un llyod max qui marche
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1 changed files with 44 additions and 49 deletions
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#!/usr/bin/env python3
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import numpy as np
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from sipy import integrate
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from scipy import norm
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M = 8
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X = np.random.normal(0,1,1000)
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from scipy import integrate
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from scipy.stats import norm
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import matplotlib.pyplot as plt
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def ddp(x):
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mean = 0,
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sigma = 1
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return norm.pdf(x,mean,sigma)
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def init_thres_vec(M,X):
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step = (np.max(X)-np.min(X))/M
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thres_intervals = np.array([])
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mid = np.mean(X)
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for i in range(int(M/2)):
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thres_intervals = np.append(thres_vec,mid+(i+1)*step)
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thres_intervals = np.insert(thtres_vec,0,mid-(1+1)*step)
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return thres_intervals
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def quant(x,thres,intervals):
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thres= np.append(thres, np.inf)
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thres= np.insert(thres, 0, -np.inf)
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x_hat_q = np.zeros(np.shape(x))
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for i in range(len(thres)-1):
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if i == 0:
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x_hat_q = np.where(np.logical_and(x > thres[i], x <= thres[i+1]),
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np.full(np.size(x_hat_q), intervals[i]), x_hat_q)
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elif i == range(len(thres))[-1]-1:
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x_hat_q = np.where(np.logical_and(x > thres[i], x <= thres[i+1]),
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np.full(np.size(x_hat_q), intervals[i]), x_hat_q)
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else:
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x_hat_q = np.where(np.logical_and(x > thres[i], x < thres[i+1]),
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np.full(np.size(x_hat_q), intervals[i]), x_hat_q)
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return x_hat_q
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def LlyodMax(X,intervals, max_iter=1000,eps=1e-5):
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err_min = np.inf
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for i in range(max_iter):
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for j in range(len(x_hat_q)):
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centroids[i] = integrate.quad(lambda x : x*ddp(x),
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intervals[j],intervals[j+1])[0]/
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integrate.quad(lambda x : ddp(x),
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intervals[j],intervals[j+1])[0]
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intervals = 0.5*(centroids[1:]+centroids[:-1])
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x_hat = quant(X,centroids,intervals)
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err = np.linalg.norm(X-x_hat)
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if err < err_min:
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err_min =err
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intervals_min = intervals
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centroids_min = centroids
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if err_min< 1e-5:
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def quant(centroids, X):
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bornes = (centroids[:-1]+centroids[1:])/2
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bornes = np.insert(bornes,0,-np.inf)
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bornes = np.append(bornes,np.inf)
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xquant =np.zeros(len(X))
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for k in range(len(X)):
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for i in range(len(bornes)):
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if X[k]>=bornes[i] and X[k] <bornes[i+1]:
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xquant[k] = centroids[i]
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return xquant
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def llyodMax(X,M,maxiter=1000,eps=1e-6):
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#répartition uniforme des bornes
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step = (np.max(X)-np.min(X))/(M-2)
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Xmin = np.min(X)
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bornes = np.array([i*step+Xmin for i in range(M-1)])
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bornes = np.insert(bornes,0,-np.inf)
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bornes = np.append(bornes,np.inf)
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centroids = np.zeros(M)
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for it in range(maxiter):
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old_centroids = centroids.copy()
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for i in range(M):
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centroids[i] = integrate.quad(lambda x: x*ddp(x),bornes[i],bornes[i+1])[0]\
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/integrate.quad(lambda x: ddp(x),bornes[i],bornes[i+1])[0]
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bornes[1:-1] = (centroids[:-1]+centroids[1:])/2
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err = np.linalg.norm(centroids-old_centroids)
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print(err)
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if err < eps :
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break
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best_x_hat = quant(X,centroids_min,intervals_min)
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return best_x_hat
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return centroids
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M = 4
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X = np.random.normal(0,1,1000)
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centroids = llyodMax(X,M)
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bornes = (centroids[:-1]+centroids[1:])/2
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bornes = np.insert(bornes,0,-np.inf)
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bornes = np.append(bornes,np.inf)
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print(centroids, bornes)
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plt.figure()
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plt.plot(X)
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plt.plot(quant(bornes,X))
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plt.show()
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