Im using the Gaussian Mixture Model to estimate loglikelihood function(the parameters are estimated by the EM algorithm)Im using Matlab...my data is of the size:17991402*1...17991402 data points of one dimension:
When I run gmdistribution.fit(X,2) I get the desired output
But when I run gmdistribution.fit(X,k) for k>2....the code crashes and I get the error"OUT OF MEMORY"..I have also tried an open source code which again gives me the same problem.Can someone help me out here?..Im basically looking for a code which will allow me to use different number of components on such a large dataset.
Thanks!!!
Is it possible for you to decrease the iteration time? The default is 100.
OPTIONS = statset('MaxIter',50,'Display','final','TolFun',1e-6)
gmdistribution.fit(X,3,OPTIONS)
Or you may consider under-sampling the original data.
A general solution to out of memory problem is described in this document.
Related
My aim is to fit gaussian-hermite-polynoms to complex measurement data (consisting out of absolute and an phase part). There are seven independent parameters (p) to generate such an gaussian-hermite-mode. I implement everthing in Matlab, so calculating such a mode is no problem. Problem is the fitting operation. At the moment, I implement two versions. First one is with fminsearch, the second one with lsqnonlin:
fun=#(p) CalcCoeff(c1,...
p(1)*CalcGaussHermite(...
CalcCoor([p(2),p(3),alphaZ],[p(4),p(5)],[centerX,centerY],labcoor),...
[l,m,lambda,p(6),p(7)]));
p=[scale,alphaX,alphaY,z_fX,z_fY,w_0X,w_0Y];
%optimset('Display','iter','PlotFcns',#optimplotfval);
% [fpar,fval,exitflag,output] = fminsearch(fun,p,options);
options = optimoptions('lsqnonlin','Display','iter');
res=lsqnonlin(fun,p,[],[],options);
The function CalcCoeff calculates the difference in case of lsqnonlin, in case of fminsearch it calculates the overlap-integral (dot product).
As a test, I calculate a simple gaussian-mode and tried to reconstruct the parameters used. But my algorithm failed in both cases. It operates without any error message, but the parameters can't be reconstructed. So the question I ask myself is: are there too many parameters for the optimization, so the algorithm isn't able to converge? Or is it even a global problem?
I would be very pleased, if any optimization specialist would give me any hint what might go wrong.
If I asked my question in a wrong way just let me know.
Regards
Andre
It seems Matlab is giving incorrect results for multinomial logistic regression.
In their example documentation using Fisher's Iris dataset [link], they give coefficients for the model which can be used on the same data set itself to get the modeled probabilities.
load fisheriris
sp = categorical(species);
[B,dev,stats] = mnrfit(meas,sp);
PHAT=mnrval(B,meas);
However, none of the expected value aggregates match the population aggregates which is a requirement for a MaxEnt classifer (See slide 35 [here], or Eq 14 [here], or Agresti "Categorical Data Analysis" pg 298, etc.)
For example
>> sum(PHAT)
>> 49.9828 49.8715 50.1456
should all equal 50 (population values), likewise for other aggregations
If the parameters
B=[36.9450 42.6378
12.2641 2.4653
14.4401 6.6809
-30.5885 -9.4294
-39.3232 -18.2862]
were used instead then all aggregated sufficient statistics match.
Additionally it seems odd that Matlab is solving it with likelihoods, which can produce an error,
Warning: Maximum likelihood estimation did not converge. Iteration
limit exceeded. You may need to merge categories to increase observed
counts
where the only requirement, proved by MLE consideration, is that the expected values match and no likelihood evaluation is needed.
It would be a nice feature that if instead of true classes are given we can give an option for including just the aggregate information.
Submitted a technical error review within Mathworks website. Their reply:
Hello [----],
I am writing in reference to your Technical Support Case #01820504
regarding 'mnrfit'.
Thanks a lot for your patience and reporting this issue. This appears
to be unexpected behavior. It appears to be related to an existing
issue we have in our records, that "mnrfit" does not give correct
maximum likelihood estimates in certain cases. Since the "mnrfit"
function is not finding the maximum likelihood estimates for the
coefficients, we calculated the actual MLEs. When we use these
estimates, we get the desired result of all 50s in this case.
The issue is that, for this particular dataset in our example, the
classes can be separated perfectly. This means that the logistic
function, in order to get exact zero or one probabilities, needs to
have infinite coefficients. The "mnrfit" function carries out an
iterative procedure with the coefficients getting larger, but it stops
at a point where the results have the issue that you have found. We
certainly agree that "mnrfit" could be made to do better. Our
development team is working on it.
At this stage, I am not able to suggest a workaround other than to
write a custom implementation as my colleague and I had tried. For
now, I will be closing this request as I have already forwarded it to
our records. However, if you have any additional questions related to
this case, please do not hesitate to reach me.
Sincerely,
[----]
MathWorks Technical Support Department
I have data sets for two groups, with one being much smaller than the other. For that reason, I am using the MatLab bootstrapping function to estimate the performance of the smaller group. I have code that draws on my original data, and it generates 1000 'new' means. However, it is not clear as to how many of the original data points are used each time. Obviously, if all the original data was used, the same mean would continue to be generated.
Can anyone help me out with this?
Bootstrapping comes from sampling with replacement. You'll use the same number of points as the original data, but some of them will be repeated. There are some variants of bootstrapping which work slightly differently, however. See https://en.wikipedia.org/wiki/Bootstrapping_(statistics).
I'm having problems in understanding how K-NN classification works in MATLAB.ยด
Here's the problem, I have a large dataset (65 features for over 1500 subjects) and its respective classes' label (0 or 1).
According to what's been explained to me, I have to divide the data into training, test and validation subsets to perform supervised training on the data, and classify it via K-NN.
First of all, what's the best ratio to divide the 3 subgroups (1/3 of the size of the dataset each?).
I've looked into ClassificationKNN/fitcknn functions, as well as the crossval function (idealy to divide data), but I'm really not sure how to use them.
To sum up, I wanted to
- divide data into 3 groups
- "train" the KNN (I know it's not a method that requires training, but the equivalent to training) with the training subset
- classify the test subset and get it's classification error/performance
- what's the point of having a validation test?
I hope you can help me, thank you in advance
EDIT: I think I was able to do it, but, if that's not asking too much, could you see if I missed something? This is my code, for a random case:
nfeats=60;ninds=1000;
trainRatio=0.8;valRatio=.1;testRatio=.1;
kmax=100; %for instance...
data=randi(100,nfeats,ninds);
class=randi(2,1,ninds);
[trainInd,valInd,testInd] = dividerand(1000,trainRatio,valRatio,testRatio);
train=data(:,trainInd);
test=data(:,testInd);
val=data(:,valInd);
train_class=class(:,trainInd);
test_class=class(:,testInd);
val_class=class(:,valInd);
precisionmax=0;
koptimal=0;
for know=1:kmax
%is it the same thing use knnclassify or fitcknn+predict??
predicted_class = knnclassify(val', train', train_class',know);
mdl = fitcknn(train',train_class','NumNeighbors',know) ;
label = predict(mdl,val');
consistency=sum(label==val_class')/length(val_class);
if consistency>precisionmax
precisionmax=consistency;
koptimal=know;
end
end
mdl_final = fitcknn(train',train_class','NumNeighbors',know) ;
label_final = predict(mdl,test');
consistency_final=sum(label==test_class')/length(test_class);
Thank you very much for all your help
For your 1st question "what's the best ratio to divide the 3 subgroups" there are only rules of thumb:
The amount of training data is most important. The more the better.
Thus, make it as big as possible and definitely bigger than the test or validation data.
Test and validation data have a similar function, so it is convenient to assign them the same amount
of data. But it is important to have enough data to be able to recognize over-adaptation. So, they
should be picked from the data basis fully randomly.
Consequently, a 50/25/25 or 60/20/20 partitioning is quite common. But if your total amount of data is small in relation to the total number of weights of your chosen topology (e.g. 10 weights in your net and only 200 cases in the data), then 70/15/15 or even 80/10/10 might be better choices.
Concerning your 2nd question "what's the point of having a validation test?":
Typically, you train the chosen model on your training data and then estimate the "success" by applying the trained model to unseen data - the validation set.
If you now would completely stop your efforts to improve accuracy, you indeed don't need three partitions of your data. But typically, you feel that you can improve the success of your model by e.g. changing the number of weights or hidden layers or ... and now a big loops starts to run with many iterations:
1) change weights and topology, 2) train, 3) validate, not satisfied, goto 1)
The long-term effect of this loop is, that you increasingly adapt your model to the validation data, so the results get better not because you so intelligently improve your topology but because you unconsciously learn the properties of the validation set and how to cope with them.
Now, the final and only valid accuracy of your neural net is estimated on really unseen data: the test set. This is done only once and is also useful to reveal over-adaption. You are not allowed to start a second even bigger loop now to prohibit any adaption to the test set!
I have a picture.1200*1175 pixel.I want to train a net(mlp or hopfield) to learn a specific part of it(201*111pixel) to save its weight to use in a new net(with the same previous feature)only without train it to find that specific part.now there are this questions :what kind of nets is useful;mlp or hopfield,if mlp;the number of hidden layers;the trainlm function is unuseful because "out of memory" error.I convert the picture to a binary image,is it useful?
What exactly do you need the solution to do? Find an object with an image (like "Where's Waldo"?). Will the target object always be the same size and orientation? Might it look different because of lighting changes?
If you just need to find a fixed pattern of pixels within a larger image, I suggest using a straightforward correlation measure, such as crosscorrelation to find it efficiently.
If you need to contend with any of the issues mentioned above, then there are two basic solutions: 1. Build a model using examples of the object in different poses, scalings, etc. so that the model will recognize any of them, or 2. Develop a way to normalize the patch of pixels being examined, to minimize the effect of those distortions (like Hu's invariant moments). If nothing else, yuo'll want to perform some sort of data reduction to get the number of inputs down. Technically, you could also try a model which is invariant to rotations, etc., but I don't know how well those work. I suspect that they are more tempermental than traditional approaches.
I found AdaBoost to be helpful in picking out only important bits of an image. That, and resizing the image to something very tiny (like 40x30) using a Gaussian filter will speed it up and put weight on more of an area of the photo rather than on a tiny insignificant pixel.