diff options
3 files changed, 75 insertions, 25 deletions
diff --git a/mllib/src/main/scala/org/apache/spark/mllib/api/python/PythonMLLibAPI.scala b/mllib/src/main/scala/org/apache/spark/mllib/api/python/PythonMLLibAPI.scala index f4c4775965..2fa54df6fc 100644 --- a/mllib/src/main/scala/org/apache/spark/mllib/api/python/PythonMLLibAPI.scala +++ b/mllib/src/main/scala/org/apache/spark/mllib/api/python/PythonMLLibAPI.scala @@ -345,28 +345,40 @@ private[python] class PythonMLLibAPI extends Serializable { * Returns a list containing weights, mean and covariance of each mixture component. */ def trainGaussianMixture( - data: JavaRDD[Vector], - k: Int, - convergenceTol: Double, + data: JavaRDD[Vector], + k: Int, + convergenceTol: Double, maxIterations: Int, - seed: java.lang.Long): JList[Object] = { + seed: java.lang.Long, + initialModelWeights: java.util.ArrayList[Double], + initialModelMu: java.util.ArrayList[Vector], + initialModelSigma: java.util.ArrayList[Matrix]): JList[Object] = { val gmmAlg = new GaussianMixture() .setK(k) .setConvergenceTol(convergenceTol) .setMaxIterations(maxIterations) + if (initialModelWeights != null && initialModelMu != null && initialModelSigma != null) { + val gaussians = initialModelMu.asScala.toSeq.zip(initialModelSigma.asScala.toSeq).map { + case (x, y) => new MultivariateGaussian(x.asInstanceOf[Vector], y.asInstanceOf[Matrix]) + } + val initialModel = new GaussianMixtureModel( + initialModelWeights.asScala.toArray, gaussians.toArray) + gmmAlg.setInitialModel(initialModel) + } + if (seed != null) gmmAlg.setSeed(seed) try { val model = gmmAlg.run(data.rdd.persist(StorageLevel.MEMORY_AND_DISK)) var wt = ArrayBuffer.empty[Double] - var mu = ArrayBuffer.empty[Vector] + var mu = ArrayBuffer.empty[Vector] var sigma = ArrayBuffer.empty[Matrix] for (i <- 0 until model.k) { wt += model.weights(i) mu += model.gaussians(i).mu sigma += model.gaussians(i).sigma - } + } List(Vectors.dense(wt.toArray), mu.toArray, sigma.toArray).map(_.asInstanceOf[Object]).asJava } finally { data.rdd.unpersist(blocking = false) diff --git a/mllib/src/main/scala/org/apache/spark/mllib/clustering/GaussianMixtureModel.scala b/mllib/src/main/scala/org/apache/spark/mllib/clustering/GaussianMixtureModel.scala index ec65a3da68..c22862c130 100644 --- a/mllib/src/main/scala/org/apache/spark/mllib/clustering/GaussianMixtureModel.scala +++ b/mllib/src/main/scala/org/apache/spark/mllib/clustering/GaussianMixtureModel.scala @@ -38,11 +38,10 @@ import org.apache.spark.sql.{SQLContext, Row} * are drawn from each Gaussian i=1..k with probability w(i); mu(i) and sigma(i) are * the respective mean and covariance for each Gaussian distribution i=1..k. * - * @param weight Weights for each Gaussian distribution in the mixture, where weight(i) is - * the weight for Gaussian i, and weight.sum == 1 - * @param mu Means for each Gaussian in the mixture, where mu(i) is the mean for Gaussian i - * @param sigma Covariance maxtrix for each Gaussian in the mixture, where sigma(i) is the - * covariance matrix for Gaussian i + * @param weights Weights for each Gaussian distribution in the mixture, where weights(i) is + * the weight for Gaussian i, and weights.sum == 1 + * @param gaussians Array of MultivariateGaussian where gaussians(i) represents + * the Multivariate Gaussian (Normal) Distribution for Gaussian i */ @Experimental class GaussianMixtureModel( diff --git a/python/pyspark/mllib/clustering.py b/python/pyspark/mllib/clustering.py index 04e6715851..a53333dae6 100644 --- a/python/pyspark/mllib/clustering.py +++ b/python/pyspark/mllib/clustering.py @@ -142,6 +142,7 @@ class GaussianMixtureModel(object): """A clustering model derived from the Gaussian Mixture Model method. + >>> from pyspark.mllib.linalg import Vectors, DenseMatrix >>> clusterdata_1 = sc.parallelize(array([-0.1,-0.05,-0.01,-0.1, ... 0.9,0.8,0.75,0.935, ... -0.83,-0.68,-0.91,-0.76 ]).reshape(6, 2)) @@ -154,11 +155,12 @@ class GaussianMixtureModel(object): True >>> labels[4]==labels[5] True - >>> clusterdata_2 = sc.parallelize(array([-5.1971, -2.5359, -3.8220, - ... -5.2211, -5.0602, 4.7118, - ... 6.8989, 3.4592, 4.6322, - ... 5.7048, 4.6567, 5.5026, - ... 4.5605, 5.2043, 6.2734]).reshape(5, 3)) + >>> data = array([-5.1971, -2.5359, -3.8220, + ... -5.2211, -5.0602, 4.7118, + ... 6.8989, 3.4592, 4.6322, + ... 5.7048, 4.6567, 5.5026, + ... 4.5605, 5.2043, 6.2734]) + >>> clusterdata_2 = sc.parallelize(data.reshape(5,3)) >>> model = GaussianMixture.train(clusterdata_2, 2, convergenceTol=0.0001, ... maxIterations=150, seed=10) >>> labels = model.predict(clusterdata_2).collect() @@ -166,12 +168,38 @@ class GaussianMixtureModel(object): True >>> labels[3]==labels[4] True + >>> clusterdata_3 = sc.parallelize(data.reshape(15, 1)) + >>> im = GaussianMixtureModel([0.5, 0.5], + ... [MultivariateGaussian(Vectors.dense([-1.0]), DenseMatrix(1, 1, [1.0])), + ... MultivariateGaussian(Vectors.dense([1.0]), DenseMatrix(1, 1, [1.0]))]) + >>> model = GaussianMixture.train(clusterdata_3, 2, initialModel=im) """ def __init__(self, weights, gaussians): - self.weights = weights - self.gaussians = gaussians - self.k = len(self.weights) + self._weights = weights + self._gaussians = gaussians + self._k = len(self._weights) + + @property + def weights(self): + """ + Weights for each Gaussian distribution in the mixture, where weights[i] is + the weight for Gaussian i, and weights.sum == 1. + """ + return self._weights + + @property + def gaussians(self): + """ + Array of MultivariateGaussian where gaussians[i] represents + the Multivariate Gaussian (Normal) Distribution for Gaussian i. + """ + return self._gaussians + + @property + def k(self): + """Number of gaussians in mixture.""" + return self._k def predict(self, x): """ @@ -193,9 +221,9 @@ class GaussianMixtureModel(object): :return: membership_matrix. RDD of array of double values. """ if isinstance(x, RDD): - means, sigmas = zip(*[(g.mu, g.sigma) for g in self.gaussians]) + means, sigmas = zip(*[(g.mu, g.sigma) for g in self._gaussians]) membership_matrix = callMLlibFunc("predictSoftGMM", x.map(_convert_to_vector), - _convert_to_vector(self.weights), means, sigmas) + _convert_to_vector(self._weights), means, sigmas) return membership_matrix.map(lambda x: pyarray.array('d', x)) @@ -208,13 +236,24 @@ class GaussianMixture(object): :param convergenceTol: Threshold value to check the convergence criteria. Defaults to 1e-3 :param maxIterations: Number of iterations. Default to 100 :param seed: Random Seed + :param initialModel: GaussianMixtureModel for initializing learning """ @classmethod - def train(cls, rdd, k, convergenceTol=1e-3, maxIterations=100, seed=None): + def train(cls, rdd, k, convergenceTol=1e-3, maxIterations=100, seed=None, initialModel=None): """Train a Gaussian Mixture clustering model.""" - weight, mu, sigma = callMLlibFunc("trainGaussianMixture", - rdd.map(_convert_to_vector), k, - convergenceTol, maxIterations, seed) + initialModelWeights = None + initialModelMu = None + initialModelSigma = None + if initialModel is not None: + if initialModel.k != k: + raise Exception("Mismatched cluster count, initialModel.k = %s, however k = %s" + % (initialModel.k, k)) + initialModelWeights = initialModel.weights + initialModelMu = [initialModel.gaussians[i].mu for i in range(initialModel.k)] + initialModelSigma = [initialModel.gaussians[i].sigma for i in range(initialModel.k)] + weight, mu, sigma = callMLlibFunc("trainGaussianMixture", rdd.map(_convert_to_vector), k, + convergenceTol, maxIterations, seed, initialModelWeights, + initialModelMu, initialModelSigma) mvg_obj = [MultivariateGaussian(mu[i], sigma[i]) for i in range(k)] return GaussianMixtureModel(weight, mvg_obj) |