由于层次狄利克雷过程(HDP)是一种比较复杂的模型,其实现也比较困难,需要结合一些高级的数学和概率知识。下面是一个简单的示例代码,实现了一个二项分布的HDP模型:
```python
import numpy as np
from scipy.stats import beta, binom
class HDP:
def __init__(self, alpha, gamma, a, b):
self.alpha = alpha
self.gamma = gamma
self.a = a
self.b = b
self.table_assignments = []
self.table_counts = []
self.customers = []
def fit(self, data, iterations):
def sample_table(alpha, table_counts):
prob = np.append(table_counts, alpha)
prob /= np.sum(prob)
return np.random.choice(range(len(prob)), p=prob)
def sample_beta(a, b, table_counts):
return beta.rvs(a + table_counts[0], b + np.sum(table_counts[1:]))
def sample_assignments(data, table_assignments, table_counts, customers, alpha, gamma, a, b):
for i, x in enumerate(data):
k = len(customers)
table = sample_table(alpha, table_counts)
if table == k:
beta = sample_beta(a, b, table_counts)
new_table_counts = [binom.rvs(x, beta), x - binom.rvs(x, beta)]
table_counts.append(new_table_counts)
customers.append([i])
else:
table_counts[table][0] += binom.rvs(x, customers[table][0]) # 更新表格计数
table_counts[table][1] += x - binom.rvs(x, customers[table][0])
customers[table].append(i)
table_assignments[i] = table
empty_tables = [i for i in range(len(table_counts)) if table_counts[i][0] == 0]
for table in empty_tables:
table_counts.pop(table)
customers.pop(table)
for i in range(len(table_assignments)):
if table_assignments[i] > table:
table_assignments[i] -= 1
return table_assignments, table_counts, customers
self.table_assignments = np.zeros(len(data), dtype=int)
self.table_counts = [[binom.rvs(data[0], beta.rvs(self.a, self.b)), data[0] - binom.rvs(data[0], beta.rvs(self.a, self.b))]]
self.customers = [[0]]
for i in range(1, len(data)):
self.table_assignments[i] = len(self.customers)
self.table_counts[-1][0] += binom.rvs(data[i], beta.rvs(self.a, self.b))
self.table_counts[-1][1] += data[i] - binom.rvs(data[i], beta.rvs(self.a, self.b))
self.customers[-1].append(i)
for iter in range(iterations):
self.table_assignments, self.table_counts, self.customers = sample_assignments(data, self.table_assignments, self.table_counts, self.customers, self.alpha, self.gamma, self.a, self.b)
```
这个示例代码只实现了HDP的一部分,不过可以作为一个入门的参考。HDP是非常强大的模型,可以用于很多实际问题,比如文本分类、聚类分析等等。如果需要更深入的了解HDP,建议阅读相关的论文和书籍。