Source code for astroML.classification.gmm_bayes

"""
GMM Bayes
---------
This implements generative classification based on mixtures of gaussians
to model the probability density of each class.
"""

import warnings
import numpy as np

from sklearn.naive_bayes import BaseNB
from sklearn.mixture import GaussianMixture
from sklearn.utils import check_array


class GMMBayes(BaseNB):
    """GaussianMixture Bayes Classifier

    This is a generalization to the Naive Bayes classifier: rather than
    modeling the distribution of each class with axis-aligned gaussians,
    GMMBayes models the distribution of each class with mixtures of
    gaussians.  This can lead to better classification in some cases.

    Parameters
    ----------
    n_components : int or list
        number of components to use in the GaussianMixture. If specified as
        a list, it must match the number of class labels. Default is 1.
    **kwargs : dict, optional
        other keywords are passed directly to GaussianMixture
    """

    def __init__(self, n_components=1, **kwargs):
        self.n_components = np.atleast_1d(n_components)
        self.kwargs = kwargs

    def fit(self, X, y):
        X = self._check_X(X)
        y = np.asarray(y)

        n_samples, n_features = X.shape

        if n_samples != y.shape[0]:
            raise ValueError("X and y have incompatible shapes")

        self.classes_ = np.unique(y)
        self.classes_.sort()
        unique_y = self.classes_

        n_classes = unique_y.shape[0]

        if self.n_components.size not in (1, len(unique_y)):
            raise ValueError("n_components must be compatible with "
                             "the number of classes")

        self.gmms_ = [None for i in range(n_classes)]
        self.class_prior_ = np.zeros(n_classes)

        n_comp = np.zeros(len(self.classes_), dtype=int) + self.n_components

        for i, y_i in enumerate(unique_y):
            if n_comp[i] > X[y == y_i].shape[0]:
                warnstr = ("Expected n_samples >= n_components but got "
                           "n_samples={0}, n_components={1}, "
                           "n_components set to {0}.")
                warnings.warn(warnstr.format(X[y == y_i].shape[0], n_comp[i]))
                n_comp[i] = X[y == y_i].shape[0]
            self.gmms_[i] = GaussianMixture(n_comp[i], **self.kwargs).fit(X[y == y_i])
            self.class_prior_[i] = np.float(np.sum(y == y_i)) / n_samples

        return self

    def _joint_log_likelihood(self, X):

        X = np.asarray(np.atleast_2d(X))
        logprobs = np.array([g.score_samples(X) for g in self.gmms_]).T
        return logprobs + np.log(self.class_prior_)

    def _check_X(self, X):
        return check_array(X)