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pbdlib-matlab
Commit 9004f622 authored by Milad Malekzadeh's avatar Milad Malekzadeh
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EM_tensorGMM.m
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function model = EM_tensorGMM(Data, model)
% Training of a task-parameterized Gaussian mixture model (GMM) with an expectation-maximization (EM) algorithm.
% The approach allows the modulation of the centers and covariance matrices of the Gaussians with respect to
% external parameters represented in the form of candidate coordinate systems.
%
% Author: Sylvain Calinon, 2014
% http://programming-by-demonstration.org/SylvainCalinon
%
% This source code is given for free! In exchange, I would be grateful if you cite
% the following reference in any academic publication that uses this code or part of it:
%
% @inproceedings{Calinon14ICRA,
% author="Calinon, S. and Bruno, D. and Caldwell, D. G.",
% title="A task-parameterized probabilistic model with minimal intervention control",
% booktitle="Proc. {IEEE} Intl Conf. on Robotics and Automation ({ICRA})",
% year="2014",
% month="May-June",
% address="Hong Kong, China",
% pages="3339--3344"
% }
%Parameters of the EM algorithm
nbMinSteps = 5; %Minimum number of iterations allowed
nbMaxSteps = 100; %Maximum number of iterations allowed
maxDiffLL = 1E-4; %Likelihood increase threshold to stop the algorithm
nbData = size(Data,3);
%diagRegularizationFactor = 1E-2;
diagRegularizationFactor = 1E-4;
for nbIter=1:nbMaxSteps
fprintf('.');
%E-step
[L, GAMMA, GAMMA0] = computeGamma(Data, model); %See 'computeGamma' function below and Eq. (2.0.5) in doc/TechnicalReport.pdf
GAMMA2 = GAMMA ./ repmat(sum(GAMMA,2),1,nbData);
%M-step
for i=1:model.nbStates
%Update Priors
model.Priors(i) = sum(sum(GAMMA(i,:))) / nbData; %See Eq. (2.0.6) in doc/TechnicalReport.pdf
for m=1:model.nbFrames
%Matricization/flattening of tensor
DataMat(:,:) = Data(:,m,:);
%Update Mu
model.Mu(:,m,i) = DataMat * GAMMA2(i,:)'; %See Eq. (2.0.7) in doc/TechnicalReport.pdf
%Update Sigma (regularization term is optional)
DataTmp = DataMat - repmat(model.Mu(:,m,i),1,nbData);
model.Sigma(:,:,m,i) = DataTmp * diag(GAMMA2(i,:)) * DataTmp' + eye(model.nbVar) * diagRegularizationFactor; %See Eq. (2.0.8) and (2.1.2) in doc/TechnicalReport.pdf
end
end
%Compute average log-likelihood
LL(nbIter) = sum(log(sum(L,1))) / size(L,2); %See Eq. (2.0.4) in doc/TechnicalReport.pdf
%Stop the algorithm if EM converged (small change of LL)
if nbIter>nbMinSteps
if LL(nbIter)-LL(nbIter-1)<maxDiffLL || nbIter==nbMaxSteps-1
disp(['EM converged after ' num2str(nbIter) ' iterations.']);
return;
end
end
end
disp(['The maximum number of ' num2str(nbMaxSteps) ' EM iterations has been reached.']);
end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function [L, GAMMA, GAMMA0] = computeGamma(Data, model)
%See Eq. (2.0.5) in doc/TechnicalReport.pdf
nbData = size(Data, 3);
L = ones(model.nbStates, nbData);
GAMMA0 = zeros(model.nbStates, model.nbFrames, nbData);
for m=1:model.nbFrames
DataMat(:,:) = Data(:,m,:); %Matricization/flattening of tensor
for i=1:model.nbStates
GAMMA0(i,m,:) = model.Priors(i) * gaussPDF(DataMat, model.Mu(:,m,i), model.Sigma(:,:,m,i));
L(i,:) = L(i,:) .* squeeze(GAMMA0(i,m,:))';
end
end
%Normalization
GAMMA = L ./ repmat(sum(L,1)+realmin,size(L,1),1);
end
function model = EM_tensorGMM(Data, model)
% Training of a task-parameterized Gaussian mixture model (GMM) with an expectation-maximization (EM) algorithm.
% The approach allows the modulation of the centers and covariance matrices of the Gaussians with respect to
......
demo_DSGMR01.m
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demo_TPGMR_LQR01.m
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demo_TPGMR_LQR02.m
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demo_testLQR01.m
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function demo_testLQR01
% Test of the linear quadratic regulation
%
% Author: Sylvain Calinon, 2014
% http://programming-by-demonstration.org/SylvainCalinon
%
% This source code is given for free! In exchange, I would be grateful if you cite
% the following reference in any academic publication that uses this code or part of it:
%
% @inproceedings{Calinon14ICRA,
% author="Calinon, S. and Bruno, D. and Caldwell, D. G.",
% title="A task-parameterized probabilistic model with minimal intervention control",
% booktitle="Proc. {IEEE} Intl Conf. on Robotics and Automation ({ICRA})",
% year="2014",
% month="May-June",
% address="Hong Kong, China",
% pages="3339--3344"
% }
%% Parameters
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
model.nbVar = 2; %Dimension of the datapoints in the dataset (here: t,x1)
model.dt = 0.01; %Time step
nbData = 500; %Number of datapoints
nbRepros = 3; %Number of reproductions with new situations randomly generated
rFactor = 1E-2; %Weighting term for the minimization of control commands in LQR
%% Reproduction with LQR
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
disp('Reproductions with LQR...');
DataIn = [1:nbData] * model.dt;
a.currTar = ones(1,nbData);
for n=1:nbRepros
a.currSigma = ones(1,1,nbData) * 10^(2-n);
%r(n) = reproduction_LQR_finiteHorizon(DataIn, model, a, 0, rFactor);
r(n) = reproduction_LQR_infiniteHorizon(DataIn, model, a, 0, rFactor);
end
%% Plots
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
figure('position',[20,50,1300,500]);
hold on; box on;
%Plot target
plot(r(1).Data(1,:), a.currTar, 'r-', 'linewidth', 2);
for n=1:nbRepros
%Plot trajectories
plot(r(n).Data(1,:), r(n).Data(2,:), '-', 'linewidth', 2, 'color', ones(3,1)*(n-1)/nbRepros);
end
xlabel('t'); ylabel('x_1');
figure;
%Plot norm of control commands
subplot(1,2,1); hold on;
for n=1:nbRepros
plot(DataIn, r(n).ddxNorm, '-', 'linewidth', 2, 'color', ones(3,1)*(n-1)/nbRepros);
end
xlabel('t'); ylabel('|ddx|');
%Plot stiffness
subplot(1,2,2); hold on;
for n=1:nbRepros
plot(DataIn, r(n).kpDet, '-', 'linewidth', 2, 'color', ones(3,1)*(n-1)/nbRepros);
end
xlabel('t'); ylabel('kp');
%pause;
%close all;
function demo_testLQR01
% Test of the linear quadratic regulation
%
% Author: Sylvain Calinon, 2014
% http://programming-by-demonstration.org/SylvainCalinon
%
% This source code is given for free! In exchange, I would be grateful if you cite
% the following reference in any academic publication that uses this code or part of it:
%
% @inproceedings{Calinon14ICRA,
% author="Calinon, S. and Bruno, D. and Caldwell, D. G.",
% title="A task-parameterized probabilistic model with minimal intervention control",
% booktitle="Proc. {IEEE} Intl Conf. on Robotics and Automation ({ICRA})",
% year="2014",
% month="May-June",
% address="Hong Kong, China",
% pages="3339--3344"
% }
%% Parameters
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
model.nbVar = 2; %Dimension of the datapoints in the dataset (here: t,x1)
model.dt = 0.01; %Time step
nbData = 500; %Number of datapoints
nbRepros = 3; %Number of reproductions with new situations randomly generated
rFactor = 1E-2; %Weighting term for the minimization of control commands in LQR
%% Reproduction with LQR
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
disp('Reproductions with LQR...');
DataIn = [1:nbData] * model.dt;
a.currTar = ones(1,nbData);
for n=1:nbRepros
a.currSigma = ones(1,1,nbData) * 10^(2-n);
%r(n) = reproduction_LQR_finiteHorizon(DataIn, model, a, 0, rFactor);
r(n) = reproduction_LQR_infiniteHorizon(DataIn, model, a, 0, rFactor);
end
%% Plots
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
figure('position',[20,50,1300,500]);
hold on; box on;
%Plot target
plot(r(1).Data(1,:), a.currTar, 'r-', 'linewidth', 2);
for n=1:nbRepros
%Plot trajectories
plot(r(n).Data(1,:), r(n).Data(2,:), '-', 'linewidth', 2, 'color', ones(3,1)*(n-1)/nbRepros);
end
xlabel('t'); ylabel('x_1');
figure;
%Plot norm of control commands
subplot(1,2,1); hold on;
for n=1:nbRepros
plot(DataIn, r(n).ddxNorm, '-', 'linewidth', 2, 'color', ones(3,1)*(n-1)/nbRepros);
end
xlabel('t'); ylabel('|ddx|');
%Plot stiffness
subplot(1,2,2); hold on;
for n=1:nbRepros
plot(DataIn, r(n).kpDet, '-', 'linewidth', 2, 'color', ones(3,1)*(n-1)/nbRepros);
end
xlabel('t'); ylabel('kp');
%pause;
%close all;
function demo_testLQR01
% Test of the linear quadratic regulation
%
% Author: Sylvain Calinon, 2014
% http://programming-by-demonstration.org/SylvainCalinon
%
% This source code is given for free! In exchange, I would be grateful if you cite
% the following reference in any academic publication that uses this code or part of it:
%
% @inproceedings{Calinon14ICRA,
% author="Calinon, S. and Bruno, D. and Caldwell, D. G.",
% title="A task-parameterized probabilistic model with minimal intervention control",
% booktitle="Proc. {IEEE} Intl Conf. on Robotics and Automation ({ICRA})",
% year="2014",
% month="May-June",
% address="Hong Kong, China",
% pages="3339--3344"
% }
%% Parameters
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
model.nbVar = 2; %Dimension of the datapoints in the dataset (here: t,x1)
model.dt = 0.01; %Time step
nbData = 500; %Number of datapoints
nbRepros = 3; %Number of reproductions with new situations randomly generated
rFactor = 1E-2; %Weighting term for the minimization of control commands in LQR
%% Reproduction with LQR
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
disp('Reproductions with LQR...');
DataIn = [1:nbData] * model.dt;
a.currTar = ones(1,nbData);
for n=1:nbRepros
a.currSigma = ones(1,1,nbData) * 10^(2-n);
%r(n) = reproduction_LQR_finiteHorizon(DataIn, model, a, 0, rFactor);
r(n) = reproduction_LQR_infiniteHorizon(DataIn, model, a, 0, rFactor);
end
%% Plots
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
figure('position',[20,50,1300,500]);
hold on; box on;
%Plot target
plot(r(1).Data(1,:), a.currTar, 'r-', 'linewidth', 2);
for n=1:nbRepros
%Plot trajectories
plot(r(n).Data(1,:), r(n).Data(2,:), '-', 'linewidth', 2, 'color', ones(3,1)*(n-1)/nbRepros);
end
xlabel('t'); ylabel('x_1');
figure;
%Plot norm of control commands
subplot(1,2,1); hold on;
for n=1:nbRepros
plot(DataIn, r(n).ddxNorm, '-', 'linewidth', 2, 'color', ones(3,1)*(n-1)/nbRepros);
end
xlabel('t'); ylabel('|ddx|');
%Plot stiffness
subplot(1,2,2); hold on;
for n=1:nbRepros
plot(DataIn, r(n).kpDet, '-', 'linewidth', 2, 'color', ones(3,1)*(n-1)/nbRepros);
end
xlabel('t'); ylabel('kp');
%pause;
%close all;
demo_testLQR02.m
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function demo_testLQR02
% Test of the linear quadratic regulation
%
% Author: Sylvain Calinon, 2014
% http://programming-by-demonstration.org/SylvainCalinon
%
% This source code is given for free! In exchange, I would be grateful if you cite
% the following reference in any academic publication that uses this code or part of it:
%
% @inproceedings{Calinon14ICRA,
% author="Calinon, S. and Bruno, D. and Caldwell, D. G.",
% title="A task-parameterized probabilistic model with minimal intervention control",
% booktitle="Proc. {IEEE} Intl Conf. on Robotics and Automation ({ICRA})",
% year="2014",
% month="May-June",
% address="Hong Kong, China",
% pages="3339--3344"
% }
%% Parameters
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
model.nbVar = 2; %Dimension of the datapoints in the dataset (here: t,x1)
model.dt = 0.01; %Time step
nbData = 1000; %Number of datapoints
nbRepros = 1; %Number of reproductions with new situations randomly generated
rFactor = 1E-1; %Weighting term for the minimization of control commands in LQR
%% Reproduction with LQR
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
disp('Reproductions with LQR...');
DataIn = [1:nbData] * model.dt;
a.currTar = ones(1,nbData);
a.currSigma = ones(1,1,nbData)/rFactor; %-> LQR with cost X'X + u'u
for n=1:nbRepros
%r(n) = reproduction_LQR_finiteHorizon(DataIn, model, a, 0, rFactor);
r(n) = reproduction_LQR_infiniteHorizon(DataIn, model, a, 0, rFactor);
end
%% Plots
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
figure('position',[20,50,1300,500]);
hold on; box on;
%Plot target
plot(r(1).Data(1,:), a.currTar, 'r-', 'linewidth', 2);
for n=1:nbRepros
%Plot trajectories
plot(r(n).Data(1,:), r(n).Data(2,:), 'k-', 'linewidth', 2);
end
xlabel('t'); ylabel('x_1');
figure;
%Plot norm of control commands
subplot(1,3,1); hold on;
for n=1:nbRepros
plot(DataIn, r(n).ddxNorm, 'k-', 'linewidth', 2);
end
xlabel('t'); ylabel('|ddx|');
%Plot stiffness
subplot(1,3,2); hold on;
for n=1:nbRepros
plot(DataIn, r(n).kpDet, 'k-', 'linewidth', 2);
end
xlabel('t'); ylabel('kp');
%Plot stiffness/damping ratio (equals to optimal control ratio 1/2^.5)
subplot(1,3,3); hold on;
for n=1:nbRepros
plot(DataIn, r(n).kpDet./r(n).kvDet, 'k-', 'linewidth', 2);
end
xlabel('t'); ylabel('kp/kv');
r(n).kpDet(1)/r(n).kvDet(1) %equals to optimal control ratio 1/2^.5 = 0.7071
%pause;
%close all;
function demo_testLQR02
% Test of the linear quadratic regulation
%
% Author: Sylvain Calinon, 2014
% http://programming-by-demonstration.org/SylvainCalinon
%
% This source code is given for free! In exchange, I would be grateful if you cite
% the following reference in any academic publication that uses this code or part of it:
%
% @inproceedings{Calinon14ICRA,
% author="Calinon, S. and Bruno, D. and Caldwell, D. G.",
% title="A task-parameterized probabilistic model with minimal intervention control",
% booktitle="Proc. {IEEE} Intl Conf. on Robotics and Automation ({ICRA})",
% year="2014",
% month="May-June",
% address="Hong Kong, China",
% pages="3339--3344"
% }
%% Parameters
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
model.nbVar = 2; %Dimension of the datapoints in the dataset (here: t,x1)
model.dt = 0.01; %Time step
nbData = 1000; %Number of datapoints
nbRepros = 1; %Number of reproductions with new situations randomly generated
rFactor = 1E-1; %Weighting term for the minimization of control commands in LQR
%% Reproduction with LQR
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
disp('Reproductions with LQR...');
DataIn = [1:nbData] * model.dt;
a.currTar = ones(1,nbData);
a.currSigma = ones(1,1,nbData)/rFactor; %-> LQR with cost X'X + u'u
for n=1:nbRepros
%r(n) = reproduction_LQR_finiteHorizon(DataIn, model, a, 0, rFactor);
r(n) = reproduction_LQR_infiniteHorizon(DataIn, model, a, 0, rFactor);
end
%% Plots
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
figure('position',[20,50,1300,500]);
hold on; box on;
%Plot target
plot(r(1).Data(1,:), a.currTar, 'r-', 'linewidth', 2);
for n=1:nbRepros
%Plot trajectories
plot(r(n).Data(1,:), r(n).Data(2,:), 'k-', 'linewidth', 2);
end
xlabel('t'); ylabel('x_1');
figure;
%Plot norm of control commands
subplot(1,3,1); hold on;
for n=1:nbRepros
plot(DataIn, r(n).ddxNorm, 'k-', 'linewidth', 2);
end
xlabel('t'); ylabel('|ddx|');
%Plot stiffness
subplot(1,3,2); hold on;
for n=1:nbRepros
plot(DataIn, r(n).kpDet, 'k-', 'linewidth', 2);
end
xlabel('t'); ylabel('kp');
%Plot stiffness/damping ratio (equals to optimal control ratio 1/2^.5)
subplot(1,3,3); hold on;
for n=1:nbRepros
plot(DataIn, r(n).kpDet./r(n).kvDet, 'k-', 'linewidth', 2);
end
xlabel('t'); ylabel('kp/kv');
r(n).kpDet(1)/r(n).kvDet(1) %equals to optimal control ratio 1/2^.5 = 0.7071
%pause;
%close all;
function demo_testLQR02
% Test of the linear quadratic regulation
%
% Author: Sylvain Calinon, 2014
% http://programming-by-demonstration.org/SylvainCalinon
%
% This source code is given for free! In exchange, I would be grateful if you cite
% the following reference in any academic publication that uses this code or part of it:
%
% @inproceedings{Calinon14ICRA,
% author="Calinon, S. and Bruno, D. and Caldwell, D. G.",
% title="A task-parameterized probabilistic model with minimal intervention control",
% booktitle="Proc. {IEEE} Intl Conf. on Robotics and Automation ({ICRA})",
% year="2014",
% month="May-June",
% address="Hong Kong, China",
% pages="3339--3344"
% }
%% Parameters
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
model.nbVar = 2; %Dimension of the datapoints in the dataset (here: t,x1)
model.dt = 0.01; %Time step
nbData = 1000; %Number of datapoints
nbRepros = 1; %Number of reproductions with new situations randomly generated
rFactor = 1E-1; %Weighting term for the minimization of control commands in LQR
%% Reproduction with LQR
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
disp('Reproductions with LQR...');
DataIn = [1:nbData] * model.dt;
a.currTar = ones(1,nbData);
a.currSigma = ones(1,1,nbData)/rFactor; %-> LQR with cost X'X + u'u
for n=1:nbRepros
%r(n) = reproduction_LQR_finiteHorizon(DataIn, model, a, 0, rFactor);
r(n) = reproduction_LQR_infiniteHorizon(DataIn, model, a, 0, rFactor);
end
%% Plots
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
figure('position',[20,50,1300,500]);
hold on; box on;
%Plot target
plot(r(1).Data(1,:), a.currTar, 'r-', 'linewidth', 2);
for n=1:nbRepros
%Plot trajectories
plot(r(n).Data(1,:), r(n).Data(2,:), 'k-', 'linewidth', 2);
end
xlabel('t'); ylabel('x_1');
figure;
%Plot norm of control commands
subplot(1,3,1); hold on;
for n=1:nbRepros
plot(DataIn, r(n).ddxNorm, 'k-', 'linewidth', 2);
end
xlabel('t'); ylabel('|ddx|');
%Plot stiffness
subplot(1,3,2); hold on;
for n=1:nbRepros
plot(DataIn, r(n).kpDet, 'k-', 'linewidth', 2);
end
xlabel('t'); ylabel('kp');
%Plot stiffness/damping ratio (equals to optimal control ratio 1/2^.5)
subplot(1,3,3); hold on;
for n=1:nbRepros
plot(DataIn, r(n).kpDet./r(n).kvDet, 'k-', 'linewidth', 2);
end
xlabel('t'); ylabel('kp/kv');
r(n).kpDet(1)/r(n).kvDet(1) %equals to optimal control ratio 1/2^.5 = 0.7071
%pause;
%close all;
demo_testLQR03.m
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estimateAttractorPath.m
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......@@ -32,3 +32,37 @@ r.nbStates = model.nbStates;
function r = estimateAttractorPath(DataIn, model, r)
% Estimation of an attractor path from a task-parameterized GMM and a set of candidate frames.
%
% Author: Sylvain Calinon, 2014
% http://programming-by-demonstration.org/SylvainCalinon
%
% This source code is given for free! In exchange, I would be grateful if you cite
% the following reference in any academic publication that uses this code or part of it:
%
% @inproceedings{Calinon14ICRA,
% author="Calinon, S. and Bruno, D. and Caldwell, D. G.",
% title="A task-parameterized probabilistic model with minimal intervention control",
% booktitle="Proc. {IEEE} Intl Conf. on Robotics and Automation ({ICRA})",
% year="2014",
% month="May-June",
% address="Hong Kong, China",
% pages="3339--3344"
% }
in = 1:size(DataIn,1);
out = in(end)+1:model.nbVar;
%% Estimation of the attractor path by Gaussian mixture regression,
%% by using the GMM resulting from the product of linearly transformed Gaussians
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
[r.Mu, r.Sigma] = productTPGMM(model, r.p); %See Eq. (6.0.5), (6.0.6) and (6.0.7) in doc/TechnicalReport.pdf
r.Priors = model.Priors;
r.nbStates = model.nbStates;
[r.currTar, r.currSigma] = GMR(r, DataIn, in, out); %See Eq. (3.0.2) to (3.0.5) in doc/TechnicalReport.pdf
gaussPDF.m
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......@@ -16,3 +16,21 @@ function prob = gaussPDF(Data, Mu, Sigma)
Data = Data' - repmat(Mu',nbData,1);
prob = sum((Data/Sigma).*Data, 2);
prob = exp(-0.5*prob) / sqrt((2*pi)^nbVar * (abs(det(Sigma))+realmin));
function prob = gaussPDF(Data, Mu, Sigma)
% Likelihood of datapoint(s) to be generated by a Gaussian parameterized by center and covariance.
%
% Inputs -----------------------------------------------------------------
% o Data: D x N array representing N datapoints of D dimensions.
% o Mu: D x 1 vector representing the center of the Gaussian.
% o Sigma: D x D array representing the covariance matrix of the Gaussian.
% Output -----------------------------------------------------------------
% o prob: 1 x N vector representing the likelihood of the N datapoints.
%
% Author: Sylvain Calinon, 2014
% http://programming-by-demonstration.org/SylvainCalinon
[nbVar,nbData] = size(Data);
%See Eq. (2.0.3) in doc/TechnicalReport.pdf
Data = Data' - repmat(Mu',nbData,1);
prob = sum((Data/Sigma).*Data, 2);
prob = exp(-0.5*prob) / sqrt((2*pi)^nbVar * (abs(det(Sigma))+realmin));
init_tensorGMM_kmeans.m
View file @ 9004f622
......@@ -11,18 +11,18 @@ DataAll = reshape(Data, size(Data,1)*size(Data,2), size(Data,3)); %Matricization
[Data_id, Mu] = kmeansClustering(DataAll, model.nbStates);
for i=1:model.nbStates
idtmp = find(Data_id==i);
model.Priors(i) = length(idtmp);
Sigma(:,:,i) = cov([DataAll(:,idtmp) DataAll(:,idtmp)]') + eye(size(DataAll,1))*diagRegularizationFactor;
idtmp = find(Data_id==i);
model.Priors(i) = length(idtmp);
Sigma(:,:,i) = cov([DataAll(:,idtmp) DataAll(:,idtmp)]') + eye(size(DataAll,1))*diagRegularizationFactor;
end
model.Priors = model.Priors / sum(model.Priors);
%Reshape GMM parameters into a tensor
for m=1:model.nbFrames
for i=1:model.nbStates
model.Mu(:,m,i) = Mu((m-1)*model.nbVar+1:m*model.nbVar,i);
model.Sigma(:,:,m,i) = Sigma((m-1)*model.nbVar+1:m*model.nbVar,(m-1)*model.nbVar+1:m*model.nbVar,i);
end
for i=1:model.nbStates
model.Mu(:,m,i) = Mu((m-1)*model.nbVar+1:m*model.nbVar,i);
model.Sigma(:,:,m,i) = Sigma((m-1)*model.nbVar+1:m*model.nbVar,(m-1)*model.nbVar+1:m*model.nbVar,i);
end
end
......
init_tensorGMM_timeBased.m
View file @ 9004f622
function model = init_tensorGMM_timeBased(Data, model)
% Author: Sylvain Calinon, 2014
% http://programming-by-demonstration.org/SylvainCalinon
diagRegularizationFactor = 1E-4;
DataAll = reshape(Data, size(Data,1)*size(Data,2), size(Data,3)); %Matricization/flattening of tensor
TimingSep = linspace(min(DataAll(1,:)), max(DataAll(1,:)), model.nbStates+1);
Mu = zeros(model.nbFrames*model.nbVar, model.nbStates);
Sigma = zeros(model.nbFrames*model.nbVar, model.nbFrames*model.nbVar, model.nbStates);
for i=1:model.nbStates
idtmp = find( DataAll(1,:)>=TimingSep(i) & DataAll(1,:)<TimingSep(i+1));
Mu(:,i) = mean(DataAll(:,idtmp),2);
Sigma(:,:,i) = cov(DataAll(:,idtmp)') + eye(size(DataAll,1))*diagRegularizationFactor;
model.Priors(i) = length(idtmp);
end
model.Priors = model.Priors / sum(model.Priors);
%Reshape GMM parameters into a tensor
for m=1:model.nbFrames
for i=1:model.nbStates
model.Mu(:,m,i) = Mu((m-1)*model.nbVar+1:m*model.nbVar,i);
model.Sigma(:,:,m,i) = Sigma((m-1)*model.nbVar+1:m*model.nbVar,(m-1)*model.nbVar+1:m*model.nbVar,i);
end
end
function model = init_tensorGMM_timeBased(Data, model)
% Author: Sylvain Calinon, 2014
% http://programming-by-demonstration.org/SylvainCalinon
diagRegularizationFactor = 1E-4;
DataAll = reshape(Data, size(Data,1)*size(Data,2), size(Data,3)); %Matricization/flattening of tensor
TimingSep = linspace(min(DataAll(1,:)), max(DataAll(1,:)), model.nbStates+1);
Mu = zeros(model.nbFrames*model.nbVar, model.nbStates);
Sigma = zeros(model.nbFrames*model.nbVar, model.nbFrames*model.nbVar, model.nbStates);
for i=1:model.nbStates
idtmp = find( DataAll(1,:)>=TimingSep(i) & DataAll(1,:)<TimingSep(i+1));
Mu(:,i) = mean(DataAll(:,idtmp),2);
Sigma(:,:,i) = cov(DataAll(:,idtmp)') + eye(size(DataAll,1))*diagRegularizationFactor;
model.Priors(i) = length(idtmp);
end
model.Priors = model.Priors / sum(model.Priors);
%Reshape GMM parameters into a tensor
for m=1:model.nbFrames
for i=1:model.nbStates
model.Mu(:,m,i) = Mu((m-1)*model.nbVar+1:m*model.nbVar,i);
model.Sigma(:,:,m,i) = Sigma((m-1)*model.nbVar+1:m*model.nbVar,(m-1)*model.nbVar+1:m*model.nbVar,i);
end
end
kmeansClustering.m
View file @ 9004f622
......@@ -17,24 +17,24 @@ Mu = Data(:,idTmp(1:nbStates));
%k-means iterations
while 1
%E-step %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
for i=1:nbStates
%Compute distances
distTmp(:,i) = sum((Data-repmat(Mu(:,i),1,nbData)).^2);
end
[vTmp,idList] = min(distTmp,[],2);
cumdist = sum(vTmp);
%M-step %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
for i=1:nbStates
%Update the centers
Mu(:,i) = mean(Data(:,idList==i),2);
end
%Stopping criterion %%%%%%%%%%%%%%%%%%%%
if abs(cumdist-cumdist_old) < cumdist_threshold
break;
end
cumdist_old = cumdist;
nbStep = nbStep+1;
%E-step %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
for i=1:nbStates
%Compute distances
distTmp(:,i) = sum((Data-repmat(Mu(:,i),1,nbData)).^2);
end
[vTmp,idList] = min(distTmp,[],2);
cumdist = sum(vTmp);
%M-step %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
for i=1:nbStates
%Update the centers
Mu(:,i) = mean(Data(:,idList==i),2);
end
%Stopping criterion %%%%%%%%%%%%%%%%%%%%
if abs(cumdist-cumdist_old) < cumdist_threshold