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Improve robustness #12

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137f03a
Improve robustness
timholy Nov 19, 2023
e6988eb
hoist the `robust` check
timholy Nov 21, 2023
55eca9e
Remove `replace`
timholy Nov 29, 2023
fec4d6b
add dropout test
dmetivie Dec 28, 2023
7098aa4
robustify against dropout SEM + test
dmetivie Dec 28, 2023
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30 changes: 25 additions & 5 deletions src/fit_em.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -124,7 +124,19 @@ function E_step!(
) where {T<:AbstractFloat}
# evaluate likelihood for each type k
for k in eachindex(dists)
LL[:, k] .= log(α[k]) .+ logpdf.(dists[k], y)
logα, distk = log(α[k]), dists[k]
if robust
isfinite(logα) || continue
for n in eachindex(y)
logp = logpdf(distk, y[n])
isfinite(logp) || continue
LL[n, k] = logα + logp
end
else
for n in eachindex(y)
LL[n, k] = logα + logpdf(distk, y[n])
end
end
end
robust && replace!(LL, -Inf => nextfloat(-Inf), Inf => log(prevfloat(Inf)))
# get posterior of each category
Expand All @@ -143,12 +155,20 @@ function E_step!(
)
# evaluate likelihood for each type k
for k in eachindex(dists)
LL[:, k] .= log(α[k])
for n in axes(y, 2)
LL[n, k] += logpdf(dists[k], y[:, n])
logα, distk = log(α[k]), dists[k]
if robust
isfinite(logα) || continue
for n in axes(y, 2)
logp = logpdf(distk, y[:, n])
isfinite(logp) || continue
LL[n, k] = logα + logp
end
else
for n in axes(y, 2)
LL[n, k] = logα + logpdf(distk, y[:, n])
end
end
end
robust && replace!(LL, -Inf => nextfloat(-Inf), Inf => log(prevfloat(Inf)))
# get posterior of each category
c[:] = logsumexp(LL, dims = 2)
γ[:, :] = exp.(LL .- c)
Expand Down