build based on 63f185f

dmetivie · Nov 7, 2024 · c90c154 · c90c154
1 parent 8aab147
commit c90c154
Show file tree

Hide file tree

Showing 9 changed files with 231 additions and 15,655 deletions.
diff --git a/dev/assets/themes/documenter-dark.css b/dev/assets/themes/documenter-dark.css
diff --git a/dev/assets/themes/documenter-light.css b/dev/assets/themes/documenter-light.css
diff --git a/dev/benchmarks/index.html b/dev/benchmarks/index.html
diff --git a/dev/biblio/index.html b/dev/biblio/index.html
@@ -1,2 +1,2 @@
 <!DOCTYPE html>
-<html lang="en"><head><meta charset="UTF-8"/><meta name="viewport" content="width=device-width, initial-scale=1.0"/><title>Bibliography · ExpectationMaximization.jl</title><script data-outdated-warner src="../assets/warner.js"></script><link href="https://cdnjs.cloudflare.com/ajax/libs/lato-font/3.0.0/css/lato-font.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/juliamono/0.045/juliamono.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.15.4/css/fontawesome.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.15.4/css/solid.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.15.4/css/brands.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/KaTeX/0.13.24/katex.min.css" rel="stylesheet" type="text/css"/><script>documenterBaseURL=".."</script><script src="https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js" data-main="../assets/documenter.js"></script><script src="../siteinfo.js"></script><script src="../../versions.js"></script><link class="docs-theme-link" rel="stylesheet" type="text/css" href="../assets/themes/documenter-dark.css" data-theme-name="documenter-dark" data-theme-primary-dark/><link class="docs-theme-link" rel="stylesheet" type="text/css" href="../assets/themes/documenter-light.css" data-theme-name="documenter-light" data-theme-primary/><script src="../assets/themeswap.js"></script></head><body><div id="documenter"><nav class="docs-sidebar"><div class="docs-package-name"><span class="docs-autofit"><a href="../">ExpectationMaximization.jl</a></span></div><form class="docs-search" action="../search/"><input class="docs-search-query" id="documenter-search-query" name="q" type="text" placeholder="Search docs"/></form><ul class="docs-menu"><li><a class="tocitem" href="../">Home</a></li><li><a class="tocitem" href="../examples/">Examples</a></li><li class="is-active"><a class="tocitem" href>Bibliography</a><ul class="internal"><li><a class="tocitem" href="#Theory"><span>Theory</span></a></li><li><a class="tocitem" href="#Implementations"><span>Implementations</span></a></li></ul></li><li><a class="tocitem" href="../benchmarks/">Benchmarks</a></li><li><a class="tocitem" href="../fit_mle/">Instance vs Type version</a></li></ul><div class="docs-version-selector field has-addons"><div class="control"><span class="docs-label button is-static is-size-7">Version</span></div><div class="docs-selector control is-expanded"><div class="select is-fullwidth is-size-7"><select id="documenter-version-selector"></select></div></div></div></nav><div class="docs-main"><header class="docs-navbar"><nav class="breadcrumb"><ul class="is-hidden-mobile"><li class="is-active"><a href>Bibliography</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>Bibliography</a></li></ul></nav><div class="docs-right"><a class="docs-edit-link" href="https://github.com/dmetivie/ExpectationMaximization.jl/blob/master/docs/src/biblio.md" title="Edit on GitHub"><span class="docs-icon fab"></span><span class="docs-label is-hidden-touch">Edit on GitHub</span></a><a class="docs-settings-button fas fa-cog" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-sidebar-button fa fa-bars is-hidden-desktop" id="documenter-sidebar-button" href="#"></a></div></header><article class="content" id="documenter-page"><h1 id="Bibliography"><a class="docs-heading-anchor" href="#Bibliography">Bibliography</a><a id="Bibliography-1"></a><a class="docs-heading-anchor-permalink" href="#Bibliography" title="Permalink"></a></h1><h2 id="Theory"><a class="docs-heading-anchor" href="#Theory">Theory</a><a id="Theory-1"></a><a class="docs-heading-anchor-permalink" href="#Theory" title="Permalink"></a></h2><p>The EM algorithm was introduced by A. P. Dempster, N. M. Laird and D. B. Rubin in 1977 in the reference paper <a href="https://rss.onlinelibrary.wiley.com/doi/abs/10.1111/j.2517-6161.1977.tb01600.x"><em>Maximum Likelihood from Incomplete Data Via the EM Algorithm</em></a>. This is a very generic algorithm, working for almost any distributions. I also added the stochastic version introduced by G. Celeux, and J. Diebolt. in 1985 in <a href="https://cir.nii.ac.jp/crid/1574231874553755008"><em>The SEM Algorithm: A probabilistic teacher algorithm derived from the EM algorithm for the mixture problem</em></a>. Other versions can be added PR are welcomed.</p><h2 id="Implementations"><a class="docs-heading-anchor" href="#Implementations">Implementations</a><a id="Implementations-1"></a><a class="docs-heading-anchor-permalink" href="#Implementations" title="Permalink"></a></h2><p>Despite being generic, to my knowledge, almost all coding implementations are specific to some mixtures class (mostly Gaussian mixtures, sometime double exponential or Bernoulli mixtures).</p><p>In this package, thanks to Julia generic code spirit, one can just code the algorithm, and it works for all distributions.</p><p>I know of the Python <a href="https://github.com/sseemayer/mixem"><code>mixem</code></a> package doing also using a generic algorithm implementation. However, the available distribution choice is very limited as the authors have to define each distribution (Top-Down approach). This package does not define distribution<sup class="footnote-reference"><a id="citeref-1" href="#footnote-1">[1]</a></sup>, it simply uses the <code>Distribution</code> type and what is in <code>Distributions.jl</code>.</p><p>In Julia, there is the <a href="https://github.com/davidavdav/GaussianMixtures.jl"><code>GaussianMixtures.jl</code></a> package that also does EM. It seems a little faster than my implementation when used with Gaussian mixtures (I&#39;d like to understand what is creating this difference, though, maybe the in-place allocation while <code>fit_mle</code> creates copy). However, I am not sure if this is maintained anymore.</p><p>Have a look at the <a href="../benchmarks/#Benchmarks">benchmark</a> section for some comparisons.</p><p>I was inspired by <strong>Florian Oswald</strong> <a href="https://floswald.github.io/post/em-benchmarks/">page</a> and <strong>Maxime Mouchet</strong> <a href="https://github.com/maxmouchet/HMMBase.jl"><code>HMMBase.jl</code> package</a>.</p><section class="footnotes is-size-7"><ul><li class="footnote" id="footnote-1"><a class="tag is-link" href="#citeref-1">1</a>I added <code>fit_mle</code> methods for Product distributions, weighted Laplace and Dirac. I am doing PR to merge that directly into the <code>Distributions.jl</code> package.</li></ul></section></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../examples/">« Examples</a><a class="docs-footer-nextpage" href="../benchmarks/">Benchmarks »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.24 on <span class="colophon-date" title="Thursday 28 December 2023 22:51">Thursday 28 December 2023</span>. Using Julia version 1.10.0.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
+<html lang="en"><head><meta charset="UTF-8"/><meta name="viewport" content="width=device-width, initial-scale=1.0"/><title>Bibliography · ExpectationMaximization.jl</title><script data-outdated-warner src="../assets/warner.js"></script><link href="https://cdnjs.cloudflare.com/ajax/libs/lato-font/3.0.0/css/lato-font.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/juliamono/0.045/juliamono.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.15.4/css/fontawesome.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.15.4/css/solid.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.15.4/css/brands.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/KaTeX/0.13.24/katex.min.css" rel="stylesheet" type="text/css"/><script>documenterBaseURL=".."</script><script src="https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js" data-main="../assets/documenter.js"></script><script src="../siteinfo.js"></script><script src="../../versions.js"></script><link class="docs-theme-link" rel="stylesheet" type="text/css" href="../assets/themes/documenter-dark.css" data-theme-name="documenter-dark" data-theme-primary-dark/><link class="docs-theme-link" rel="stylesheet" type="text/css" href="../assets/themes/documenter-light.css" data-theme-name="documenter-light" data-theme-primary/><script src="../assets/themeswap.js"></script></head><body><div id="documenter"><nav class="docs-sidebar"><div class="docs-package-name"><span class="docs-autofit"><a href="../">ExpectationMaximization.jl</a></span></div><form class="docs-search" action="../search/"><input class="docs-search-query" id="documenter-search-query" name="q" type="text" placeholder="Search docs"/></form><ul class="docs-menu"><li><a class="tocitem" href="../">Home</a></li><li><a class="tocitem" href="../examples/">Examples</a></li><li class="is-active"><a class="tocitem" href>Bibliography</a><ul class="internal"><li><a class="tocitem" href="#Theory"><span>Theory</span></a></li><li><a class="tocitem" href="#Implementations"><span>Implementations</span></a></li></ul></li><li><a class="tocitem" href="../benchmarks/">Benchmarks</a></li><li><a class="tocitem" href="../fit_mle/">Instance vs Type version</a></li></ul><div class="docs-version-selector field has-addons"><div class="control"><span class="docs-label button is-static is-size-7">Version</span></div><div class="docs-selector control is-expanded"><div class="select is-fullwidth is-size-7"><select id="documenter-version-selector"></select></div></div></div></nav><div class="docs-main"><header class="docs-navbar"><nav class="breadcrumb"><ul class="is-hidden-mobile"><li class="is-active"><a href>Bibliography</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>Bibliography</a></li></ul></nav><div class="docs-right"><a class="docs-edit-link" href="https://github.com/dmetivie/ExpectationMaximization.jl/blob/master/docs/src/biblio.md" title="Edit on GitHub"><span class="docs-icon fab"></span><span class="docs-label is-hidden-touch">Edit on GitHub</span></a><a class="docs-settings-button fas fa-cog" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-sidebar-button fa fa-bars is-hidden-desktop" id="documenter-sidebar-button" href="#"></a></div></header><article class="content" id="documenter-page"><h1 id="Bibliography"><a class="docs-heading-anchor" href="#Bibliography">Bibliography</a><a id="Bibliography-1"></a><a class="docs-heading-anchor-permalink" href="#Bibliography" title="Permalink"></a></h1><h2 id="Theory"><a class="docs-heading-anchor" href="#Theory">Theory</a><a id="Theory-1"></a><a class="docs-heading-anchor-permalink" href="#Theory" title="Permalink"></a></h2><p>The EM algorithm was introduced by A. P. Dempster, N. M. Laird and D. B. Rubin in 1977 in the reference paper <a href="https://rss.onlinelibrary.wiley.com/doi/abs/10.1111/j.2517-6161.1977.tb01600.x"><em>Maximum Likelihood from Incomplete Data Via the EM Algorithm</em></a>. This is a very generic algorithm, working for almost any distributions. I also added the stochastic version introduced by G. Celeux, and J. Diebolt. in 1985 in <a href="https://cir.nii.ac.jp/crid/1574231874553755008"><em>The SEM Algorithm: A probabilistic teacher algorithm derived from the EM algorithm for the mixture problem</em></a>. Other versions can be added PR are welcomed.</p><h2 id="Implementations"><a class="docs-heading-anchor" href="#Implementations">Implementations</a><a id="Implementations-1"></a><a class="docs-heading-anchor-permalink" href="#Implementations" title="Permalink"></a></h2><p>Despite being generic, to my knowledge, almost all coding implementations are specific to some mixtures class (mostly Gaussian mixtures, sometime double exponential or Bernoulli mixtures).</p><p>In this package, thanks to Julia generic code spirit, one can just code the algorithm, and it works for all distributions.</p><p>I know of the Python <a href="https://github.com/sseemayer/mixem"><code>mixem</code></a> package doing also using a generic algorithm implementation. However, the available distribution choice is very limited as the authors have to define each distribution (Top-Down approach). This package does not define distribution<sup class="footnote-reference"><a id="citeref-1" href="#footnote-1">[1]</a></sup>, it simply uses the <code>Distribution</code> type and what is in <code>Distributions.jl</code>.</p><p>In Julia, there is the <a href="https://github.com/davidavdav/GaussianMixtures.jl"><code>GaussianMixtures.jl</code></a> package that also does EM. It seems a little faster than my implementation when used with Gaussian mixtures (I&#39;d like to understand what is creating this difference, though, maybe the in-place allocation while <code>fit_mle</code> creates copy). However, I am not sure if this is maintained anymore.</p><p>Have a look at the <a href="../benchmarks/#Benchmarks">benchmark</a> section for some comparisons.</p><p>I was inspired by <strong>Florian Oswald</strong> <a href="https://floswald.github.io/post/em-benchmarks/">page</a> and <strong>Maxime Mouchet</strong> <a href="https://github.com/maxmouchet/HMMBase.jl"><code>HMMBase.jl</code> package</a>.</p><section class="footnotes is-size-7"><ul><li class="footnote" id="footnote-1"><a class="tag is-link" href="#citeref-1">1</a>I added <code>fit_mle</code> methods for Product distributions, weighted Laplace and Dirac. I am doing PR to merge that directly into the <code>Distributions.jl</code> package.</li></ul></section></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../examples/">« Examples</a><a class="docs-footer-nextpage" href="../benchmarks/">Benchmarks »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.25 on <span class="colophon-date" title="Thursday 7 November 2024 22:21">Thursday 7 November 2024</span>. Using Julia version 1.11.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>