cov = np.array([np.eye(n_features)] * k)
时间: 2024-05-19 21:13:05 浏览: 93
This line of code creates a 3D numpy array of shape `(k, n_features, n_features)` where `k` is the number of components or clusters, and `n_features` is the number of features in the data. Each component or cluster has its own covariance matrix which is represented by a 2D numpy array of shape `(n_features, n_features)` and initialized as an identity matrix using `np.eye(n_features)`.
This is commonly used in multivariate Gaussian mixture models where each component is assumed to have its own covariance matrix. The `cov` array is used as a parameter in the `MultivariateNormal` distribution to represent the covariance matrix of each component.
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class GP: def __init__(self, num_x_samples): self.observations = {"x": list(), "y": list()} self.num_x_samples = num_x_samples self.x_samples = np.arange(0, 10.0, 10.0 / self.num_x_samples).reshape(-1, 1) # prior self.mu = np.zeros_like(self.x_samples) self.cov = self.kernel(self.x_samples, self.x_samples) def update(self, observations): self.update_observation(observations) x = np.array(self.observations["x"]).reshape(-1, 1) y = np.array(self.observations["y"]).reshape(-1, 1) K11 = self.cov # (N,N) K22 = self.kernel(x, x) # (k,k) K12 = self.kernel(self.x_samples, x) # (N,k) K21 = self.kernel(x, self.x_samples) # (k,N) K22_inv = np.linalg.inv(K22 + 1e-8 * np.eye(len(x))) # (k,k) self.mu = K12.dot(K22_inv).dot(y) self.cov = self.kernel(self.x_samples, self.x_samples) - K12.dot(K22_inv).dot(K21) gp = GP(num_x_samples=100)解释一下gp = GP(num_x_samples=100)
这是一个名为GP的类,它有一个初始化函数__init__,需要传入num_x_samples参数。它有两个成员变量observations和num_x_samples,observations是一个字典,包含"x"和"y"两个键,分别对应一个空列表,用于存储观测数据。num_x_samples是输入自变量x采样点的数量。
x_samples是一个numpy数组,包含0到10之间等间隔的num_x_samples个数值,用于作为自变量x的取值。这个数组的形状是(num_x_samples, 1)。
import numpy as np def pca(data, k): u = np.mean(data, axis=0) after_demean = data - u cov = np.cov(after_demean.T) value, vector = np.linalg.eig(cov) idx = np.argsort(value)[::-1] idx = idx[:k] P = vector[idx] return data.dot(P.T)
这是一个PCA(Principal Component Analysis)降维的Python代码。主要实现了以下功能:
1. 对给定数据进行去均值操作。
2. 计算数据的协方差矩阵。
3. 对协方差矩阵求特征值和特征向量。
4. 对特征值进行降序排序,选择前k个特征值对应的特征向量。
5. 构建投影矩阵P,将数据投影到新的k维空间中。
6. 返回降维后的数据。
该代码与上一个代码的区别在于计算协方差矩阵的方式和对特征值进行排序的方式。在该代码中,使用了更加高效的计算方法,即使用np.cov()计算协方差矩阵,并使用np.argsort()对特征值进行排序。
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