python写 高斯混合模型的 隐变量的后验分布的代码

下面是一段使用python编写的高斯混合模型隐变量后验分布代码:

``` import numpy as np from scipy.stats import multivariate_normal

class GaussianMixtureModel: def init(self, n_components, max_iter=100, tol=1e-3): self.n_components = n_components self.max_iter = max_iter self.tol = tol

def fit(self, X):
    n_samples, n_features = X.shape
    self.weights_ = np.ones(self.n_components) / self.n_components
    self.means_ = np.random.randn(self.n_components, n_features)
    self.covariances_ = np.array([np.eye(n_features)] * self.n_components)
    
    responsibilities = np.zeros((n_samples, self.n_components))
    log_likelihoods = []
    for i in range(self.max_iter):
        # E-step
        for j in range(self.n_components):
            responsibilities[:, j] = self.weights_[j] * \
                multivariate_normal.pdf(X, mean=self.means_[j], cov=self.covariances_[j])
        responsibilities /= responsibilities.sum(axis=1, keepdims=True)
        
        # M-step
        n_responsibilities = responsibilities.sum(axis=0)
        self.weights_ = n_responsibilities / n_samples
        self.means_ = (responsibilities.T @ X) / n_responsibilities[:, None]
        self.covariances_ = np.zeros((self.n_components, n_features, n_features))
        for j in range(self.n_components):
            delta = X - self.means_[j]
            self.covariances_[j] = (responsibilities[:, j, None, None] * delta).T @ delta / n_responsibilities[j]
        
        # Calculate log likelihood
        log_likelihood = 0
        for j in range(self.n_components):
            log_likelihood += self.weights_[j] * \
                multivariate_normal.pdf(X, mean=self.means_[j], cov=self.covariances_[j])
        log_likelihood = np.log(log_likelihood).sum()
        log_likelihoods.append(log_likelihood)
        
        # Check convergence
        if i > 0 and np.abs(log_likelihoods[-1] - log_likelihoods[-2]) < self.tol:
            break
            
    return log_likelihoods

def predict(self, X):
    n_samples, n_features = X.shape
    responsibilities = np.zeros((n_samples, self.n_components))
    for
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