Struct EMAlgorithm 

pub struct EMAlgorithm {
    pub max_iter: usize,
    pub tol: Float,
    pub reg_covar: Float,
    pub covariance_type: CovarianceType,
    pub init_params: WeightInit,
    pub random_state: Option<u64>,
}

Core EM Algorithm implementation with SIMD acceleration

Fields

max_iter: usize

Maximum number of EM iterations

tol: Float

Convergence tolerance for log-likelihood change

reg_covar: Float

Regularization added to covariance diagonal for numerical stability

covariance_type: CovarianceType

Type of covariance matrix to use

init_params: WeightInit

Initialization strategy for component weights

random_state: Option<u64>

Seed for reproducible random initialization

Implementations

impl EMAlgorithm

pub fn new(max_iter: usize, tol: Float, reg_covar: Float) -> Self

Create a new EM algorithm instance

pub fn covariance_type(self, covariance_type: CovarianceType) -> Self

Set covariance type

pub fn init_params(self, init_params: WeightInit) -> Self

Set initialization method

pub fn random_state(self, seed: u64) -> Self

Set random state

pub fn fit( &self, x: &ArrayView2<'_, Float>, n_components: usize, ) -> Result<EMResult>

Run the complete EM algorithm

pub fn initialize_parameters( &self, x: &ArrayView2<'_, Float>, n_components: usize, ) -> Result<(Array1<Float>, Array2<Float>, Vec<Array2<Float>>)>

Initialize GMM parameters with SIMD-accelerated operations

pub fn e_step_simd( &self, x: &ArrayView2<'_, Float>, weights: &Array1<Float>, means: &Array2<Float>, covariances: &[Array2<Float>], ) -> Result<Array2<Float>>

E-step: Compute responsibilities using SIMD acceleration

pub fn m_step_simd( &self, x: &ArrayView2<'_, Float>, responsibilities: &Array2<Float>, ) -> Result<(Array1<Float>, Array2<Float>, Vec<Array2<Float>>)>

M-step: Update parameters using SIMD acceleration

pub fn compute_log_likelihood_simd( &self, x: &ArrayView2<'_, Float>, weights: &Array1<Float>, means: &Array2<Float>, covariances: &[Array2<Float>], ) -> Result<Float>

Compute log-likelihood using SIMD acceleration