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rli
pbdlib-matlab
Commits
968677b4
Commit
968677b4
authored
Aug 10, 2016
by
Sylvain Calinon
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Update to initial version of semi-tied GMM
parent
d3b662f8
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3 changed files
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6 additions
and
17 deletions
+6
-17
README.md
README.md
+2
-2
demo_semitiedGMM01.m
demo_semitiedGMM01.m
+1
-3
m_fcts/EM_semitiedGMM.m
m_fcts/EM_semitiedGMM.m
+3
-12
No files found.
README.md
View file @
968677b4
...
...
@@ -9,7 +9,7 @@ The Matlab/GNU Octave version is currently maintained by Sylvain Calinon, Idiap
Did you find PbDLib useful for your research? Please acknowledge the authors in any academic publications that used parts of these codes.
<br><br>
Tutorial (
covers
GMM, TP-GMM, MFA, MPPCA, GMR, LWR, GPR, MPC, LQR, trajGMM):
Tutorial (GMM, TP-GMM, MFA, MPPCA, GMR, LWR, GPR, MPC, LQR, trajGMM):
```
@article{Calinon16JIST,
author="Calinon, S.",
...
...
@@ -39,7 +39,7 @@ HMM, HSMM:
}
```
Semi-tied GMM
s/HSMMs, LQT
:
Semi-tied GMM:
```
@article{Tanwani16RAL,
author="Tanwani, A. K. and Calinon, S.",
...
...
demo_semitiedGMM01.m
View file @
968677b4
...
...
@@ -20,9 +20,7 @@ function demo_semitiedGMM01
% }
%
% Copyright (c) 2015 Idiap Research Institute, http://idiap.ch/
% Written by Ajay Tanwani and Sylvain Calinon
%
% Correspondence: Ajay Tanwani <http://www.ajaytanwani.com>
% Written by Ajay Tanwani (http://www.ajaytanwani.com) and Sylvain Calinon (http://calinon.ch)
%
% This file is part of PbDlib, http://www.idiap.ch/software/pbdlib/
%
...
...
m_fcts/EM_semitiedGMM.m
View file @
968677b4
function
[
model
,
LL
]
=
EM_semitiedGMM
(
Data
,
model
)
function
[
model
,
LL
]
=
EM_semitiedGMM
(
Data
,
model
)
% EM procedure to estimate parameters of a semi-tied Gaussian Mixture Model
%
% Writing code takes time. Polishing it and making it available to others takes longer!
...
...
@@ -19,9 +19,7 @@
% }
%
% Copyright (c) 2015 Idiap Research Institute, http://idiap.ch/
% Written by Ajay Tanwani and Sylvain Calinon
%
% Correspondence: Ajay Tanwani <http://www.ajaytanwani.com>
% Written by Ajay Tanwani (http://www.ajaytanwani.com) and Sylvain Calinon (http://calinon.ch)
%
% This file is part of PbDlib, http://www.idiap.ch/software/pbdlib/
%
...
...
@@ -58,12 +56,6 @@ end
if
~
isfield
(
model
,
'params_nbVariationSteps'
)
model
.
params_nbVariationSteps
=
50
;
end
if
~
isfield
(
model
,
'params_nbVariationSteps'
)
model
.
params_nbVariationSteps
=
50
;
end
if
~
isfield
(
model
,
'params_alpha'
)
model
.
params_alpha
=
1.0
;
end
if
~
isfield
(
model
,
'B'
)
model
.
B
=
eye
(
model
.
nbVar
)
*
model
.
params_Bsf
;
model
.
InitH
=
pinv
(
model
.
B
)
+
eye
(
model
.
nbVar
)
*
model
.
params_diagRegFact
;
...
...
@@ -107,8 +99,7 @@ for nbIter=1:model.params_nbMaxSteps
%Update Sigma
model
.
H
=
pinv
(
model
.
B
)
+
eye
(
model
.
nbVar
)
*
model
.
params_diagRegFact
;
for
i
=
1
:
model
.
nbStates
% model.Sigma(:,:,i) = model.H * model.SigmaDiag(:,:,i) * model.H'; %Eq.(3)
model
.
Sigma
(:,:,
i
)
=
model
.
params_alpha
*
(
model
.
H
*
model
.
SigmaDiag
(:,:,
i
)
*
model
.
H
'
)
+
(
1
-
model
.
params_alpha
)
*
model
.
S
(:,:,
i
);
% Eq. (10)
model
.
Sigma
(:,:,
i
)
=
model
.
H
*
model
.
SigmaDiag
(:,:,
i
)
*
model
.
H
'
;
%Eq.(3)
end
%Compute average log-likelihood
...
...
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