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lines that call matplotlib were commented
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1 changed files with 9 additions and 5 deletions
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@ -279,14 +279,14 @@ def ppca(Y, Q, iterations=100):
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def ppca_missing_data_at_random(Y, Q, iters=100):
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"""
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EM implementation of Probabilistic pca for when there is missing data.
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Taken from <SheffieldML, https://github.com/SheffieldML>
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.. math:
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\\mathbf{Y} = \mathbf{XW} + \\epsilon \\text{, where}
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\\epsilon = \\mathcal{N}(0, \\sigma^2 \mathbf{I})
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:returns: X, W, sigma^2
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:returns: X, W, sigma^2
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"""
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from numpy.ma import dot as madot
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import diag
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@ -300,19 +300,21 @@ def ppca_missing_data_at_random(Y, Q, iters=100):
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nu = 1.
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#num_obs_i = 1./Y.count()
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Ycentered = Y - Y.mean(0)
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X = np.zeros((N,Q))
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cs = common_subarrays(Y.mask)
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cr = common_subarrays(Y.mask, 1)
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Sigma = np.zeros((N, Q, Q))
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Sigma2 = np.zeros((N, Q, Q))
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mu = np.zeros(D)
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"""
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if debug:
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import matplotlib.pyplot as pylab
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fig = pylab.figure("FIT MISSING DATA");
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fig = pylab.figure("FIT MISSING DATA");
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ax = fig.gca()
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ax.cla()
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lines = pylab.plot(np.zeros((N,Q)).dot(W))
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"""
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W2 = np.zeros((Q,D))
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for i in range(iters):
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@ -358,6 +360,7 @@ def ppca_missing_data_at_random(Y, Q, iters=100):
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nu2 /= N
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nu4 = (((Ycentered - X.dot(W))**2).sum(0) + W.T.dot(Sigma.sum(0).dot(W)).sum(0)).sum()/N
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import ipdb;ipdb.set_trace()
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"""
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if debug:
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#print Sigma[0]
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print "nu:", nu, "sum(X):", X.sum()
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@ -368,6 +371,7 @@ def ppca_missing_data_at_random(Y, Q, iters=100):
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ax.set_ylim(pred_y.min(), pred_y.max())
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fig.canvas.draw()
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time.sleep(.3)
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"""
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return np.asarray_chkfinite(X), np.asarray_chkfinite(W), nu
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