GMM与EM算法

GMM，也即混合高斯模型，可以用来拟合多类别的混合数据，也因此可以用来作为一种无监督的分类算法。具体做法也较为简单，即将数据代入模型中，观察其在哪个高斯分布下的概率密度值最高，就将其分为哪一类。而EM算法在其中的作用即是用来估计GMM的各个参数。

import numpy as np
from sklearn.mixture import GaussianMixture
from sklearn.model_selection import train_test_split
import matplotlib as mpl
import matplotlib.colors
import matplotlib.pyplot as plt

mpl.rcParams['font.sans-serif'] = [u'SimHei']
mpl.rcParams['axes.unicode_minus'] = False
# from matplotlib.font_manager import FontProperties
# font_set = FontProperties(fname=r"c:\windows\fonts\simsun.ttc", size=15)
# fontproperties=font_set


def expand(a, b):
    d = (b - a) * 0.05
    return a-d, b+d


if __name__ == '__main__':
    data = np.loadtxt('HeightWeight.csv', dtype=np.float, delimiter=',', skiprows=1)
    print data.shape
    y, x = np.split(data, [1, ], axis=1)
    x, x_test, y, y_test = train_test_split(x, y, train_size=0.6, random_state=0)
    gmm = GaussianMixture(n_components=2, covariance_type='full', random_state=0)
    x_min = np.min(x, axis=0)
    x_max = np.max(x, axis=0)
    gmm.fit(x)
    print '均值 = \n', gmm.means_
    print '方差 = \n', gmm.covariances_
    y_hat = gmm.predict(x)
    y_test_hat = gmm.predict(x_test)
    change = (gmm.means_[0][0] > gmm.means_[1][0])
    if change:
        z = y_hat == 0
        y_hat[z] = 1
        y_hat[~z] = 0
        z = y_test_hat == 0
        y_test_hat[z] = 1
        y_test_hat[~z] = 0
    acc = np.mean(y_hat.ravel() == y.ravel())
    acc_test = np.mean(y_test_hat.ravel() == y_test.ravel())
    acc_str = u'训练集准确率：%.2f%%' % (acc * 100)
    acc_test_str = u'测试集准确率：%.2f%%' % (acc_test * 100)
    print acc_str
    print acc_test_str

    cm_light = mpl.colors.ListedColormap(['#FF8080', '#77E0A0'])
    cm_dark = mpl.colors.ListedColormap(['r', 'g'])
    x1_min, x1_max = x[:, 0].min(), x[:, 0].max()
    x2_min, x2_max = x[:, 1].min(), x[:, 1].max()
    x1_min, x1_max = expand(x1_min, x1_max)
    x2_min, x2_max = expand(x2_min, x2_max)
    x1, x2 = np.mgrid[x1_min:x1_max:500j, x2_min:x2_max:500j]
    grid_test = np.stack((x1.flat, x2.flat), axis=1)
    grid_hat = gmm.predict(grid_test)
    grid_hat = grid_hat.reshape(x1.shape)
    if change:
        z = grid_hat == 0
        grid_hat[z] = 1
        grid_hat[~z] = 0
    plt.figure(figsize=(9, 7), facecolor='w')
    plt.pcolormesh(x1, x2, grid_hat, cmap=cm_light)
    plt.scatter(x[:, 0], x[:, 1], s=50, c=y, marker='o', cmap=cm_dark, edgecolors='k')
    plt.scatter(x_test[:, 0], x_test[:, 1], s=60, c=y_test, marker='^', cmap=cm_dark, edgecolors='k')

    p = gmm.predict_proba(grid_test)
    print p
    p = p[:, 0].reshape(x1.shape)
    CS = plt.contour(x1, x2, p, levels=(0.1, 0.5, 0.8), colors=list('rgb'), linewidths=2)
    plt.clabel(CS, fontsize=15, fmt='%.1f', inline=True)
    ax1_min, ax1_max, ax2_min, ax2_max = plt.axis()
    xx = 0.9*ax1_min + 0.1*ax1_max
    yy = 0.1*ax2_min + 0.9*ax2_max
    plt.text(xx, yy, acc_str, fontsize=18)
    yy = 0.15*ax2_min + 0.85*ax2_max
    plt.text(xx, yy, acc_test_str, fontsize=18)
    plt.xlim((x1_min, x1_max))
    plt.ylim((x2_min, x2_max))
    plt.xlabel(u'身高(cm)', fontsize='large')
    plt.ylabel(u'体重(kg)', fontsize='large')
    plt.title(u'EM算法估算GMM的参数', fontsize=20)
    plt.grid()
    plt.show()