最终收敛到这个结果,巨爽。
smaple 0: 0.983690,0.004888,0.011422,likelyhood:-0.016445
smaple 1: 0.940236,0.047957,0.011807,likelyhood:-0.061625
smaple 2: 0.818187,0.001651,0.180162,likelyhood:-0.200665
smaple 3: 0.000187,0.999813,0.000000,likelyhood:-0.000187
smaple 4: 0.007913,0.992087,0.000000,likelyhood:-0.007945
smaple 5: 0.001585,0.998415,0.000000,likelyhood:-0.001587
smaple 6: 0.020159,0.000001,0.979840,likelyhood:-0.020366
smaple 7: 0.018230,0.000000,0.981770,likelyhood:-0.018398
smaple 8: 0.025072,0.000000,0.974928,likelyhood:-0.025392
- #include "stdio.h"
- #include "math.h"
- double matrix[9][4]={{1,47,76,24}, //include x0=1
- {1,46,77,23},
- {1,48,74,22},
- {1,34,76,21},
- {1,35,75,24},
- {1,34,77,25},
- {1,55,76,21},
- {1,56,74,22},
- {1,55,72,22},
- };
- double result[]={1,
- 1,
- 1,
- 2,
- 2,
- 2,
- 3,
- 3,
- 3,};
- double theta[2][4]={
- {0.3,0.3,0.01,0.01},
- {0.5,0.5,0.01,0.01}}; // include theta0
- double function_g(double x)
- {
- double ex = pow(2.718281828,x);
- return ex/(1+ex);
- }
- double function_e(double x)
- {
- return pow(2.718281828,x);
- }
- int main(void)
- {
- double likelyhood = 0.0;
- for(int j = 0;j<9;++j)
- {
- double sum = 1.0; // this is very important, because exp(thetak x)=1
- for(int l = 0;l<2;++l)
- {
- double xi = 0.0;
- for(int k=0;k<4;++k)
- {
- xi += matrix[j][k]*theta[l][k];
- }
- sum += function_e(xi);
- }
- double xi = 0.0;
- for(int k=0;k<4;++k)
- {
- xi += matrix[j][k]*theta[0][k];
- }
- double p1 = function_e(xi)/sum;
- xi = 0.0;
- for(int k=0;k<4;++k)
- {
- xi += matrix[j][k]*theta[1][k];
- }
- double p2 = function_e(xi)/sum;
- double p3 = 1-p1-p2;
- double ltheta = 0.0;
- if(result[j]==1)
- ltheta = log(p1);
- else if(result[j]==2)
- ltheta = log(p2);
- else if(result[j]==3)
- ltheta = log(p3);
- else
- {}
- printf("smaple %d: %f,%f,%f,likelyhood:%f\n",j,p1,p2,p3,ltheta);
- }
- for(int i =0 ;i<1000;++i)
- {
- for(int j=0;j<9;++j)
- {
- double sum = 1.0; // this is very important, because exp(thetak x)=1
- for(int l = 0;l<2;++l)
- {
- double xi = 0.0;
- for(int k=0;k<4;++k)
- {
- xi += matrix[j][k]*theta[l][k];
- }
- sum += function_e(xi);
- }
- double xi = 0.0;
- for(int k=0;k<4;++k)
- {
- xi += matrix[j][k]*theta[0][k];
- }
- double p1 = function_e(xi)/sum;
- xi = 0.0;
- for(int k=0;k<4;++k)
- {
- xi += matrix[j][k]*theta[1][k];
- }
- double p2 = function_e(xi)/sum;
- double p3 = 1-p1-p2;
- for(int m = 0; m<4; ++m)
- {
- if(result[j]==1)
- {
- theta[0][m] = theta[0][m] + 0.001*(1-p1)*matrix[j][m];
- }
- else
- {
- theta[0][m] = theta[0][m] + 0.001*(-p1)*matrix[j][m];
- }
- if(result[j]==2)
- {
- theta[1][m] = theta[1][m] + 0.001*(1-p2)*matrix[j][m];
- }
- else
- {
- theta[1][m] = theta[1][m] + 0.001*(-p2)*matrix[j][m];
- }
- }
- }
- double likelyhood = 0.0;
- for(int j = 0;j<9;++j)
- {
- double sum = 1.0; // this is very important, because exp(thetak x)=1
- for(int l = 0;l<2;++l)
- {
- double xi = 0.0;
- for(int k=0;k<4;++k)
- {
- xi += matrix[j][k]*theta[l][k];
- }
- sum += function_e(xi);
- }
- double xi = 0.0;
- for(int k=0;k<4;++k)
- {
- xi += matrix[j][k]*theta[0][k];
- }
- double p1 = function_e(xi)/sum;
- xi = 0.0;
- for(int k=0;k<4;++k)
- {
- xi += matrix[j][k]*theta[1][k];
- }
- double p2 = function_e(xi)/sum;
- double p3 = 1-p1-p2;
- double ltheta = 0.0;
- if(result[j]==1)
- ltheta = log(p1);
- else if(result[j]==2)
- ltheta = log(p2);
- else if(result[j]==3)
- ltheta = log(p3);
- else
- {}
- printf("smaple %d: %f,%f,%f,likelyhood:%f\n",j,p1,p2,p3,ltheta);
- }
- }
- return 0;
- }