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rli
pbdlib-matlab
Commits
1d7f3279
Commit
1d7f3279
authored
Dec 19, 2014
by
Sylvain Calinon
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Inclusion of regularization term in GMR to avoid division by zero
parent
168c56ef
Changes
2
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2 changed files
with
5 additions
and
5 deletions
+5
-5
m_fcts/EM_GMM.m
m_fcts/EM_GMM.m
+1
-1
m_fcts/GMR.m
m_fcts/GMR.m
+4
-4
No files found.
m_fcts/EM_GMM.m
View file @
1d7f3279
...
@@ -59,7 +59,7 @@ function [L, GAMMA] = computeGamma(Data, model)
...
@@ -59,7 +59,7 @@ function [L, GAMMA] = computeGamma(Data, model)
for
i
=
1
:
model
.
nbStates
for
i
=
1
:
model
.
nbStates
L
(
i
,:)
=
model
.
Priors
(
i
)
*
gaussPDF
(
Data
,
model
.
Mu
(:,
i
),
model
.
Sigma
(:,:,
i
));
L
(
i
,:)
=
model
.
Priors
(
i
)
*
gaussPDF
(
Data
,
model
.
Mu
(:,
i
),
model
.
Sigma
(:,:,
i
));
end
end
GAMMA
=
L
.
/
repmat
(
sum
(
L
,
1
),
model
.
nbStates
,
1
);
GAMMA
=
L
.
/
repmat
(
sum
(
L
,
1
)
+
realmin
,
model
.
nbStates
,
1
);
end
end
...
...
m_fcts/GMR.m
View file @
1d7f3279
...
@@ -20,18 +20,18 @@ function [expData, expSigma, H] = GMR(model, DataIn, in, out)
...
@@ -20,18 +20,18 @@ function [expData, expSigma, H] = GMR(model, DataIn, in, out)
nbData
=
size
(
DataIn
,
2
);
nbData
=
size
(
DataIn
,
2
);
nbVarOut
=
length
(
out
);
nbVarOut
=
length
(
out
);
diagRegularizationFactor
=
1E-8
;
MuTmp
=
zeros
(
nbVarOut
,
model
.
nbStates
);
MuTmp
=
zeros
(
nbVarOut
,
model
.
nbStates
);
expData
=
zeros
(
nbVarOut
,
nbData
);
expData
=
zeros
(
nbVarOut
,
nbData
);
expSigma
=
zeros
(
nbVarOut
,
nbVarOut
,
nbData
);
expSigma
=
zeros
(
nbVarOut
,
nbVarOut
,
nbData
);
expSigma2
=
zeros
(
nbVarOut
,
nbVarOut
,
nbData
);
expSigma3
=
zeros
(
nbVarOut
,
nbVarOut
,
nbData
);
for
t
=
1
:
nbData
for
t
=
1
:
nbData
%Compute activation weight
%Compute activation weight
%See Eq. (3.0.5) in doc/TechnicalReport.pdf
%See Eq. (3.0.5) in doc/TechnicalReport.pdf
for
i
=
1
:
model
.
nbStates
for
i
=
1
:
model
.
nbStates
H
(
i
,
t
)
=
model
.
Priors
(
i
)
*
gaussPDF
(
DataIn
(:,
t
),
model
.
Mu
(
in
,
i
),
model
.
Sigma
(
in
,
in
,
i
));
H
(
i
,
t
)
=
model
.
Priors
(
i
)
*
gaussPDF
(
DataIn
(:,
t
),
model
.
Mu
(
in
,
i
),
model
.
Sigma
(
in
,
in
,
i
));
end
end
H
(:,
t
)
=
H
(:,
t
)/
sum
(
H
(:,
t
));
H
(:,
t
)
=
H
(:,
t
)/
sum
(
H
(:,
t
)
+
realmin
);
%Compute expected conditional means
%Compute expected conditional means
%See Eq. (3.0.8) in doc/TechnicalReport.pdf
%See Eq. (3.0.8) in doc/TechnicalReport.pdf
for
i
=
1
:
model
.
nbStates
for
i
=
1
:
model
.
nbStates
...
@@ -44,6 +44,6 @@ for t=1:nbData
...
@@ -44,6 +44,6 @@ for t=1:nbData
SigmaTmp
=
model
.
Sigma
(
out
,
out
,
i
)
-
model
.
Sigma
(
out
,
in
,
i
)/
model
.
Sigma
(
in
,
in
,
i
)
*
model
.
Sigma
(
in
,
out
,
i
);
SigmaTmp
=
model
.
Sigma
(
out
,
out
,
i
)
-
model
.
Sigma
(
out
,
in
,
i
)/
model
.
Sigma
(
in
,
in
,
i
)
*
model
.
Sigma
(
in
,
out
,
i
);
expSigma
(:,:,
t
)
=
expSigma
(:,:,
t
)
+
H
(
i
,
t
)
*
(
SigmaTmp
+
MuTmp
(:,
i
)
*
MuTmp
(:,
i
)
'
);
expSigma
(:,:,
t
)
=
expSigma
(:,:,
t
)
+
H
(
i
,
t
)
*
(
SigmaTmp
+
MuTmp
(:,
i
)
*
MuTmp
(:,
i
)
'
);
end
end
expSigma
(:,:,
t
)
=
expSigma
(:,:,
t
)
-
expData
(:,
t
)
*
expData
(:,
t
)
'
;
expSigma
(:,:,
t
)
=
expSigma
(:,:,
t
)
-
expData
(:,
t
)
*
expData
(:,
t
)
'
+
eye
(
nbVarOut
)
*
diagRegularizationFactor
;
end
end
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