STK::EMAlgo Class Reference

Implementation of the EM algorithm. More...

#include <STK_MixtureAlgo.h>

Inheritance diagram for STK::EMAlgo:

Public Member Functions
	EMAlgo ()
	default constructor
	EMAlgo (EMAlgo const &algo)
	Copy constructor.
virtual	~EMAlgo ()
	destructor
virtual EMAlgo *	clone () const
	clone pattern
virtual bool	run ()
	run the algorithm on the model calling the eStep and mStep of the model until the maximal number of iteration is reached or the variation of the lnLikelihood is less than epsilon.
Public Member Functions inherited from STK::IMixtureAlgo
virtual	~IMixtureAlgo ()
	destructor
int	nbIterMax () const
int	epsilon () const
Real	threshold () const
void	setModel (IMixtureComposer *p_model)
	set model
void	setNbIterMax (int nbIterMax)
	set maximal number of iterations
void	setEpsilon (Real epsilon)
	set tolerance value
void	setThreshold (Real threshold)
	set threshold value
Public Member Functions inherited from STK::IRunnerBase
String const &	error () const
	get the last error message.

Additional Inherited Members
Protected Member Functions inherited from STK::IMixtureAlgo
	IMixtureAlgo ()
	default constructor
	IMixtureAlgo (IMixtureAlgo const &algo)
	Copy constructor.
Protected Member Functions inherited from STK::IRunnerBase
	IRunnerBase ()
	default constructor
	IRunnerBase (IRunnerBase const &runner)
	copy constructor
virtual	~IRunnerBase ()
	destructor
virtual void	update ()
	update the runner.
Protected Attributes inherited from STK::IMixtureAlgo
IMixtureComposer *	p_model_
	pointer on the mixture model
int	nbIterMax_
	number of iterations of the algorithm
Real	epsilon_
	tolerance of the algorithm.
Real	threshold_
	Minimal number of individuals.
Protected Attributes inherited from STK::IRunnerBase
String	msg_error_
	String with the last error message.
bool	hasRun_
	true if run has been used, false otherwise

Detailed Description

Implementation of the EM algorithm.

The EM algorithm call alternatively the steps:

• paramUpdateStep()
• eStep() until the maximum number of iterations is reached or the variation of the ln-likelihood is less than the tolerance.

Definition at line 51 of file STK_MixtureAlgo.h.

Constructor & Destructor Documentation

EMAlgo() [1/2]

STK::EMAlgo::EMAlgo ( )

inline

default constructor

Definition at line 55 of file STK_MixtureAlgo.h.

: IMixtureAlgo() {}

Referenced by clone().

EMAlgo() [2/2]

STK::EMAlgo::EMAlgo ( EMAlgo const &  algo )

inline

Copy constructor.

Parameters

algo	the algorithm to copy

Definition at line 58 of file STK_MixtureAlgo.h.

: IMixtureAlgo(algo) {}

~EMAlgo()

virtual STK::EMAlgo::~EMAlgo ( )

inlinevirtual

destructor

Definition at line 60 of file STK_MixtureAlgo.h.

{}

Member Function Documentation

clone()

virtual EMAlgo * STK::EMAlgo::clone ( ) const

inlinevirtual

clone pattern

Definition at line 62 of file STK_MixtureAlgo.h.

{ return new EMAlgo(*this);}

References EMAlgo().

run()

bool STK::EMAlgo::run ( )

virtual

run the algorithm on the model calling the eStep and mStep of the model until the maximal number of iteration is reached or the variation of the lnLikelihood is less than epsilon.

Returns

true if no error occur, false otherwise

Implements STK::IRunnerBase.

Definition at line 105 of file STK_MixtureAlgo.cpp.

{
#ifdef STK_MIXTURE_VERY_VERBOSE
  stk_cout << _T("----------------------------\n");
  stk_cout << _T("Entering EMAlgo::run() with:\n")
           << _T("nbIterMax_ = ") << nbIterMax_ << _T("\n")
           << _T("epsilon_ = ") << epsilon_ << _T("\n");
#endif
 
  try
  {
    Real currentLnLikelihood = p_model_->lnLikelihood();
    int iter;
    for (iter = 0; iter < nbIterMax_; iter++)
    {
      p_model_->imputationStep();
      p_model_->pStep();
      p_model_->paramUpdateStep();
      Real nb = p_model_->eStep();
      if (nb<threshold_)
      {
        msg_error_ = STKERROR_1ARG(EMAlgo::run,nb,Not enough individuals after eStep\n);
#ifdef STK_MIXTURE_VERBOSE
  stk_cout << _T("An error occur in EMAlgo::run():\n") << msg_error_ << _T("\n");
#endif
        return false;
      }
      Real lnLikelihood = p_model_->lnLikelihood();
      // no abs as the likelihood should increase
      if ( (lnLikelihood - currentLnLikelihood) < epsilon_)
      {
#ifdef STK_MIXTURE_VERY_VERBOSE
        stk_cout << _T("Terminating EMAlgo::run() with:\n")
                 << _T("iter = ") << iter << _T("\n")
                 << _T("delta = ") << lnLikelihood - currentLnLikelihood << _T("\n");
#endif
        break;
      }
      currentLnLikelihood = lnLikelihood;
    }
#ifdef STK_MIXTURE_VERBOSE
    stk_cout << _T("In EMAlgo::run() iteration ") << iter << _T("terminated.\n")
             << _T("p_model_->lnLikelihood = ") << p_model_->lnLikelihood() << _T("\n");
#endif
  }
  catch (Clust::exceptions const& error)
  {
    msg_error_ = Clust::exceptionToString(error);
#ifdef STK_MIXTURE_VERBOSE
  stk_cout << _T("An error occur in EMAlgo::run():\n") << msg_error_ << _T("\n");
#endif
    return false;
  }
  return true;
}

References _T, STK::IMixtureAlgo::epsilon_, STK::IRunnerBase::error(), STK::IMixtureComposer::eStep(), STK::Clust::exceptionToString(), STK::IMixtureStatModel::imputationStep(), STK::IStatModelBase::lnLikelihood(), STK::IRunnerBase::msg_error_, STK::IMixtureAlgo::nbIterMax_, STK::IMixtureAlgo::p_model_, STK::IMixtureComposer::paramUpdateStep(), STK::IMixtureComposer::pStep(), run(), stk_cout, STKERROR_1ARG, and STK::IMixtureAlgo::threshold_.

Referenced by run().

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The documentation for this class was generated from the following files:

• STK_MixtureAlgo.h
• STK_MixtureAlgo.cpp