testgaussian.py

from bayespy.nodes import Categorical, Mixture, Gaussian
from bayespy.inference import VB
import copy
import numpy as np
import bayespy.plot as bpplt

hidden2 = Categorical((0.7, 0.3))
hidden1 = Mixture(hidden2, Categorical, ((0.6, 0.4), (0.1, 0.9)))

observed1 = Mixture(hidden1, Gaussian, ([-1.0], [0.9]), ([[1.3]], [[0.8]]))
observed2 = Mixture(hidden2, Gaussian, ([-0.9], [1.1]), ([[1.2]], [[0.7]]))

observed_1, observed_2, hidden_1, hidden_2 = copy.deepcopy((observed1, observed2, hidden1, hidden2))
observed_1.observe((-1.2,))
observed_2.observe((1.2,))
Q = VB(hidden_1, hidden_2, observed_1, observed_2, tol=1e-10)
Q.update(repeat=100)
print(hidden_1.get_moments())
print(hidden_2.get_moments())


observed_1, observed_2, hidden_1, hidden_2 = copy.deepcopy((observed1, observed2, hidden1, hidden2))
observed_1.observe((-0.2,))
observed_2.observe((1.2,))
Q = VB(hidden_1, hidden_2, observed_1, observed_2)
Q.update(repeat=100)
print(hidden_1.get_moments())
print(hidden_2.get_moments())


observed_1, observed_2, hidden_1, hidden_2 = copy.deepcopy((observed1, observed2, hidden1, hidden2))
observed_1.observe([1.0])
observed_2.observe([1.2])
Q = VB(hidden_1, hidden_2, observed_1, observed_2)
Q.update(repeat=10)
print(hidden_1.get_moments())
print(hidden_2.get_moments())