Gaussian Mixture Model implementation

Classification/SGD/src/main/java/org/tribuo/classification/sgd/crf/ChainHelper.java

@@ -1,5 +1,5 @@
 /*
- * Copyright (c) 2015-2020, Oracle and/or its affiliates. All rights reserved.
+ * Copyright (c) 2015, 2024, Oracle and/or its affiliates. All rights reserved.
  *
  * Licensed under the Apache License, Version 2.0 (the "License");
  * you may not use this file except in compliance with the License.
@@ -178,36 +178,7 @@ public static ChainViterbiResults viterbi(ChainCliqueValues scores) {
      * @return log sum exp input[i].
      */
     public static double sumLogProbs(DenseVector input) {
-        double LOG_TOLERANCE = 30.0;
-
-        double maxValue = input.get(0);
-        int maxIdx = 0;
-        for (int i = 1; i < input.size(); i++) {
-            double value = input.get(i);
-            if (value > maxValue) {
-                maxValue = value;
-                maxIdx = i;
-            }
-        }
-        if (maxValue == Double.NEGATIVE_INFINITY) {
-            return maxValue;
-        }
-
-        boolean anyAdded = false;
-        double intermediate = 0.0;
-        double cutoff = maxValue - LOG_TOLERANCE;
-        for (int i = 0; i < input.size(); i++) {
-            double value = input.get(i);
-            if (value >= cutoff && i != maxIdx && !Double.isInfinite(value)) {
-                anyAdded = true;
-                intermediate += Math.exp(value - maxValue);
-            }
-        }
-        if (anyAdded) {
-            return maxValue + Math.log1p(intermediate);
-        } else {
-            return maxValue;
-        }
+        return input.logSumExp();
     }
 
     /**

Clustering/GMM/pom.xml

@@ -0,0 +1,98 @@
+<?xml version="1.0" encoding="UTF-8"?>
+<!--
+  ~ Copyright (c) 2024, Oracle and/or its affiliates. All rights reserved.
+  ~
+  ~ Licensed under the Apache License, Version 2.0 (the "License");
+  ~ you may not use this file except in compliance with the License.
+  ~ You may obtain a copy of the License at
+  ~
+  ~     http://www.apache.org/licenses/LICENSE-2.0
+  ~
+  ~ Unless required by applicable law or agreed to in writing, software
+  ~ distributed under the License is distributed on an "AS IS" BASIS,
+  ~ WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express implied.
+  ~ See the License for the specific language governing permissions and
+  ~ limitations under the License.
+  -->
+
+<project xmlns="http://maven.apache.org/POM/4.0.0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
+         xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 http://maven.apache.org/xsd/maven-4.0.0.xsd">
+    <modelVersion>4.0.0</modelVersion>
+    <parent>
+        <groupId>org.tribuo</groupId>
+        <artifactId>tribuo-clustering</artifactId>
+        <version>5.0.0-SNAPSHOT</version>
+        <relativePath>../pom.xml</relativePath>
+    </parent>
+    <name>Clustering-GMM</name>
+    <artifactId>tribuo-clustering-gmm</artifactId>
+    <packaging>jar</packaging>
+    <properties>
+        <maven.compiler.release>17</maven.compiler.release>
+    </properties>
+
+    <dependencies>
+        <dependency>
+            <groupId>${project.groupId}</groupId>
+            <artifactId>tribuo-core</artifactId>
+        </dependency>
+        <dependency>
+            <groupId>org.tribuo</groupId>
+            <artifactId>tribuo-data</artifactId>
+        </dependency>
+        <dependency>
+            <groupId>${project.groupId}</groupId>
+            <artifactId>tribuo-math</artifactId>
+        </dependency>
+        <dependency>
+            <groupId>${project.groupId}</groupId>
+            <artifactId>tribuo-clustering-core</artifactId>
+            <version>${project.version}</version>
+        </dependency>
+        <dependency>
+            <groupId>com.oracle.labs.olcut</groupId>
+            <artifactId>olcut-core</artifactId>
+        </dependency>
+        <!-- test time dependencies -->
+        <dependency>
+            <groupId>${project.groupId}</groupId>
+            <artifactId>tribuo-core</artifactId>
+            <version>${project.version}</version>
+            <type>test-jar</type>
+            <scope>test</scope>
+        </dependency>
+        <dependency>
+            <groupId>org.junit.jupiter</groupId>
+            <artifactId>junit-jupiter</artifactId>
+            <version>${junit.version}</version>
+            <scope>test</scope>
+        </dependency>
+    </dependencies>
+
+    <build>
+        <plugins>
+            <plugin>
+                <groupId>org.apache.maven.plugins</groupId>
+                <artifactId>maven-assembly-plugin</artifactId>
+                <configuration>
+                    <descriptorRefs>
+                        <descriptorRef>jar-with-dependencies</descriptorRef>
+                    </descriptorRefs>
+                </configuration>
+                <executions>
+                    <execution>
+                        <id>make-assembly</id> <!-- this is used for inheritance merges -->
+                        <phase>package</phase> <!-- bind to the packaging phase -->
+                        <goals>
+                            <goal>single</goal>
+                        </goals>
+                    </execution>
+                </executions>
+            </plugin>
+            <plugin>
+                <groupId>org.apache.maven.plugins</groupId>
+                <artifactId>maven-javadoc-plugin</artifactId>
+            </plugin>
+        </plugins>
+    </build>
+</project>

Clustering/GMM/src/main/java/org/tribuo/clustering/gmm/GMMOptions.java

@@ -0,0 +1,78 @@
+/*
+ * Copyright (c) 2024, Oracle and/or its affiliates. All rights reserved.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at
+ *
+ *     http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.tribuo.clustering.gmm;
+
+import com.oracle.labs.mlrg.olcut.config.Option;
+import com.oracle.labs.mlrg.olcut.config.Options;
+import org.tribuo.Trainer;
+import org.tribuo.clustering.gmm.GMMTrainer.Initialisation;
+import org.tribuo.math.distributions.MultivariateNormalDistribution.CovarianceType;
+import org.tribuo.math.distributions.MultivariateNormalDistribution;
+
+import java.util.logging.Logger;
+
+/**
+ * OLCUT {@link Options} for the GMM implementation.
+ */
+public class GMMOptions implements Options {
+    private static final Logger logger = Logger.getLogger(GMMOptions.class.getName());
+
+    /**
+     * Iterations of the GMM algorithm. Defaults to 10.
+     */
+    @Option(longName = "gmm-interations", usage = "Iterations of the GMM algorithm. Defaults to 10.")
+    public int iterations = 10;
+    /**
+     * Number of centroids/Gaussians in GMM. Defaults to 10.
+     */
+    @Option(longName = "gmm-num-centroids", usage = "Number of centroids in GMM. Defaults to 10.")
+    public int centroids = 10;
+    /**
+     * The covariance type of the Gaussians.
+     */
+    @Option(charName = 'v', longName = "covariance-type", usage = "Set the covariance type.")
+    public CovarianceType covarianceType = MultivariateNormalDistribution.CovarianceType.DIAGONAL;
+    /**
+     * Initialisation function in GMM. Defaults to RANDOM.
+     */
+    @Option(longName = "gmm-initialisation", usage = "Initialisation function in GMM. Defaults to RANDOM.")
+    public Initialisation initialisation = GMMTrainer.Initialisation.RANDOM;
+    /**
+     * Convergence tolerance to terminate EM early.
+     */
+    @Option(longName = "gmm-tolerance", usage = "The convergence threshold.")
+    public double tolerance = 1e-3f;
+    /**
+     * Number of computation threads in GMM. Defaults to 4.
+     */
+    @Option(longName = "gmm-num-threads", usage = "Number of computation threads in GMM. Defaults to 4.")
+    public int numThreads = 4;
+    /**
+     * The RNG seed.
+     */
+    @Option(longName = "gmm-seed", usage = "Sets the random seed for GMM.")
+    public long seed = Trainer.DEFAULT_SEED;
+
+    /**
+     * Gets the configured GMMTrainer using the options in this object.
+     * @return A GMMTrainer.
+     */
+    public GMMTrainer getTrainer() {
+        logger.info("Configuring GMM Trainer");
+        return new GMMTrainer(centroids, iterations, covarianceType, initialisation, tolerance, numThreads, seed);
+    }
+}