我一直在关注 PyMC3 的高斯混合模型示例:https : //github.com/pymc-devs/pymc3/blob/master/pymc3/examples/gaussian_mixture_model.ipynb
并让它与人工数据集很好地工作。
我已经用一个真实的数据集尝试过它,我正在努力让它给出合理的结果:
关于我应该缩小/扩大/改变哪些参数以获得更好的拟合的任何想法?痕迹似乎很稳定。这是我从示例中调整的模型片段:
model = pm.Model()
with model:
# cluster sizes
a = pm.constant(np.array([1., 1., 1.]))
p = pm.Dirichlet('p', a=a, shape=k)
# ensure all clusters have some points
p_min_potential = pm.Potential('p_min_potential', tt.switch(tt.min(p) < .1, -np.inf, 0))
# cluster centers
means = pm.Normal('means', mu=[0, 1.5, 3], sd=1, shape=k)
# break symmetry
order_means_potential = pm.Potential('order_means_potential',
tt.switch(means[1]-means[0] < 0, -np.inf, 0)
+ tt.switch(means[2]-means[1] < 0, -np.inf, 0))
# measurement error
sd = pm.Uniform('sd', lower=0, upper=2, shape=k)
# …
Run Code Online (Sandbox Code Playgroud)