Gaussian Mixtures and Clustering

This example demonstrates Gaussian mixture operations and clustering algorithms.

Overview

Gaussian mixtures and clustering are essential for:

  • Multi-hypothesis tracking: Representing multiple target hypotheses

  • Mixture reduction: Limiting computational complexity

  • Data clustering: Grouping measurements or tracks

Clustering Algorithms

K-Means
  • Partitions data into k clusters

  • Minimizes within-cluster variance

  • Fast and scalable

DBSCAN
  • Density-based clustering

  • Handles arbitrary cluster shapes

  • Identifies outliers automatically

Hierarchical
  • Builds cluster tree (dendrogram)

  • Multiple linkage options

  • Flexible number of clusters

Gaussian Mixture Operations

  • Moment matching: Reducing mixture to single Gaussian

  • Runnalls’ algorithm: Optimal mixture reduction

  • West’s algorithm: Alternative reduction method

  • Splitting/merging: Dynamic mixture management

Code Highlights

The example demonstrates:

  • K-means clustering with kmeans()

  • DBSCAN with dbscan()

  • Hierarchical clustering with agglomerative_clustering()

  • Gaussian mixture reduction with reduce_mixture_runnalls()

Source Code

  1"""
  2Gaussian Mixtures Example
  3=========================
  4
  5This example demonstrates Gaussian mixture operations and clustering
  6algorithms in PyTCL:
  7
  8Gaussian Mixture Operations:
  9- Component representation and manipulation
 10- Moment matching (computing mean and covariance)
 11- Mixture merging and reduction
 12- Runnalls' and West's reduction algorithms
 13
 14Clustering Algorithms:
 15- K-means with K-means++ initialization
 16- DBSCAN (density-based clustering)
 17- Hierarchical/agglomerative clustering
 18- Elbow method for K selection
 19
 20These algorithms are essential for multi-target tracking (PHD filters),
 21hypothesis reduction in MHT, and general density estimation.
 22"""
 23
 24from pathlib import Path
 25
 26import numpy as np
 27import plotly.graph_objects as go
 28
 29# Output directory for generated plots
 30OUTPUT_DIR = Path(__file__).parent.parent / "docs" / "_static" / "images" / "examples"
 31OUTPUT_DIR.mkdir(parents=True, exist_ok=True)
 32from plotly.subplots import make_subplots
 33
 34# Global flag to control plotting
 35SHOW_PLOTS = True
 36
 37
 38def create_ellipse_trace(mean, cov, color="blue", opacity=0.3, n_std=2, name=None):
 39    """Create a plotly trace for an ellipse representing a 2D Gaussian covariance."""
 40    eigvals, eigvecs = np.linalg.eigh(cov)
 41    # Angle in radians
 42    angle = np.arctan2(eigvecs[1, 0], eigvecs[0, 0])
 43
 44    # Semi-axes lengths
 45    a = n_std * np.sqrt(eigvals[0])
 46    b = n_std * np.sqrt(eigvals[1])
 47
 48    # Parametric ellipse
 49    t = np.linspace(0, 2 * np.pi, 100)
 50    x = a * np.cos(t)
 51    y = b * np.sin(t)
 52
 53    # Rotate
 54    x_rot = x * np.cos(angle) - y * np.sin(angle) + mean[0]
 55    y_rot = x * np.sin(angle) + y * np.cos(angle) + mean[1]
 56
 57    return go.Scatter(
 58        x=x_rot,
 59        y=y_rot,
 60        mode="lines",
 61        fill="toself",
 62        fillcolor=color,
 63        opacity=opacity,
 64        line=dict(color=color, width=2),
 65        name=name,
 66        showlegend=name is not None,
 67    )
 68
 69
 70from pytcl.clustering import (  # Gaussian mixture operations; K-means; DBSCAN; Hierarchical clustering
 71    DBSCANResult,
 72    GaussianComponent,
 73    GaussianMixture,
 74    HierarchicalResult,
 75    KMeansResult,
 76    agglomerative_clustering,
 77    compute_distance_matrix,
 78    cut_dendrogram,
 79    dbscan,
 80    dbscan_predict,
 81    kmeans,
 82    kmeans_elbow,
 83    kmeans_plusplus_init,
 84    merge_gaussians,
 85    moment_match,
 86    prune_mixture,
 87    reduce_mixture_runnalls,
 88    reduce_mixture_west,
 89    runnalls_merge_cost,
 90)
 91
 92
 93def _rng(seed: int = 42) -> np.random.Generator:
 94    """A seeded Generator for library calls that take one.
 95
 96    ``np.random.seed`` seeds the legacy global RNG; ``kmeans`` and friends
 97    default to ``np.random.default_rng()``, a separate stream that ignores it.
 98    Without passing this the figures under docs/_static change every rebuild.
 99    """
100    return np.random.default_rng(seed)
101
102
103def demo_gaussian_components():
104    """Demonstrate Gaussian component operations."""
105    print("=" * 70)
106    print("Gaussian Component Operations Demo")
107    print("=" * 70)
108
109    # Create individual Gaussian components
110    comp1 = GaussianComponent(
111        weight=0.4,
112        mean=np.array([0.0, 0.0]),
113        covariance=np.array([[1.0, 0.0], [0.0, 1.0]]),
114    )
115
116    comp2 = GaussianComponent(
117        weight=0.6,
118        mean=np.array([3.0, 3.0]),
119        covariance=np.array([[2.0, 0.5], [0.5, 2.0]]),
120    )
121
122    print("\nComponent 1:")
123    print(f"  Weight: {comp1.weight}")
124    print(f"  Mean: {comp1.mean}")
125    print(f"  Covariance diagonal: {np.diag(comp1.covariance)}")
126
127    print("\nComponent 2:")
128    print(f"  Weight: {comp2.weight}")
129    print(f"  Mean: {comp2.mean}")
130    print(f"  Covariance diagonal: {np.diag(comp2.covariance)}")
131
132    # Create a mixture
133    mixture = GaussianMixture([comp1, comp2])
134    print(f"\nMixture has {len(mixture)} components")
135    print(f"Total weight: {sum(c.weight for c in mixture.components)}")
136
137
138def demo_moment_matching():
139    """Demonstrate moment matching for mixture approximation."""
140    print("\n" + "=" * 70)
141    print("Moment Matching Demo")
142    print("=" * 70)
143
144    # Create a mixture of 3 components
145    weights = np.array([0.3, 0.5, 0.2])
146    means = [np.array([0.0, 0.0]), np.array([2.0, 1.0]), np.array([1.0, 3.0])]
147    covariances = [np.eye(2) * 0.5, np.eye(2) * 0.8, np.eye(2) * 0.3]
148
149    print("\nOriginal mixture (3 components):")
150    for i, (w, m) in enumerate(zip(weights, means)):
151        print(f"  Component {i + 1}: weight={w:.1f}, mean={m}")
152
153    # Moment match to single Gaussian - takes (weights, means, covariances)
154    mean, cov = moment_match(weights, means, covariances)
155
156    print("\nMoment-matched single Gaussian:")
157    print(f"  Mean: ({mean[0]:.3f}, {mean[1]:.3f})")
158    print(f"  Covariance:\n{cov}")
159
160    # The mean should be the weighted average
161    weighted_mean = sum(w * m for w, m in zip(weights, means))
162    print(
163        f"\nVerification - weighted mean: ({weighted_mean[0]:.3f}, "
164        f"{weighted_mean[1]:.3f})"
165    )
166
167
168def demo_mixture_merging():
169    """Demonstrate merging Gaussian components."""
170    print("\n" + "=" * 70)
171    print("Mixture Merging Demo")
172    print("=" * 70)
173
174    # Two nearby components
175    comp1 = GaussianComponent(0.4, np.array([0.0, 0.0]), np.eye(2) * 1.0)
176    comp2 = GaussianComponent(0.3, np.array([0.5, 0.5]), np.eye(2) * 1.0)
177
178    # Two far apart components
179    comp3 = GaussianComponent(0.3, np.array([5.0, 5.0]), np.eye(2) * 1.0)
180
181    print("\nThree components:")
182    print(f"  1: mean={comp1.mean}, weight={comp1.weight}")
183    print(f"  2: mean={comp2.mean}, weight={comp2.weight}")
184    print(f"  3: mean={comp3.mean}, weight={comp3.weight}")
185
186    # Merge costs
187    cost_12 = runnalls_merge_cost(comp1, comp2)
188    cost_13 = runnalls_merge_cost(comp1, comp3)
189    cost_23 = runnalls_merge_cost(comp2, comp3)
190
191    print("\nRunnalls merge costs (lower = better candidates for merging):")
192    print(f"  Cost(1,2): {cost_12:.4f}")
193    print(f"  Cost(1,3): {cost_13:.4f}")
194    print(f"  Cost(2,3): {cost_23:.4f}")
195
196    # Merge the closest pair
197    merge_result = merge_gaussians(comp1, comp2)
198    merged = merge_result.component
199
200    print("\nMerged component (1+2):")
201    print(f"  Weight: {merged.weight:.2f}")
202    print(f"  Mean: ({merged.mean[0]:.3f}, {merged.mean[1]:.3f})")
203    print(f"  Merge cost: {merge_result.cost:.4f}")
204
205
206def demo_mixture_reduction():
207    """Demonstrate mixture reduction algorithms."""
208    print("\n" + "=" * 70)
209    print("Mixture Reduction Demo")
210    print("=" * 70)
211
212    np.random.seed(42)
213
214    # Create a large mixture (e.g., from PHD filter output)
215    n_components = 20
216    components = []
217
218    # Cluster 1: around (0, 0)
219    for _ in range(8):
220        mean = np.array([0, 0]) + np.random.randn(2) * 0.5
221        cov = np.eye(2) * (0.3 + np.random.rand() * 0.2)
222        weight = 0.3 + np.random.rand() * 0.4
223        components.append(GaussianComponent(weight, mean, cov))
224
225    # Cluster 2: around (5, 3)
226    for _ in range(7):
227        mean = np.array([5, 3]) + np.random.randn(2) * 0.5
228        cov = np.eye(2) * (0.3 + np.random.rand() * 0.2)
229        weight = 0.2 + np.random.rand() * 0.3
230        components.append(GaussianComponent(weight, mean, cov))
231
232    # Scattered components
233    for _ in range(5):
234        mean = np.random.rand(2) * 10
235        cov = np.eye(2) * 0.5
236        weight = 0.05 + np.random.rand() * 0.1
237        components.append(GaussianComponent(weight, mean, cov))
238
239    print(f"\nOriginal mixture: {len(components)} components")
240    print(f"Total weight: {sum(c.weight for c in components):.2f}")
241
242    # Prune low-weight components
243    pruned = prune_mixture(components, weight_threshold=0.1)
244    print(f"\nAfter pruning (weight_threshold=0.1): {len(pruned)} components")
245
246    # Reduce using Runnalls' algorithm
247    n_target = 5
248    result_runnalls = reduce_mixture_runnalls(components, n_target)
249    print(f"\nRunnalls reduction to {n_target} components:")
250    print(f"  Final components: {result_runnalls.n_reduced}")
251    print(f"  Total merge cost: {result_runnalls.total_cost:.4f}")
252    for i, c in enumerate(result_runnalls.components):
253        print(
254            f"    {i + 1}: weight={c.weight:.3f}, "
255            f"mean=({c.mean[0]:.2f}, {c.mean[1]:.2f})"
256        )
257
258    # Reduce using West's algorithm
259    result_west = reduce_mixture_west(components, n_target)
260    print(f"\nWest reduction to {n_target} components:")
261    print(f"  Final components: {result_west.n_reduced}")
262    print(f"  Total merge cost: {result_west.total_cost:.4f}")
263
264
265def demo_kmeans():
266    """Demonstrate K-means clustering."""
267    print("\n" + "=" * 70)
268    print("K-Means Clustering Demo")
269    print("=" * 70)
270
271    np.random.seed(42)
272
273    # Generate clustered data
274    n_per_cluster = 50
275    centers_true = np.array(
276        [
277            [0, 0],
278            [5, 5],
279            [0, 5],
280        ]
281    )
282
283    data = []
284    for center in centers_true:
285        cluster = center + np.random.randn(n_per_cluster, 2) * 0.8
286        data.append(cluster)
287    data = np.vstack(data)
288
289    print(f"\nGenerated {len(data)} points in 3 clusters")
290    print(f"True centers:\n{centers_true}")
291
292    # K-means clustering
293    result = kmeans(data, n_clusters=3, max_iter=100, rng=_rng())
294
295    print(f"\nK-means result:")
296    print(f"  Iterations: {result.n_iter}")
297    print(f"  Inertia (within-cluster sum of squares): {result.inertia:.2f}")
298    print(f"  Found centers:\n{result.centers}")
299
300    # Cluster sizes
301    unique, counts = np.unique(result.labels, return_counts=True)
302    print("\n  Cluster sizes:", dict(zip(unique, counts)))
303
304    # Plot K-means result
305    if SHOW_PLOTS:
306        fig = make_subplots(
307            rows=1,
308            cols=2,
309            subplot_titles=["Ground Truth Clusters", "K-means Clustering Result"],
310        )
311
312        # True clusters
313        colors = ["blue", "green", "orange"]
314        for i, center in enumerate(centers_true):
315            mask = np.arange(len(data)) // n_per_cluster == i
316            fig.add_trace(
317                go.Scatter(
318                    x=data[mask, 0],
319                    y=data[mask, 1],
320                    mode="markers",
321                    marker=dict(color=colors[i], size=6, opacity=0.6),
322                    name=f"True cluster {i}",
323                ),
324                row=1,
325                col=1,
326            )
327
328        fig.add_trace(
329            go.Scatter(
330                x=centers_true[:, 0],
331                y=centers_true[:, 1],
332                mode="markers",
333                marker=dict(color="black", size=15, symbol="x", line=dict(width=3)),
334                name="True centers",
335            ),
336            row=1,
337            col=1,
338        )
339
340        # K-means result
341        colors_km = ["red", "green", "blue"]
342        for i in range(3):
343            mask = result.labels == i
344            fig.add_trace(
345                go.Scatter(
346                    x=data[mask, 0],
347                    y=data[mask, 1],
348                    mode="markers",
349                    marker=dict(color=colors_km[i], size=6, opacity=0.6),
350                    name=f"Cluster {i}",
351                    showlegend=True,
352                ),
353                row=1,
354                col=2,
355            )
356
357        fig.add_trace(
358            go.Scatter(
359                x=result.centers[:, 0],
360                y=result.centers[:, 1],
361                mode="markers",
362                marker=dict(color="black", size=15, symbol="x", line=dict(width=3)),
363                name="K-means centers",
364            ),
365            row=1,
366            col=2,
367        )
368
369        fig.update_xaxes(title_text="x")
370        fig.update_yaxes(title_text="y")
371        fig.update_layout(height=500, width=1000, showlegend=True)
372        fig.write_html(
373            str(OUTPUT_DIR / "gaussian_kmeans.html"),
374            include_plotlyjs="cdn",
375            div_id="gaussian_kmeans",
376        )
377        print("\n  [Plot saved to gaussian_kmeans.html]")
378
379
380def demo_kmeans_plusplus():
381    """Demonstrate K-means++ initialization."""
382    print("\n" + "=" * 70)
383    print("K-Means++ Initialization Demo")
384    print("=" * 70)
385
386    np.random.seed(42)
387
388    # Generate data with 4 well-separated clusters
389    data = np.vstack(
390        [
391            np.random.randn(30, 2) + [0, 0],
392            np.random.randn(30, 2) + [10, 0],
393            np.random.randn(30, 2) + [0, 10],
394            np.random.randn(30, 2) + [10, 10],
395        ]
396    )
397
398    n_clusters = 4
399
400    # Random initialization
401    random_centers = data[np.random.choice(len(data), n_clusters, replace=False)]
402
403    # K-means++ initialization
404    plusplus_centers = kmeans_plusplus_init(data, n_clusters)
405
406    print(f"\nComparing initialization methods for n_clusters={n_clusters}:")
407
408    # Run K-means with each initialization
409    # For random, run multiple times (use init='random' for random init)
410    results_random = []
411    for _ in range(10):
412        idx = np.random.choice(len(data), n_clusters, replace=False)
413        result = kmeans(
414            data, n_clusters=n_clusters, init=data[idx], n_init=1, rng=_rng()
415        )
416        results_random.append(result.inertia)
417
418    result_plusplus = kmeans(
419        data, n_clusters=n_clusters, init=plusplus_centers, n_init=1, rng=_rng()
420    )
421
422    print(f"\n  Random initialization (10 runs):")
423    print(f"    Mean inertia: {np.mean(results_random):.2f}")
424    print(f"    Std inertia: {np.std(results_random):.2f}")
425    print(f"    Best inertia: {np.min(results_random):.2f}")
426
427    print(f"\n  K-means++ initialization:")
428    print(f"    Inertia: {result_plusplus.inertia:.2f}")
429
430    print("\nNote: K-means++ typically provides better, more consistent results.")
431
432
433def demo_elbow_method():
434    """Demonstrate elbow method for K selection."""
435    print("\n" + "=" * 70)
436    print("Elbow Method Demo")
437    print("=" * 70)
438
439    np.random.seed(42)
440
441    # Generate data with 3 true clusters
442    data = np.vstack(
443        [
444            np.random.randn(40, 2) + [0, 0],
445            np.random.randn(40, 2) + [4, 4],
446            np.random.randn(40, 2) + [8, 0],
447        ]
448    )
449
450    print(f"\nData: 120 points from 3 true clusters")
451    print("\nInertia for different K values:")
452    print("-" * 40)
453
454    elbow_result = kmeans_elbow(data, k_range=range(1, 8), rng=_rng())
455    k_values = elbow_result["k_values"]
456    inertias = elbow_result["inertias"]
457
458    for k, inertia in zip(k_values, inertias):
459        bar = "#" * int(inertia / max(inertias) * 30)
460        print(f"  K={k}: {inertia:>8.1f} {bar}")
461
462    print("\nThe 'elbow' should appear around K=3")
463    print("(where adding more clusters gives diminishing returns)")
464
465    # Plot elbow method
466    if SHOW_PLOTS:
467        fig = go.Figure()
468
469        fig.add_trace(
470            go.Scatter(
471                x=list(k_values),
472                y=inertias,
473                mode="lines+markers",
474                line=dict(color="blue", width=2),
475                marker=dict(size=10),
476                name="Inertia",
477            )
478        )
479
480        fig.add_vline(
481            x=3, line_dash="dash", line_color="red", annotation_text="True K=3"
482        )
483
484        fig.update_layout(
485            title="Elbow Method for K Selection",
486            xaxis_title="Number of Clusters (K)",
487            yaxis_title="Inertia (Within-cluster Sum of Squares)",
488            height=500,
489            width=700,
490            showlegend=True,
491        )
492        fig.write_html(
493            str(OUTPUT_DIR / "gaussian_elbow.html"),
494            include_plotlyjs="cdn",
495            div_id="gaussian_elbow",
496        )
497        print("\n  [Plot saved to gaussian_elbow.html]")
498
499
500def demo_dbscan():
501    """Demonstrate DBSCAN clustering."""
502    print("\n" + "=" * 70)
503    print("DBSCAN Clustering Demo")
504    print("=" * 70)
505
506    np.random.seed(42)
507
508    # Generate data: two dense clusters + noise
509    cluster1 = np.random.randn(50, 2) * 0.5 + [0, 0]
510    cluster2 = np.random.randn(50, 2) * 0.5 + [4, 4]
511    noise = np.random.uniform(-2, 8, (20, 2))  # Scattered noise points
512
513    data = np.vstack([cluster1, cluster2, noise])
514
515    print(f"\nData: 100 cluster points + 20 noise points")
516
517    # DBSCAN clustering
518    result = dbscan(data, eps=0.8, min_samples=5)
519
520    print(f"\nDBSCAN result (eps=0.8, min_samples=5):")
521    print(f"  Clusters found: {result.n_clusters}")
522    print(f"  Core sample indices: {len(result.core_sample_indices)}")
523    print(f"  Noise points: {result.n_noise}")
524
525    # Cluster sizes
526    unique_labels = np.unique(result.labels)
527    for label in unique_labels:
528        count = np.sum(result.labels == label)
529        if label == -1:
530            print(f"  Noise points: {count}")
531        else:
532            print(f"  Cluster {label}: {count} points")
533
534    print("\nNote: DBSCAN identifies noise points (label=-1)")
535    print("and doesn't require specifying the number of clusters.")
536
537    # Plot DBSCAN result
538    if SHOW_PLOTS:
539        fig = make_subplots(
540            rows=1,
541            cols=2,
542            subplot_titles=[
543                "Ground Truth",
544                f"DBSCAN Result ({result.n_clusters} clusters)",
545            ],
546        )
547
548        # Ground truth
549        fig.add_trace(
550            go.Scatter(
551                x=cluster1[:, 0],
552                y=cluster1[:, 1],
553                mode="markers",
554                marker=dict(color="blue", size=8, opacity=0.6),
555                name="Cluster 1",
556            ),
557            row=1,
558            col=1,
559        )
560
561        fig.add_trace(
562            go.Scatter(
563                x=cluster2[:, 0],
564                y=cluster2[:, 1],
565                mode="markers",
566                marker=dict(color="green", size=8, opacity=0.6),
567                name="Cluster 2",
568            ),
569            row=1,
570            col=1,
571        )
572
573        fig.add_trace(
574            go.Scatter(
575                x=noise[:, 0],
576                y=noise[:, 1],
577                mode="markers",
578                marker=dict(color="red", size=8, opacity=0.6),
579                name="Noise",
580            ),
581            row=1,
582            col=1,
583        )
584
585        # DBSCAN result
586        colors = ["blue", "green", "purple", "orange"]
587        for label in unique_labels:
588            mask = result.labels == label
589            if label == -1:
590                fig.add_trace(
591                    go.Scatter(
592                        x=data[mask, 0],
593                        y=data[mask, 1],
594                        mode="markers",
595                        marker=dict(color="red", size=8, opacity=0.6, symbol="x"),
596                        name="Noise",
597                        showlegend=True,
598                    ),
599                    row=1,
600                    col=2,
601                )
602            else:
603                fig.add_trace(
604                    go.Scatter(
605                        x=data[mask, 0],
606                        y=data[mask, 1],
607                        mode="markers",
608                        marker=dict(
609                            color=colors[label % len(colors)], size=8, opacity=0.6
610                        ),
611                        name=f"Cluster {label}",
612                        showlegend=True,
613                    ),
614                    row=1,
615                    col=2,
616                )
617
618        # Mark core samples
619        core_mask = np.zeros(len(data), dtype=bool)
620        core_mask[result.core_sample_indices] = True
621        fig.add_trace(
622            go.Scatter(
623                x=data[core_mask, 0],
624                y=data[core_mask, 1],
625                mode="markers",
626                marker=dict(
627                    color="rgba(0,0,0,0)", size=15, line=dict(color="black", width=1)
628                ),
629                name="Core samples",
630                showlegend=True,
631            ),
632            row=1,
633            col=2,
634        )
635
636        fig.update_xaxes(title_text="x")
637        fig.update_yaxes(title_text="y")
638        fig.update_layout(height=500, width=1000, showlegend=True)
639        fig.write_html(
640            str(OUTPUT_DIR / "gaussian_dbscan.html"),
641            include_plotlyjs="cdn",
642            div_id="gaussian_dbscan",
643        )
644        print("\n  [Plot saved to gaussian_dbscan.html]")
645
646
647def demo_hierarchical():
648    """Demonstrate hierarchical clustering."""
649    print("\n" + "=" * 70)
650    print("Hierarchical Clustering Demo")
651    print("=" * 70)
652
653    np.random.seed(42)
654
655    # Generate small dataset for visualization
656    data = np.array(
657        [
658            [0, 0],
659            [0.5, 0.5],
660            [1, 0],  # Cluster A
661            [5, 5],
662            [5.5, 5.5],
663            [5, 6],  # Cluster B
664            [2.5, 2.5],  # Between clusters
665        ]
666    )
667
668    print(f"\nData points:\n{data}")
669
670    # Compute distance matrix
671    dist_matrix = compute_distance_matrix(data)
672    print(f"\nDistance matrix:\n{np.round(dist_matrix, 2)}")
673
674    # Agglomerative clustering
675    result = agglomerative_clustering(data, linkage="average")
676
677    print("\nHierarchical clustering (average linkage):")
678    print(f"  Labels: {result.labels}")
679    print(f"  Number of clusters: {result.n_clusters}")
680
681    # Cut at different thresholds
682    n_samples = len(data)
683    for threshold in [1.0, 3.0, 5.0]:
684        labels = cut_dendrogram(
685            result.linkage_matrix, n_samples, distance_threshold=threshold
686        )
687        n_clusters = len(set(labels))
688        print(
689            f"  Threshold {threshold:.1f}: {n_clusters} clusters, labels={list(labels)}"
690        )
691
692
693def demo_tracking_application():
694    """Demonstrate mixture reduction in tracking context."""
695    print("\n" + "=" * 70)
696    print("Tracking Application Demo")
697    print("=" * 70)
698
699    np.random.seed(42)
700
701    # Simulated PHD filter output: mixture representing target density
702    # After several updates, the mixture can have many components
703
704    # True targets at these locations
705    true_targets = np.array(
706        [
707            [10.0, 20.0],
708            [30.0, 40.0],
709            [25.0, 25.0],
710        ]
711    )
712
713    print(f"\nTrue target positions: {len(true_targets)} targets")
714    for i, t in enumerate(true_targets):
715        print(f"  Target {i + 1}: ({t[0]:.1f}, {t[1]:.1f})")
716
717    # Create mixture with components clustered around true targets
718    # Plus some spurious components (false alarms, etc.)
719    components = []
720
721    # Components near true targets (higher weight)
722    for target in true_targets:
723        for _ in range(4):
724            mean = target + np.random.randn(2) * 1.0
725            cov = np.eye(2) * (0.5 + np.random.rand() * 0.5)
726            weight = 0.6 + np.random.rand() * 0.4
727            components.append(GaussianComponent(weight, mean, cov))
728
729    # Spurious components (lower weight)
730    for _ in range(8):
731        mean = np.random.uniform(5, 45, 2)
732        cov = np.eye(2) * 2.0
733        weight = 0.05 + np.random.rand() * 0.1
734        components.append(GaussianComponent(weight, mean, cov))
735
736    print(f"\nPHD mixture: {len(components)} components")
737    total_weight = sum(c.weight for c in components)
738    print(f"  Total weight (expected target count): {total_weight:.2f}")
739
740    # Reduce to extract target estimates
741    n_expected = int(round(total_weight))
742    reduced = reduce_mixture_runnalls(components, n_expected)
743
744    print(f"\nAfter reduction to {n_expected} components:")
745    for i, c in enumerate(reduced.components):
746        # Find closest true target
747        dists = [np.linalg.norm(c.mean - t) for t in true_targets]
748        closest = np.argmin(dists)
749        error = min(dists)
750        print(
751            f"  Estimate {i + 1}: ({c.mean[0]:.1f}, {c.mean[1]:.1f}), "
752            f"weight={c.weight:.2f}, error to target {closest + 1}={error:.2f}"
753        )
754
755
756def main():
757    """Run all demonstrations."""
758    # Seed once for the whole run. Individual demos below reseed, but
759    # not all of them do, and the figures are committed under
760    # docs/_static -- an unseeded draw makes every rebuild produce a
761    # different file and a spurious diff.
762    np.random.seed(42)
763    print("\n" + "#" * 70)
764    print("# PyTCL Gaussian Mixtures and Clustering Example")
765    print("#" * 70)
766
767    # Gaussian mixture operations
768    demo_gaussian_components()
769    demo_moment_matching()
770    demo_mixture_merging()
771    demo_mixture_reduction()
772
773    # Clustering algorithms
774    demo_kmeans()
775    demo_kmeans_plusplus()
776    demo_elbow_method()
777    demo_dbscan()
778    demo_hierarchical()
779
780    # Application
781    demo_tracking_application()
782
783    print("\n" + "=" * 70)
784    print("Example complete!")
785    if SHOW_PLOTS:
786        print(
787            "Plots saved: gaussian_kmeans.html, gaussian_elbow.html, gaussian_dbscan.html"
788        )
789    print("=" * 70)
790
791
792if __name__ == "__main__":
793    main()

Running the Example

python examples/gaussian_mixtures.py

See Also