README.rst

batch-gmr

This repo contains a simple implementation of batch Gaussian Mixture Regression (GMR) in PyTorch. The implementation is entirely based on Alexander Fabisch's gmr library, a Python library for Gaussian Mixture Regression (GMR) and Gaussian Mixture Models (GMM). The library is available at https://github.com/AlexanderFabisch/gmr/.

I reimplemented every gmr function with PyTorch to support parallel computations.

The main motivation behind this implementation is to enable parallel GMR for multiple GMMs. In a robotics research project, we basically had to rollout several hundreds of slightly different but largely similar GMM-based robot policies in parallel in an RL simulation environment. The gmr library was not designed for such parallel GMR rollouts, and the sequential GMR and multi-threading alternatives were too slow for our needs. This implementation was a simple PyTorch-based solution to that problem.

Note: I am fairly convinced this program will not be useful to most people. But if you are in a similar situation as we once were, this might be useful for you.

Installation

Install batch-gmr from source:

git clone https://github.com/acl21/batch-gmr.git
cd batch-gmr
pip install -e .
# or python setup.py install

Example

See run.py for the same example below:

import numpy as np
from gmr import GMM
from time import time

# Your dataset as a numpy array
data1 = np.random.randn(100, 4)
data2 = np.random.randn(100, 4)
data3 = np.random.randn(100, 4)
data4 = np.random.randn(100, 4)

# Create multiple GMM objects
gmm1 = GMM(n_components=3)
gmm2 = GMM(n_components=3)
gmm3 = GMM(n_components=3)
gmm4 = GMM(n_components=3)

# Fit the GMMs to the data
gmm1.from_samples(data1)
gmm2.from_samples(data2)
gmm3.from_samples(data3)
gmm4.from_samples(data4)

# Use batch-gmr for parallel GMR
from batch_gmr import BatchGMM

gmm_list = [gmm1, gmm2, gmm3, gmm4] * 5000
device = "cpu" # or "cuda:0"
b_gmm = BatchGMM(gmm_list=gmm_list, device=device)
b_x = np.random.randn(len(gmm_list), 2)
start = time()
b_cgmm = b_gmm.condition([0, 1], b_x)
b_out = b_cgmm.one_sample_confidence_region(alpha=0.7)
end = time()
print("Batch GMR time: ", round(end - start, 4))

# Use GMR for sequential GMR
start = time()
for idx, gmm in enumerate(gmm_list):
    gmr = gmm.condition([0, 1], b_x[idx])
    out = gmr.sample_confidence_region(n_samples=1, alpha=0.7)
end = time()
print("Sequential GMR time: ", round(end - start, 4))

# Output
Batch GMR time:  0.9465
Sequential GMR time:  67.9371