
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+ '%s precision' % covariance_type)
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+
130
+ _check_precisions = {'full': _check_precisions_full,
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+ 'tied': _check_precision_matrix,
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+ 'diag': _check_precision_positivity,
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+ 'spherical': _check_precision_positivity}
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+ _check_precisions[covariance_type](precisions, covariance_type)
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+ return precisions
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+
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+
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+ ###############################################################################
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+ # Gaussian mixture parameters estimators (used by the M-Step)
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+
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+ def _estimate_gaussian_covariances_full(resp, X, nk, means, reg_covar):
142
+ """Estimate the full covariance matrices.
143
+
144
+ Parameters
145
+ ----------
146
+ resp : array-like of shape (n_samples, n_components)
147
+
148
+ X : array-like of shape (n_samples, n_features)
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+
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+ nk : array-like of shape (n_components,)
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+
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+ means : array-like of shape (n_components, n_features)
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+
154
+ reg_covar : float
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+
156
+ Returns
157
+ -------
158
+ covariances : array, shape (n_components, n_features, n_features)
159
+ The covariance matrix of the current components.
160
+ """
161
+ n_components, _, n_features = means.shape
162
+ covariances = np.empty((n_components, n_features, n_features))
163
+ for k in range(n_components):
164
+ diff = X - means[k]
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+ covariances[k] = np.dot(resp[:, k] * diff.T, diff) / nk[k]
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+ covariances[k].flat[::n_features + 1] += reg_covar
167
+ return covariances
168
+
169
+
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+ def _estimate_gaussian_covariances_tied(resp, X, nk, means, reg_covar):
171
+ """Estimate the tied covariance matrix.
172
+
173
+ Parameters
174
+ ----------
175
+ resp : array-like of shape (n_samples, n_components)
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+
177
+ X : array-like of shape (n_samples, n_features)
178
+
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+ nk : array-like of shape (n_components,)
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+
181
+ means : array-like of shape (n_components, n_features)
182
+
183
+ reg_covar : float
184
+
185
+ Returns
186
+ -------
187
+ covariance : array, shape (n_features, n_features)
188
+ The tied covariance matrix of the components.
189
+ """
190
+ avg_X2 = np.dot(X.T, X)
191
+ avg_means2 = np.dot(nk * means.T, means)
192
+ covariance = avg_X2 - avg_means2
193
+ covariance /= nk.sum()
194
+ covariance.flat[::len(covariance) + 1] += reg_covar
195
+ return covariance
196
+
197
+
198
+ def _estimate_gaussian_covariances_diag(resp, X, nk, means, reg_covar):
199
+ """Estimate the diagonal covariance vectors.
200
+
201
+ Parameters
202
+ ----------
203
+ responsibilities : array-like of shape (n_samples, n_components)
204
+
205
+ X : array-like of shape (n_samples, n_features)
206
+
207
+ nk : array-like of shape (n_components,)
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+
209
+ means : array-like of shape (n_components, n_features)
210
+
211
+ reg_covar : float
212
+
213
+ Returns
214
+ -------
215
+ covariances : array, shape (n_components, n_features)
216
+ The covariance vector of the current components.
217
+ """
218
+ avg_X2 = np.dot(resp.T, X * X) / nk[:, np.newaxis]
219
+ avg_means2 = means ** 2
220
+ avg_X_means = means * np.dot(resp.T, X) / nk[:, np.newaxis]
221
+ return avg_X2 - 2 * avg_X_means + avg_means2 + reg_covar
222
+
223
+ # n_components, _, n_features = means.shape
224
+ # covariances = np.empty((n_components, n_features))
225
+ # for k in range(n_components):
226
+ # diff = X - means[k]
227
+ # covariances[k] = np.diag(np.dot(resp[:, k] * diff.T, diff)) / nk[k]
228
+ # covariances[k] += reg_covar
229
+ # return covariances
230
+
231
+ def _estimate_gaussian_covariances_spherical(resp, X, nk, means, reg_covar):
232
+ """Estimate the spherical variance values.
233
+
234
+ Parameters
235
+ ----------
236
+ responsibilities : array-like of shape (n_samples, n_components)
237
+
238
+ X : array-like of shape (n_samples, n_features)
239
+
240
+ nk : array-like of shape (n_components,)
241
+
242
+ means : array-like of shape (n_components, n_features)
243
+
244
+ reg_covar : float
245
+
246
+ Returns
247
+ -------
248
+ variances : array, shape (n_components,)
249
+ The variance values of each components.
250
+ """
251
+ return _estimate_gaussian_covariances_diag(resp, X, nk,
252
+ means, reg_covar).mean(1)
253
+
254
+
255
+
256
+
257
+
258
+ def _estimate_gaussian_parameters(X, resp, reg_covar, covariance_type, station_locs, phase_type,
259
+ vel={"p":6.0, "s":6.0/1.75}, loss_type="l2", centers_prev=None, bounds=None, eikonal=None):
260
+ """Estimate the Gaussian distribution parameters.
261
+
262
+ Parameters
263
+ ----------
264
+ X : array-like of shape (n_samples, n_features)
265
+ The input data array.
266
+
267
+ resp : array-like of shape (n_samples, n_components)
268
+ The responsibilities for each data sample in X.
269
+
270
+ reg_covar : float
271
+ The regularization added to the diagonal of the covariance matrices.
272
+
273
+ covariance_type : {'full', 'tied', 'diag', 'spherical'}
274
+ The type of precision matrices.
275
+
276
+ centers_prev: (stations(x, y, ...), time, amp, ...)
277
+
278
+ Returns
279
+ -------
280
+ nk : array-like of shape (n_components,)
281
+ The numbers of data samples in the current components.
282
+
283
+ means : array-like of shape (n_components, n_features)
284
+ The centers of the current components.
285
+
286
+ covariances : array-like
287
+ The covariance matrix of the current components.
288
+ The shape depends of the covariance_type.
289
+ """
290
+ nk = resp.sum(axis=0) + 10 * np.finfo(resp.dtype).eps
291
+ # means = np.dot(resp.T, X) / nk[:, np.newaxis]
292
+ # means = np.tile(means, [X.shape[0],1,1]).transpose((1,0,2))
293
+ n_features = X.shape[1]
294
+
295
+ if centers_prev is None:
296
+ centers_prev = np.dot(resp.T, np.hstack([station_locs, X])) / nk[:, np.newaxis]
297
+ centers = np.zeros_like(centers_prev) #x, y, z, t, amp, ...
298
+
299
+ for i in range(len(centers_prev)):
300
+ if n_features == 1:
301
+ loc, loss = calc_loc(X[:,:1], phase_type, station_locs, resp[:, i:i+1], centers_prev[i:i+1, :], vel=vel, bounds=bounds, eikonal=eikonal)
302
+ centers[i:i+1, :] = loc
303
+ elif n_features == 2:
304
+ loc, loss = calc_loc(X[:,:1], phase_type, station_locs, resp[:, i:i+1], centers_prev[i:i+1, :-1], vel=vel, bounds=bounds, eikonal=eikonal)
305
+ centers[i:i+1, :-1] = loc
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+ centers[i:i+1, -1:] = calc_mag(X[:,1:2], centers[i:i+1,:-1], station_locs, resp[:,i:i+1])
307
+ else:
308
+ raise ValueError(f"n_features = {n_features} > 2!")
309
+
310
+ means = np.zeros([resp.shape[1], X.shape[0], X.shape[1]])
311
+ for i in range(len(centers)):
312
+ if n_features == 1:
313
+ means[i, :, :] = calc_time(centers[i:i+1, :], station_locs, phase_type, vel=vel, eikonal=eikonal)
314
+ elif n_features == 2:
315
+ means[i, :, 0:1] = calc_time(centers[i:i+1, :-1], station_locs, phase_type, vel=vel, eikonal=eikonal)
316
+ means[i, :, 1:2] = calc_amp(centers[i:i+1, -1:], centers[i:i+1, :-1], station_locs)
317
+ else:
318
+ raise ValueError(f"n_features = {n_features} > 2!")
319
+
320
+ covariances = {"full": _estimate_gaussian_covariances_full,
321
+ "tied": _estimate_gaussian_covariances_tied,
322
+ "diag": _estimate_gaussian_covariances_diag,
323
+ "spherical": _estimate_gaussian_covariances_spherical
324
+ }[covariance_type](resp, X, nk, means, reg_covar)
325
+
326
+ return nk, means, covariances, centers
327
+
328
+
329
+ def _compute_precision_cholesky(covariances, covariance_type, max_covar=None):
330
+ """Compute the Cholesky decomposition of the precisions.
331
+
332
+ Parameters
333
+ ----------
334
+ covariances : array-like
335
+ The covariance matrix of the current components.
336
+ The shape depends of the covariance_type.
337
+
338
+ covariance_type : {'full', 'tied', 'diag', 'spherical'}
339
+ The type of precision matrices.
340
+
341
+ Returns
342
+ -------
343
+ precisions_cholesky : array-like
344
+ The cholesky decomposition of sample precisions of the current
345
+ components. The shape depends of the covariance_type.
346
+ """
347
+ estimate_precision_error_message = (
348
+ "Fitting the mixture model failed because some components have "
349
+ "ill-defined empirical covariance (for instance caused by singleton "
350
+ "or collapsed samples). Try to decrease the number of components, "
351
+ "or increase reg_covar.")
352
+
353
+ if covariance_type == 'full':
354
+ n_components, n_features, _ = covariances.shape
355
+ precisions_chol = np.empty((n_components, n_features, n_features))
356
+ for k, covariance in enumerate(covariances):
357
+ try:
358
+ cov_chol = linalg.cholesky(covariance, lower=True)
359
+ except linalg.LinAlgError:
360
+ raise ValueError(estimate_precision_error_message)
361
+ precisions_chol[k] = linalg.solve_triangular(cov_chol,
362
+ np.eye(n_features),
363
+ lower=True).T
364
+ elif covariance_type == 'tied':
365
+ _, n_features = covariances.shape
366
+ try:
367
+ cov_chol = linalg.cholesky(covariances, lower=True)
368
+ except linalg.LinAlgError:
369
+ raise ValueError(estimate_precision_error_message)
370
+ precisions_chol = linalg.solve_triangular(cov_chol, np.eye(n_features),
371
+ lower=True).T
372
+ else:
373
+ if np.any(np.less_equal(covariances, 0.0)):
374
+ raise ValueError(estimate_precision_error_message)
375
+ precisions_chol = 1. / np.sqrt(covariances)
376
+
377
+ if max_covar is not None:
378
+ non_zero = (np.abs(precisions_chol) != 0.0)
379
+ precisions_chol[non_zero] = 1.0/(np.sqrt(max_covar) * np.tanh(1.0/precisions_chol[non_zero]/np.sqrt(max_covar)))
380
+ precisions_chol[~non_zero] = 1.0/np.sqrt(max_covar)
381
+
382
+ return precisions_chol
383
+
384
+
385
+ ###############################################################################
386
+ # Gaussian mixture probability estimators
387
+ def _compute_log_det_cholesky(matrix_chol, covariance_type, n_features):
388
+ """Compute the log-det of the cholesky decomposition of matrices.
389
+
390
+ Parameters
391
+ ----------
392
+ matrix_chol : array-like
393
+ Cholesky decompositions of the matrices.
394
+ 'full' : shape of (n_components, n_features, n_features)
395
+ 'tied' : shape of (n_features, n_features)
396
+ 'diag' : shape of (n_components, n_features)
397
+ 'spherical' : shape of (n_components,)
398
+
399
+ covariance_type : {'full', 'tied', 'diag', 'spherical'}
400
+
401
+ n_features : int
402
+ Number of features.
403
+
404
+ Returns
405
+ -------
406
+ log_det_precision_chol : array-like of shape (n_components,)
407
+ The determinant of the precision matrix for each component.
408
+ """
409
+ if covariance_type == 'full':
410
+ n_components, _, _ = matrix_chol.shape
411
+ log_det_chol = (np.sum(np.log(
412
+ matrix_chol.reshape(
413
+ n_components, -1)[:, ::n_features + 1]), 1))
414
+
415
+ elif covariance_type == 'tied':
416
+ log_det_chol = (np.sum(np.log(np.diag(matrix_chol))))
417
+
418
+ elif covariance_type == 'diag':
419
+ log_det_chol = (np.sum(np.log(matrix_chol), axis=1))
420
+
421
+ else:
422
+ log_det_chol = n_features * (np.log(matrix_chol))
423
+
424
+ return log_det_chol
425
+
426
+
427
+ def _estimate_log_gaussian_prob(X, means, precisions_chol, covariance_type):
428
+ """Estimate the log Gaussian probability.
429
+
430
+ Parameters
431
+ ----------
432
+ X : array-like of shape (n_samples, n_features)
433
+
434
+ means : array-like of shape (n_components, n_features)
435
+
436
+ precisions_chol : array-like
437
+ Cholesky decompositions of the precision matrices.
438
+ 'full' : shape of (n_components, n_features, n_features)
439
+ 'tied' : shape of (n_features, n_features)
440
+ 'diag' : shape of (n_components, n_features)
441
+ 'spherical' : shape of (n_components,)
442
+
443
+ covariance_type : {'full', 'tied', 'diag', 'spherical'}
444
+
445
+ Returns
446
+ -------
447
+ log_prob : array, shape (n_samples, n_components)
448
+ """
449
+ n_samples, n_features = X.shape
450
+ n_components, _, _ = means.shape
451
+ # det(precision_chol) is half of det(precision)
452
+ log_det = _compute_log_det_cholesky(
453
+ precisions_chol, covariance_type, n_features)
454
+
455
+ if covariance_type == 'full':
456
+ log_prob = np.empty((n_samples, n_components))
457
+ for k, (mu, prec_chol) in enumerate(zip(means, precisions_chol)):
458
+ y = np.dot(X, prec_chol) - np.dot(mu, prec_chol)
459
+ log_prob[:, k] = np.sum(np.square(y), axis=1)
460
+
461
+ elif covariance_type == 'tied':
462
+ log_prob = np.empty((n_samples, n_components))
463
+ for k, mu in enumerate(means):
464
+ y = np.dot(X, precisions_chol) - np.dot(mu, precisions_chol)
465
+ log_prob[:, k] = np.sum(np.square(y), axis=1)
466
+
467
+ elif covariance_type == 'diag':
468
+ precisions = precisions_chol ** 2
469
+ log_prob = (np.sum((means ** 2 * precisions), 1) -
470
+ 2. * np.dot(X, (means * precisions).T) +
471
+ np.dot(X ** 2, precisions.T))
472
+ # log_prob = np.empty((n_samples, n_components))
473
+ # for k, (mu, prec_chol) in enumerate(zip(means, precisions_chol)):
474
+ # y = np.dot(X, prec_chol) - np.dot(mu, prec_chol)
475
+ # log_prob[:, k] = np.square(y)
476
+
477
+ elif covariance_type == 'spherical':
478
+ precisions = precisions_chol ** 2
479
+ log_prob = (np.sum(means ** 2, 1) * precisions -
480
+ 2 * np.dot(X, means.T * precisions) +
481
+ np.outer(row_norms(X, squared=True), precisions))
482
+ return -.5 * (n_features * np.log(2 * np.pi) + log_prob) + log_det
483
+
484
+
485
+ class GaussianMixture(BaseMixture):
486
+ """Gaussian Mixture.
487
+
488
+ Representation of a Gaussian mixture model probability distribution.
489
+ This class allows to estimate the parameters of a Gaussian mixture
490
+ distribution.
491
+
492
+ Read more in the :ref:`User Guide <gmm>`.
493
+
494
+ .. versionadded:: 0.18
495
+
496
+ Parameters
497
+ ----------
498
+ n_components : int, default=1
499
+ The number of mixture components.
500
+
501
+ covariance_type : {'full', 'tied', 'diag', 'spherical'}, default='full'
502
+ String describing the type of covariance parameters to use.
503
+ Must be one of:
504
+
505
+ 'full'
506
+ each component has its own general covariance matrix
507
+ 'tied'
508
+ all components share the same general covariance matrix
509
+ 'diag'
510
+ each component has its own diagonal covariance matrix
511
+ 'spherical'
512
+ each component has its own single variance
513
+
514
+ tol : float, default=1e-3
515
+ The convergence threshold. EM iterations will stop when the
516
+ lower bound average gain is below this threshold.
517
+
518
+ reg_covar : float, default=1e-6
519
+ Non-negative regularization added to the diagonal of covariance.
520
+ Allows to assure that the covariance matrices are all positive.
521
+
522
+ max_iter : int, default=100
523
+ The number of EM iterations to perform.
524
+
525
+ n_init : int, default=1
526
+ The number of initializations to perform. The best results are kept.
527
+
528
+ init_params : {'kmeans', 'random'}, default='kmeans'
529
+ The method used to initialize the weights, the means and the
530
+ precisions.
531
+ Must be one of::
532
+
533
+ 'kmeans' : responsibilities are initialized using kmeans.
534
+ 'random' : responsibilities are initialized randomly.
535
+
536
+ weights_init : array-like of shape (n_components, ), default=None
537
+ The user-provided initial weights.
538
+ If it is None, weights are initialized using the `init_params` method.
539
+
540
+ means_init : array-like of shape (n_components, n_features), default=None
541
+ The user-provided initial means,
542
+ If it is None, means are initialized using the `init_params` method.
543
+
544
+ precisions_init : array-like, default=None
545
+ The user-provided initial precisions (inverse of the covariance
546
+ matrices).
547
+ If it is None, precisions are initialized using the 'init_params'
548
+ method.
549
+ The shape depends on 'covariance_type'::
550
+
551
+ (n_components,) if 'spherical',
552
+ (n_features, n_features) if 'tied',
553
+ (n_components, n_features) if 'diag',
554
+ (n_components, n_features, n_features) if 'full'
555
+
556
+ random_state : int, RandomState instance or None, default=None
557
+ Controls the random seed given to the method chosen to initialize the
558
+ parameters (see `init_params`).
559
+ In addition, it controls the generation of random samples from the
560
+ fitted distribution (see the method `sample`).
561
+ Pass an int for reproducible output across multiple function calls.
562
+ See :term:`Glossary <random_state>`.
563
+
564
+ warm_start : bool, default=False
565
+ If 'warm_start' is True, the solution of the last fitting is used as
566
+ initialization for the next call of fit(). This can speed up
567
+ convergence when fit is called several times on similar problems.
568
+ In that case, 'n_init' is ignored and only a single initialization
569
+ occurs upon the first call.
570
+ See :term:`the Glossary <warm_start>`.
571
+
572
+ verbose : int, default=0
573
+ Enable verbose output. If 1 then it prints the current
574
+ initialization and each iteration step. If greater than 1 then
575
+ it prints also the log probability and the time needed
576
+ for each step.
577
+
578
+ verbose_interval : int, default=10
579
+ Number of iteration done before the next print.
580
+
581
+ Attributes
582
+ ----------
583
+ weights_ : array-like of shape (n_components,)
584
+ The weights of each mixture components.
585
+
586
+ means_ : array-like of shape (n_components, n_features)
587
+ The mean of each mixture component.
588
+
589
+ covariances_ : array-like
590
+ The covariance of each mixture component.
591
+ The shape depends on `covariance_type`::
592
+
593
+ (n_components,) if 'spherical',
594
+ (n_features, n_features) if 'tied',
595
+ (n_components, n_features) if 'diag',
596
+ (n_components, n_features, n_features) if 'full'
597
+
598
+ precisions_ : array-like
599
+ The precision matrices for each component in the mixture. A precision
600
+ matrix is the inverse of a covariance matrix. A covariance matrix is
601
+ symmetric positive definite so the mixture of Gaussian can be
602
+ equivalently parameterized by the precision matrices. Storing the
603
+ precision matrices instead of the covariance matrices makes it more
604
+ efficient to compute the log-likelihood of new samples at test time.
605
+ The shape depends on `covariance_type`::
606
+
607
+ (n_components,) if 'spherical',
608
+ (n_features, n_features) if 'tied',
609
+ (n_components, n_features) if 'diag',
610
+ (n_components, n_features, n_features) if 'full'
611
+
612
+ precisions_cholesky_ : array-like
613
+ The cholesky decomposition of the precision matrices of each mixture
614
+ component. A precision matrix is the inverse of a covariance matrix.
615
+ A covariance matrix is symmetric positive definite so the mixture of
616
+ Gaussian can be equivalently parameterized by the precision matrices.
617
+ Storing the precision matrices instead of the covariance matrices makes
618
+ it more efficient to compute the log-likelihood of new samples at test
619
+ time. The shape depends on `covariance_type`::
620
+
621
+ (n_components,) if 'spherical',
622
+ (n_features, n_features) if 'tied',
623
+ (n_components, n_features) if 'diag',
624
+ (n_components, n_features, n_features) if 'full'
625
+
626
+ converged_ : bool
627
+ True when convergence was reached in fit(), False otherwise.
628
+
629
+ n_iter_ : int
630
+ Number of step used by the best fit of EM to reach the convergence.
631
+
632
+ lower_bound_ : float
633
+ Lower bound value on the log-likelihood (of the training data with
634
+ respect to the model) of the best fit of EM.
635
+
636
+ Examples
637
+ --------
638
+ >>> import numpy as np
639
+ >>> from sklearn.mixture import GaussianMixture
640
+ >>> X = np.array([[1, 2], [1, 4], [1, 0], [10, 2], [10, 4], [10, 0]])
641
+ >>> gm = GaussianMixture(n_components=2, random_state=0).fit(X)
642
+ >>> gm.means_
643
+ array([[10., 2.],
644
+ [ 1., 2.]])
645
+ >>> gm.predict([[0, 0], [12, 3]])
646
+ array([1, 0])
647
+
648
+ See Also
649
+ --------
650
+ BayesianGaussianMixture : Gaussian mixture model fit with a variational
651
+ inference.
652
+ """
653
+ @_deprecate_positional_args
654
+ def __init__(self, n_components=1, *, covariance_type='full', tol=1e-3,
655
+ reg_covar=1e-6, max_iter=100, n_init=1, init_params='kmeans',
656
+ weights_init=None, means_init=None, precisions_init=None, centers_init=None,
657
+ random_state=None, warm_start=False,
658
+ station_locs=None, phase_type=None, phase_weight=None,
659
+ vel={"p":6.0, "s":6.0/1.75}, eikonal=None,
660
+ dummy_comp=False, dummy_prob=0.01, dummy_quantile=0.1,
661
+ loss_type="l1", bounds=None, max_covar=None,
662
+ verbose=0, verbose_interval=10):
663
+ super().__init__(
664
+ n_components=n_components, tol=tol, reg_covar=reg_covar,
665
+ max_iter=max_iter, n_init=n_init, init_params=init_params,
666
+ random_state=random_state, warm_start=warm_start,
667
+ dummy_comp=dummy_comp, dummy_prob=dummy_prob, dummy_quantile=dummy_quantile,
668
+ verbose=verbose, verbose_interval=verbose_interval)
669
+
670
+ self.covariance_type = covariance_type
671
+ self.weights_init = weights_init
672
+ self.means_init = means_init
673
+ self.precisions_init = precisions_init
674
+ self.centers_init = centers_init
675
+ if station_locs is None:
676
+ raise("Missing: station_locs")
677
+ if phase_type is None:
678
+ raise("Missing: phase_type")
679
+ if phase_weight is None:
680
+ phase_weight = np.ones([len(phase_type),1])
681
+ self.vel = vel
682
+ self.station_locs = station_locs
683
+ self.phase_type = np.squeeze(phase_type)
684
+ self.phase_weight = np.squeeze(phase_weight)
685
+ self.loss_type = loss_type
686
+ self.bounds = bounds
687
+ self.max_covar = max_covar
688
+ self.eikonal = eikonal
689
+
690
+ def _check_parameters(self, X):
691
+ """Check the Gaussian mixture parameters are well defined."""
692
+ n_samples, n_features = X.shape
693
+ if self.covariance_type not in ['spherical', 'tied', 'diag', 'full']:
694
+ raise ValueError("Invalid value for 'covariance_type': %s "
695
+ "'covariance_type' should be in "
696
+ "['spherical', 'tied', 'diag', 'full']"
697
+ % self.covariance_type)
698
+
699
+ if self.weights_init is not None:
700
+ self.weights_init = _check_weights(self.weights_init,
701
+ self.n_components)
702
+
703
+ if self.means_init is not None:
704
+ self.means_init = _check_means(self.means_init,
705
+ self.n_components, n_features)
706
+
707
+ if self.precisions_init is not None:
708
+ self.precisions_init = _check_precisions(self.precisions_init,
709
+ self.covariance_type,
710
+ self.n_components,
711
+ n_features)
712
+
713
+ if n_features > 2:
714
+ raise ValueError(f"n_features = {n_features} > 2! Only support 2 features (time, amplitude)")
715
+ assert(self.covariance_type=='full')
716
+ assert(self.station_locs.shape[0] == n_samples)
717
+ assert(self.loss_type in ["l1", "l2"])
718
+ _check_shape(self.phase_type, (n_samples, ), 'phase_type')
719
+ _check_shape(self.phase_weight, (n_samples, ), 'phase_type')
720
+ if self.init_params == "centers":
721
+ assert(self.centers_init is not None)
722
+ # if self.centers_init is not None:
723
+ # _check_shape(self.centers_init, (self.n_components, self.station_locs.shape[1] + n_features), 'centers_init')
724
+
725
+
726
+ def _initialize(self, X, resp):
727
+ """Initialization of the Gaussian mixture parameters.
728
+
729
+ Parameters
730
+ ----------
731
+ X : array-like of shape (n_samples, n_features)
732
+
733
+ resp : array-like of shape (n_samples, n_components)
734
+ """
735
+ n_samples, _ = X.shape
736
+
737
+ weights, means, covariances, centers = _estimate_gaussian_parameters(
738
+ X, resp, self.reg_covar, self.covariance_type,
739
+ self.station_locs, self.phase_type, vel=self.vel, loss_type=self.loss_type,
740
+ centers_prev=self.centers_init, bounds=self.bounds, eikonal=self.eikonal)
741
+ weights /= n_samples
742
+
743
+ # self.weights_ = (weights if self.weights_init is None else self.weights_init)
744
+ # self.means_ = (means if self.means_init is None else self.means_init)
745
+ # self.centers_ = (centers if self.centers_init is None else self.centers_init)
746
+ self.weights_ = weights
747
+ self.means_ = means
748
+ self.centers_ = centers
749
+
750
+ if self.precisions_init is None:
751
+ self.covariances_ = covariances
752
+ self.precisions_cholesky_ = _compute_precision_cholesky(
753
+ covariances, self.covariance_type, self.max_covar)
754
+ elif self.covariance_type == 'full':
755
+ self.precisions_cholesky_ = np.array(
756
+ [linalg.cholesky(prec_init, lower=True)
757
+ for prec_init in self.precisions_init])
758
+ elif self.covariance_type == 'tied':
759
+ self.precisions_cholesky_ = linalg.cholesky(self.precisions_init,
760
+ lower=True)
761
+ else:
762
+ self.precisions_cholesky_ = self.precisions_init
763
+
764
+ def _m_step(self, X, log_resp):
765
+ """M step.
766
+
767
+ Parameters
768
+ ----------
769
+ X : array-like of shape (n_samples, n_features)
770
+
771
+ log_resp : array-like of shape (n_samples, n_components)
772
+ Logarithm of the posterior probabilities (or responsibilities) of
773
+ the point of each sample in X.
774
+ """
775
+ n_samples, _ = X.shape
776
+ self.weights_, self.means_, self.covariances_, self.centers_ = (
777
+ _estimate_gaussian_parameters(
778
+ X, np.exp(log_resp), self.reg_covar, self.covariance_type,
779
+ self.station_locs, self.phase_type, vel=self.vel, loss_type=self.loss_type,
780
+ centers_prev=self.centers_, bounds=self.bounds, eikonal=self.eikonal))
781
+ self.weights_ /= n_samples
782
+ self.precisions_cholesky_ = _compute_precision_cholesky(
783
+ self.covariances_, self.covariance_type, self.max_covar)
784
+
785
+ def _estimate_log_prob(self, X):
786
+ prob = _estimate_log_gaussian_prob(X, self.means_, self.precisions_cholesky_, self.covariance_type)
787
+ if self.dummy_comp:
788
+ # print(np.quantile(np.max(prob[:,:-1], axis=1), self.dummy_quantile), np.log(self.dummy_prob))
789
+ prob[:,-1] = min(np.quantile(np.max(prob[:,:-1], axis=1), self.dummy_quantile), np.log(self.dummy_prob))
790
+ return prob + np.log(self.phase_weight)[:,np.newaxis]
791
+
792
+ def _estimate_log_weights(self):
793
+ if self.dummy_comp:
794
+ score = 0.1 #1.0/len(self.weights_)
795
+ if self.weights_[-1] >= score:
796
+ self.weights_[:-1] /= np.sum(self.weights_[:-1]) / (1-score)
797
+ self.weights_[-1] = score
798
+ return np.log(self.weights_)
799
+
800
+ def _compute_lower_bound(self, _, log_prob_norm):
801
+ return log_prob_norm
802
+
803
+ def _get_parameters(self):
804
+ return (self.weights_, self.means_, self.covariances_,
805
+ self.precisions_cholesky_)
806
+
807
+ def _set_parameters(self, params):
808
+ (self.weights_, self.means_, self.covariances_,
809
+ self.precisions_cholesky_) = params
810
+
811
+ # Attributes computation
812
+ _, _, n_features = self.means_.shape
813
+
814
+ if self.covariance_type == 'full':
815
+ self.precisions_ = np.empty(self.precisions_cholesky_.shape)
816
+ for k, prec_chol in enumerate(self.precisions_cholesky_):
817
+ self.precisions_[k] = np.dot(prec_chol, prec_chol.T)
818
+
819
+ elif self.covariance_type == 'tied':
820
+ self.precisions_ = np.dot(self.precisions_cholesky_,
821
+ self.precisions_cholesky_.T)
822
+ else:
823
+ self.precisions_ = self.precisions_cholesky_ ** 2
824
+
825
+ def _n_parameters(self):
826
+ """Return the number of free parameters in the model."""
827
+ _, _, n_features = self.means_.shape
828
+ if self.covariance_type == 'full':
829
+ cov_params = self.n_components * n_features * (n_features + 1) / 2.
830
+ elif self.covariance_type == 'diag':
831
+ cov_params = self.n_components * n_features
832
+ elif self.covariance_type == 'tied':
833
+ cov_params = n_features * (n_features + 1) / 2.
834
+ elif self.covariance_type == 'spherical':
835
+ cov_params = self.n_components
836
+ mean_params = n_features * self.n_components
837
+ return int(cov_params + mean_params + self.n_components - 1)
838
+
839
+ def bic(self, X):
840
+ """Bayesian information criterion for the current model on the input X.
841
+
842
+ Parameters
843
+ ----------
844
+ X : array of shape (n_samples, n_dimensions)
845
+
846
+ Returns
847
+ -------
848
+ bic : float
849
+ The lower the better.
850
+ """
851
+ return (-2 * self.score(X) * X.shape[0] +
852
+ self._n_parameters() * np.log(X.shape[0]))
853
+
854
+ def aic(self, X):
855
+ """Akaike information criterion for the current model on the input X.
856
+
857
+ Parameters
858
+ ----------
859
+ X : array of shape (n_samples, n_dimensions)
860
+
861
+ Returns
862
+ -------
863
+ aic : float
864
+ The lower the better.
865
+ """
866
+ return -2 * self.score(X) * X.shape[0] + 2 * self._n_parameters()