[Work Log] FIRE = Cluster model

May 08, 2014
Project FIRE
Subproject Piecewise Linear Clustering (tests)
Working path projects/​fire/​trunk/​src/​piecewise_linear/​test
SVN Revision unknown (see text)
Unless otherwise noted, all filesystem paths are relative to the "Working path" named above.

Implemented cluster model in cluster_model.{cpp,h}. Implemented synthetic data generation in synthetic.{cpp,h}. Working on initial model estimation using k-means.

Run #1: Adding estimation of epsilon.

Description: After estimating 'A', also estimate the noise scale, epsilon (assumed 1.0 until now).
Method: Project data onto 'A' in data space, take mean projection error (see kjb_c::project_rows_onto_basis).


Using known epsilon: 0.5
Training error: -45.3955
Prediction error: -46.5

Estimating epsilon: 0.46192
Training error: -45.7958
Prediction error: -47.1319

Discussion: in the ballpark!

Run #2: initial cluster estimation

Description: Iteratively estimate three clusters and assign memebership.

Issues: third cluster initialization is identical to second. Guess: it's picking the same bad point over and over.

Run #3: initial cluster estimation, per-cluster obs. model

Description: Like Run #2, but each cluster has an individual observation model

Posted by Kyle Simek
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