moefactory
Construct a mixture of experts distribution structure
Syntax
D = mixturefactory(GateD, ExpertD)
Description
D = mixturefactory(GateD, ExpertD) returns a structure representing a mixture of experts distribution. GatetD is a gate structure. ExpertD defines the expert distributions and it may be either a conditional distribution structure or a cell array of conditional distribution structures on the same data space.
When ExpertD is a conditional distribution structure, it defines the expert component distribution type. The number of experts equals GateD.num().
When ExpertD is a cell array of conditional distribution structures, the function constructs a heterogeneous mixture of experts distribution where each expert may be of a different distribution type. The number of elements in the cell array should equal GateD.num().
Distribution Parameters
- D (num-by-1 cell array of distribution parameter structures) : Contains the parameters for each expert.
- G : Sturucture containing the parameters of the gate.
Probability Density Function
The distribution has the following density:
where is the k-th gate component defined by the gate distribution and
is the k-th expert component.
name
See distribution structure common members.
M
See distribution structure common members.
expert
expert distributions
Syntax
D_k = D.expert(idx)
Description
D_k = D.expert(idx) where idx is the index of a component, gives the component distribution structure at idx.
D_k = D.expert(idx) where idx is an index vector with more than one element, returns a cell array of the distribution structures indexed in idx.
Valid range for the indices is from 1 to D.numtotal().
gate
Gate distribution
num
Number of components (excluding any fixed components)
Syntax
num = D.num()
dim
See distribution structure common members.
datadim
See distribution structure common members.
llvec
See distribution structure common members.
ll
See distribution structure common members.
llgrad
See distribution structure common members.
llgraddata
See distribution structure common members.
predict
See distribution structure common members.
sample
See distribution structure common members.
randparam
See distribution structure common members.
init
See distribution structure common members.
estimatedefault
penalizerparam
See distribution structure common members.
penalizercost
See distribution structure common members.
penalizergrad
See distribution structure common members.
sumparam
See distribution structure common members.
scaleparam
See distribution structure common members.
sumgrad
See distribution structure common members.
scalegrad
See distribution structure common members.
entropy
See distribution structure common members.
kl
See distribution structure common members.
AICc
See distribution structure common members.
BIC
See distribution structure common members.