STK::SEMAlgo Class Reference

Implementation of the SEM algorithm. More...

#include <STK_MixtureAlgo.h>

Inheritance diagram for STK::SEMAlgo:

Public Member Functions
	SEMAlgo ()
	default constructor
	SEMAlgo (SEMAlgo const &algo)
	Copy constructor.
virtual	~SEMAlgo ()
	destructor
virtual SEMAlgo *	clone () const
	clone pattern
virtual bool	run ()
	run the algorithm on the model calling sStep, mStep and eStep of the model until the maximal number of iteration is reached.
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 SEM algorithm.

The SEM algorithm calls alternatively the steps:

• sStep()
• samplingStep()
• pStep()
• paramUpdateStep()
• eStep()
• storeIntermediateResults(iter) until the maximum number of iterations is reached.

Definition at line 111 of file STK_MixtureAlgo.h.

Constructor & Destructor Documentation

SEMAlgo() [1/2]

STK::SEMAlgo::SEMAlgo ( )

inline

default constructor

Definition at line 115 of file STK_MixtureAlgo.h.

: IMixtureAlgo() {}

Referenced by clone().

SEMAlgo() [2/2]

STK::SEMAlgo::SEMAlgo ( SEMAlgo const &  algo )

inline

Copy constructor.

Parameters

algo	the algorithm to copy

Definition at line 118 of file STK_MixtureAlgo.h.

: IMixtureAlgo(algo) {}

~SEMAlgo()

virtual STK::SEMAlgo::~SEMAlgo ( )

inlinevirtual

destructor

Definition at line 120 of file STK_MixtureAlgo.h.

{}

Member Function Documentation

clone()

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

inlinevirtual

clone pattern

Definition at line 122 of file STK_MixtureAlgo.h.

{ return new SEMAlgo(*this);}

References SEMAlgo().

run()

bool STK::SEMAlgo::run ( )

virtual

run the algorithm on the model calling sStep, mStep and eStep of the model until the maximal number of iteration is reached.

Returns

true if no error occur, false otherwise.

Implements STK::IRunnerBase.

Definition at line 161 of file STK_MixtureAlgo.cpp.

{
#ifdef STK_MIXTURE_VERY_VERBOSE
  stk_cout << _T("-----------------------------\n");
  stk_cout << _T("Entering SEMAlgo::run() with:\n")
           << _T("nbIterMax_ = ") << nbIterMax_ << _T("\n")
           << _T("p_model_->lnLikelihood = ") << p_model_->lnLikelihood() << _T("\n");
#endif
  bool result = true;
  try
  {
    int iter;
    for (iter = 0; iter < nbIterMax_; ++iter)
    {
      Real nb = p_model_->sStep(); // simulate labels
      if (nb<threshold_)
      {
        msg_error_ = STKERROR_1ARG(SEMAlgo::run,nb,Not enough individuals after sStep\n);
#ifdef STK_MIXTURE_VERBOSE
        stk_cout << _T("An error occur in SEMAlgo::run():\n") << msg_error_ << _T("\n");
#endif
        result = false;
        break;
      }
      p_model_->samplingStep(); // simulate missing values
      p_model_->pStep();        // estimate proportions
      p_model_->paramUpdateStep();        // estimate parameters
      nb = p_model_->eStep();   // update tik and lnLikelihood
      if (nb<threshold_)
      {
        msg_error_ = STKERROR_1ARG(SEMAlgo::run,nb,Not enough individuals after eStep\n);
#ifdef STK_MIXTURE_VERBOSE
        stk_cout << _T("An error occur in SEMAlgo::run():\n") << msg_error_ << _T("\n");
#endif
        return false;
        break;
      }
      p_model_->storeIntermediateResults(iter+1); // store current parameters
    }
#ifdef STK_MIXTURE_VERBOSE
    stk_cout << _T("In SEMAlgo::run() iterations 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 SEMAlgo::run(): ") << msg_error_ << _T("\n");
#endif
    result = false;
  }
  if (result)
  {
    // set averaged parameters
    p_model_->setParametersStep();
#ifdef STK_MIXTURE_VERY_VERBOSE
    stk_cout << _T("\nIn SEMAlgo::run(), setParameters done.\n")
             << _T("p_model_->lnLikelihood = ") << p_model_->lnLikelihood() << _T("\n");
#endif
  }
  else
  { p_model_->releaseIntermediateResults();}
#ifdef STK_MIXTURE_VERY_VERBOSE
  stk_cout << _T("Terminating SEMAlgo::run()\n");
  stk_cout << _T("--------------------------\n");
#endif
  return result;
}

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

Referenced by run().

---

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

• STK_MixtureAlgo.h
• STK_MixtureAlgo.cpp