第9章 EM算法及其推广(EM)代码实现

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第9章 EM算法及其推广(EM)代码实现

例9.1 三硬币模型

import numpy as np
import math

pro_A, pro_B, por_C = 0.5, 0.5, 0.5

def pmf(i, pro_A, pro_B, pro_C):
    pro_1 = pro_A * math.pow(pro_B, data[i]) * math.pow((1-pro_B), 1-data[i])
    pro_2 = pro_A * math.pow(pro_C, data[i]) * math.pow((1-pro_C), 1-data[i])
    return pro_1 / (pro_1 + pro_2)


class EM:
    def __init__(self, prob):
        self.pro_A, self.pro_B, self.pro_C = prob

    # e_step
    def pmf(self, i):
        pro_1 = self.pro_A * math.pow(self.pro_B, data[i]) * math.pow((1 - self.pro_B), 1 - data[i])
        pro_2 = (1 - self.pro_A) * math.pow(self.pro_C, data[i]) * math.pow((1 - self.pro_C), 1 - data[i])
        return pro_1 / (pro_1 + pro_2)

    # m_step
    def fit(self, data):
        count = len(data)
        print('init prob:{}, {}, {}'.format(self.pro_A, self.pro_B, self.pro_C))
        for d in range(count):
            _ = yield
            _pmf = [self.pmf(k) for k in range(count)]
            pro_A = 1 / count * sum(_pmf)
            pro_B = sum([_pmf[k] * data[k] for k in range(count)]) / sum([_pmf[k] for k in range(count)])
            pro_C = sum([(1 - _pmf[k]) * data[k] for k in range(count)]) / sum([(1 - _pmf[k]) for k in range(count)])
            print('{}/{}  pro_a:{:.3f}, pro_b:{:.3f}, pro_c:{:.3f}'.format(d + 1, count, pro_A, pro_B, pro_C))
            self.pro_A = pro_A
            self.pro_B = pro_B
            self.pro_C = pro_C

data=[1,1,0,1,0,0,1,0,1,1]
# em = EM(prob=[0.5, 0.5, 0.5])
# #https://www.ibm.com/developerworks/cn/opensource/os-cn-python-yield/index.html
# #https://blog.csdn.net/qq_39521554/article/details/79864889
# f = em.fit(data)
# next(f)
# # 第一次迭代
# f.send(1)
# # 第二次
# f.send(2)
em = EM(prob=[0.46, 0.55, 0.67])
f2 = em.fit(data)
next(f2)
f2.send(1)
f2.send(2)

output:

init prob:0.5, 0.5, 0.5
1/10  pro_a:0.500, pro_b:0.600, pro_c:0.600
2/10  pro_a:0.500, pro_b:0.600, pro_c:0.600