Poor GMM fit in sklearn from 2 gaussian - python-3.x

I want to fit a 2 component mixture model with sklearn for then calculating back posterior probability. Butwith the code I have so far the fit for one of the two distributions is perfect (overfitting?) and other one is very poor. I made a dummy example with sampling 2 gaussian
import numpy as np
from sklearn.mixture import GaussianMixture
import matplotlib.pyplot as plt
def calc_pdf():
"""
calculate gauss mixture modelling for 2 comp
return pdfs
"""
d = np.random.normal(-0.1, 0.07, 5000)
t = np.random.normal(0.2, 0.13, 10000)
pool = np.concatenate([d, t]).reshape(-1,1)
label = ['d']*d.shape[0] + ['t'] * t.shape[0]
X = pool[pool>0].reshape(-1,1)
X = np.log(X)
clf = GaussianMixture(
n_components=2,
covariance_type='full',
tol = 1e-24,
max_iter = 1000
)
logprob = clf.fit(X).score_samples(X)
responsibilities = clf.predict_proba(X)
pdf = np.exp(logprob)
pdf_individual = responsibilities * pdf[:, np.newaxis]
plot_gauss(np.log(d), np.log(t), pdf_individual, X)
return pdf_individual[0], pdf_individual[1]
def plot_gauss(d, t, pdf_individual, x):
fig, ax = plt.subplots(figsize=(12, 9), facecolor='white')
ax.hist(d, 30, density=True, histtype='stepfilled', alpha=0.4)
ax.hist(t, 30, density=True, histtype='stepfilled', alpha=0.4)
ax.plot(x, pdf_individual, '.')
ax.set_xlabel('$x$')
ax.set_ylabel('$p(x)$')
plt.show()
calc_pdf()
which produces this plot here
Is there something obvious that I am missing?

Related

How to compute the distance of data points to decision boundary when using the EllipticEnvelope of sklearn?

How can I compute the euclidean distance to the boundary decision of the EllipticEnvelope? Here is my code :
import pandas as pd
import matplotlib.pyplot as plt
import numpy as np
from sklearn.covariance import EllipticEnvelope
from sklearn.model_selection import train_test_split
feature, output = "temperature", "consumption"
data = pd.DataFrame(np.random.normal(0,15, size=(2355,2)), columns=[feature, output])
X = data[[feature, output]]
X_train, X_test = train_test_split(X, shuffle=True, train_size=0.8)
model = EllipticEnvelope(contamination=0.18)
model.fit(X_train)
# extract the model predictions
y_pred = pd.Series(model.predict(X), index=X.index, name="anomaly")
# define the meshgrid : X = (u,v).T
u_min, u_max = X_train.iloc[:, 0].min() - 1.5, X_train.iloc[:, 0].max() + 1.5
v_min, v_max = X_train.iloc[:, 1].min() - 1.5, X_train.iloc[:, 1].max() + 1.5
n_points = 500
u = np.linspace(u_min, u_max, n_points)
v = np.linspace(v_min, v_max, n_points)
U, V = np.meshgrid(u, v)
# evaluate the decision function on the meshgrid
W = model.decision_function(np.c_[U.ravel(), V.ravel()])
W = W.reshape(U.shape)
plt.figure(figsize=(20,6))
a = plt.contour(U, V, W, levels=[0], linewidths=2, colors="black")
b = plt.scatter(X.loc[y_pred == 1].iloc[:, 0], X.loc[y_pred == 1].iloc[:, 1], c="yellowgreen", edgecolors='k')
c = plt.scatter(X.loc[y_pred == -1].iloc[:, 0], X.loc[y_pred == -1].iloc[:, 1], c="tomato", edgecolors='k')
plt.legend([a.collections[0], b, c], ['learned frontier', 'regular observations', 'abnormal observations'], bbox_to_anchor=(1.05, 1))
plt.axis('tight')
plt.show()
Edits
I am able to get the decision boundary points using the following code. Now, the problem can be solved by computing numerically the distance.
for item in a.collections:
for i in item.get_paths():
v = i.vertices
x = v[:, 0]
y = v[:, 1]
I have an obvious solution. Getting all data points d and compute the euclidean distance between d and e=(x,y). But, it is a brute-force technique.. :D I will continue my research !
Another solution would be to fit an ellipse and compute the distance using the formula described by #epiliam there : https://math.stackexchange.com/questions/3670465/calculate-distance-from-point-to-ellipse-edge
I will provide one solution tomorrow based on the brute-force. It seems to work well for small dataset (n_rows < 10000). I did not test for larger ones.

Fail to fit a normal distribution with Python. scipy package defects?

import numpy as np
from astropy import modeling
import matplotlib.pyplot as plt
from scipy import optimize
def gaussian(x, amplitude, mean, stddev):
return amplitude * np.exp(-((x - mean)/4/stddev)**2)
# the data
m = modeling.models.Gaussian1D(amplitude=10, mean=100, stddev=10)
x = np.linspace(0, 400, 400)
data = m(x)
# fitting
popt, _ = optimize.curve_fit(gaussian, x, data)
plt.figure(0)
plt.plot(x, data)
plt.plot(x, gaussian(x, *popt))
plt.show()
I run this to do a normal distribution fitting. But it gave me a line. Can't figure out why.
However, if I decrease the mean under 45, it will give a good fitting. Is this a design defects of scipy package?
Initial estimates for the model parameters (in this case, amplitude, mean and standard deviation) make a big difference when you use scipy.optimize.curve_fit.
You did not provide any initial guess. Providing guess (with actual values), then then the fit is perfect (since the Gaussian is a perfect Gaussian with no noise added):
import numpy as np
from astropy import modeling
import matplotlib.pyplot as plt
from scipy import optimize
def gaussian(x, amplitude, mean, stddev):
return amplitude * np.exp(-((x - mean)/4/stddev)**2)
# the data
m = modeling.models.Gaussian1D(amplitude=10, mean=100, stddev=10)
x = np.linspace(0, 400, 400)
data = m(x)
# fitting
popt, _ = optimize.curve_fit(gaussian, x, data, p0 = [10, 100, 10])
plt.figure(0)
plt.plot(x, data)
plt.plot(x, gaussian(x, *popt))
plt.show()
and you get: gaussian fit
you can make sure the fit works by adding some noise to your data, e.g.:
from astropy import modeling
import matplotlib.pyplot as plt
from scipy import optimize
import numpy as np
def gaussian(x, amplitude, mean, stddev):
return amplitude * np.exp(-((x - mean)/4/stddev)**2)
# the data
m = modeling.models.Gaussian1D(amplitude=10, mean=100, stddev=10)
x = np.linspace(0, 400, 400)
data = m(x)
noise = np.random.normal(len(m))
data = data + noise
# fitting
popt, _ = optimize.curve_fit(gaussian, x, data, p0 = [10, 100, 10])
plt.figure(0)
plt.plot(x, data, 'o', label = 'data')
plt.plot(x, gaussian(x, *popt), label = 'fit')
plt.legend()
plt.show()
and you get: fit to noisy gaussian

Linear regression with intercept forced to zero AND uncertainty on value of slope

I want to do a linear regression with python with two requirements:
intercept forced to zero
in the output I would like to have uncertainty on the slope parameter, as well as p-value, r-squared...
As far as I know, stats.linregress does the first requirement, and np.linalg.lstsq does the second. Can someone help me find the easiest way to do this please?
Thank you very much,
Camille
This example has the statistics requested in your question, and also plots the fitted function vs. the data.
from scipy.optimize import curve_fit
import numpy as np
import scipy.odr
import scipy.stats
import numpy, scipy, matplotlib
import matplotlib.pyplot as plt
xData = np.array([5.357, 5.797, 5.936, 6.161, 6.697, 6.731, 6.775, 8.442, 9.861])
yData = np.array([0.376, 0.874, 1.049, 1.327, 2.054, 2.077, 2.138, 4.744, 7.104])
def func(x,b0):
return b0 * x
initialParameters = numpy.array([np.mean(yData) / np.mean(xData)])
def f_wrapper_for_odr(beta, x): # parameter order for odr
return func(x, *beta)
fittedParameters, cov= curve_fit(func, xData, yData, p0=initialParameters)
model = scipy.odr.odrpack.Model(f_wrapper_for_odr)
data = scipy.odr.odrpack.Data(xData, yData)
myodr = scipy.odr.odrpack.ODR(data, model, beta0=fittedParameters, maxit=0)
myodr.set_job(fit_type=2)
fittedParameterstatistics = myodr.run()
df_e = len(xData) - len(fittedParameters) # degrees of freedom, error
cov_beta = fittedParameterstatistics.cov_beta # parameter covariance matrix from ODR
sd_beta = fittedParameterstatistics.sd_beta * fittedParameterstatistics.sd_beta
ci = []
t_df = scipy.stats.t.ppf(0.975, df_e)
ci = []
for i in range(len(fittedParameters)):
ci.append([fittedParameters[i] - t_df * fittedParameterstatistics.sd_beta[i], fittedParameters[i] + t_df * fittedParameterstatistics.sd_beta[i]])
tstat_beta = fittedParameters / fittedParameterstatistics.sd_beta # coeff t-statistics
pstat_beta = (1.0 - scipy.stats.t.cdf(np.abs(tstat_beta), df_e)) * 2.0 # coef. p-values
for i in range(len(fittedParameters)):
print('parameter:', fittedParameters[i])
print(' conf interval:', ci[i][0], ci[i][1])
print(' tstat:', tstat_beta[i])
print(' pstat:', pstat_beta[i])
print()
modelPredictions = func(xData, *fittedParameters)
absError = modelPredictions - yData
SE = numpy.square(absError) # squared errors
MSE = numpy.mean(SE) # mean squared errors
RMSE = numpy.sqrt(MSE) # Root Mean Squared Error, RMSE
Rsquared = 1.0 - (numpy.var(absError) / numpy.var(yData))
print('RMSE:', RMSE)
print('R-squared:', Rsquared)
print()
##########################################################
# graphics output section
def ModelAndScatterPlot(graphWidth, graphHeight):
f = plt.figure(figsize=(graphWidth/100.0, graphHeight/100.0), dpi=100)
axes = f.add_subplot(111)
# first the raw data as a scatter plot
axes.plot(xData, yData, 'D')
# create data for the fitted equation plot
xModel = numpy.linspace(min(xData), max(xData))
yModel = func(xModel, *fittedParameters)
# now the model as a line plot
axes.plot(xModel, yModel)
axes.set_xlabel('X Data') # X axis data label
axes.set_ylabel('Y Data') # Y axis data label
plt.show()
plt.close('all') # clean up after using pyplot
graphWidth = 800
graphHeight = 600
ModelAndScatterPlot(graphWidth, graphHeight)
import numpy as np
from scipy.optimize import curve_fit
xdata = np.array([x values])
ydata = np.array([y values])
def func(x, a):
return a*x
popt, pcov = curve_fit(func, xdata, ydata)
residuals = ydata- func(xdata, *popt)
ss_res = np.sum(residuals**2)
ss_tot = np.sum((ydata-np.mean(ydata))**2)
r_squared = 1 - (ss_res / ss_tot)
dgr_free = len(xdata)-1
chi_sqr = sum([(y-func(x,*popt))**2/func(x,*popt) for x,y in zip(xdata,ydata)])
print(popt) # will print out your varibles in order, in this case just a
print(r_squared)
print(chi_sqr,dgr_free) # btw this is chi squared not p
the idear here is that we make a regression of the lieaner function without + b since b move the y axis intercept up and down, thus when that is et to 0 we get a linear regresion with intercept in (0,0)
A benefit to use scipy.curve_fit is also that you can make the regression for any formula - though r_squared are some what reduntant in curved regressions.

Fit CDF with 2 Gaussian using LeastSq

I am trying to fit empirical CDF plot to two Gaussian cdf as it seems that it has two peaks, but it does not work. I fit the curve with leastsq from scipy.optimize and erf function from scipy.special. The fitting only gives constant line at a value of 2. I am not sure in which part of the code that I make mistake. Any pointers will be helpful. Thanks!
%matplotlib inline
import numpy as np
import matplotlib.pyplot as plt
x = np.array([ 90.64115156, 90.85690063, 91.07264971, 91.28839878,
91.50414786, 91.71989693, 91.93564601, 92.15139508,
92.36714415, 92.58289323, 92.7986423 , 93.01439138,
93.23014045, 93.44588953, 93.6616386 , 93.87738768,
94.09313675, 94.30888582, 94.5246349 , 94.74038397,
94.95613305, 95.17188212, 95.3876312 , 95.60338027,
95.81912935, 96.03487842, 96.2506275 , 96.46637657,
96.68212564, 96.89787472, 97.11362379, 97.32937287,
97.54512194, 97.76087102, 97.97662009, 98.19236917,
98.40811824, 98.62386731, 98.83961639, 99.05536546,
99.27111454, 99.48686361, 99.70261269, 99.91836176,
100.13411084, 100.34985991, 100.56560899, 100.78135806,
100.99710713, 101.21285621])
y = np.array([3.33333333e-04, 3.33333333e-04, 3.33333333e-04, 1.00000000e-03,
1.33333333e-03, 3.33333333e-03, 6.66666667e-03, 1.30000000e-02,
2.36666667e-02, 3.40000000e-02, 5.13333333e-02, 7.36666667e-02,
1.01666667e-01, 1.38666667e-01, 2.14000000e-01, 3.31000000e-01,
4.49666667e-01, 5.50000000e-01, 6.09000000e-01, 6.36000000e-01,
6.47000000e-01, 6.54666667e-01, 6.61000000e-01, 6.67000000e-01,
6.76333333e-01, 6.84000000e-01, 6.95666667e-01, 7.10000000e-01,
7.27666667e-01, 7.50666667e-01, 7.75333333e-01, 7.93333333e-01,
8.11333333e-01, 8.31333333e-01, 8.56333333e-01, 8.81333333e-01,
9.00666667e-01, 9.22666667e-01, 9.37666667e-01, 9.47333333e-01,
9.59000000e-01, 9.70333333e-01, 9.77333333e-01, 9.83333333e-01,
9.90333333e-01, 9.93666667e-01, 9.96333333e-01, 9.99000000e-01,
9.99666667e-01, 1.00000000e+00])
plt.plot(a,b,'r.')
# Fitting with 2 Gaussian
from scipy.special import erf
from scipy.optimize import leastsq
def two_gaussian_cdf(params, x):
(mu1, sigma1, mu2, sigma2) = params
model = 0.5*(1 + erf( (x-mu1)/(sigma1*np.sqrt(2)) )) +\
0.5*(1 + erf( (x-mu2)/(sigma2*np.sqrt(2)) ))
return model
def residual_two_gaussian_cdf(params, x, y):
model = double_gaussian(params, x)
return model - y
params = [5.,2.,1.,2.]
out = leastsq(residual_two_gaussian_cdf,params,args=(x,y))
double_gaussian(out[0],x)
plt.plot(x,two_gaussian_cdf(out[0],x))
which return to this plot
You may find lmfit (see http://lmfit.github.io/lmfit-py/) to be a useful alternative to leastsq here as it provides a higher-level interface to optimization and curve fitting (though still based on scipy.optimize.leastsq). With lmfit, your example might look like this (cutting out the definition of x and y data):
#!/usr/bin/env python
import numpy as np
from scipy.special import erf
import matplotlib.pyplot as plt
from lmfit import Model
# define the basic model. I included an amplitude parameter
def gaussian_cdf(x, amp, mu, sigma):
return (amp/2.0)*(1 + erf( (x-mu)/(sigma*np.sqrt(2))))
# create a model that is the sum of two gaussian_cdfs
# note that a prefix names each component and will be
# applied to the parameter names for each model component
model = Model(gaussian_cdf, prefix='g1_') + Model(gaussian_cdf, prefix='g2_')
# make a parameters object -- a dict with parameter names
# taken from the arguments of your model function and prefix
params = model.make_params(g1_amp=0.50, g1_mu=94, g1_sigma=1,
g2_amp=0.50, g2_mu=98, g2_sigma=1.)
# you can apply bounds to any parameter
#params['g1_sigma'].min = 0 # sigma must be > 0!
# you may want to fix the amplitudes to 0.5:
#params['g1_amp'].vary = False
#params['g2_amp'].vary = False
# run the fit
result = model.fit(y, params, x=x)
# print results
print(result.fit_report())
# plot results, including individual components
comps = result.eval_components(result.params, x=x)
plt.plot(x, y,'r.', label='data')
plt.plot(x, result.best_fit, 'k-', label='fit')
plt.plot(x, comps['g1_'], 'b--', label='g1_')
plt.plot(x, comps['g2_'], 'g--', label='g2_')
plt.legend()
plt.show()
This prints out a report of
[[Model]]
(Model(gaussian_cdf, prefix='g1_') + Model(gaussian_cdf, prefix='g2_'))
[[Fit Statistics]]
# fitting method = leastsq
# function evals = 66
# data points = 50
# variables = 6
chi-square = 0.00626332
reduced chi-square = 1.4235e-04
Akaike info crit = -437.253376
Bayesian info crit = -425.781238
[[Variables]]
g1_amp: 0.65818908 +/- 0.00851338 (1.29%) (init = 0.5)
g1_mu: 93.8438526 +/- 0.01623273 (0.02%) (init = 94)
g1_sigma: 0.54362156 +/- 0.02021614 (3.72%) (init = 1)
g2_amp: 0.34058664 +/- 0.01153346 (3.39%) (init = 0.5)
g2_mu: 97.7056728 +/- 0.06408910 (0.07%) (init = 98)
g2_sigma: 1.24891832 +/- 0.09204020 (7.37%) (init = 1)
[[Correlations]] (unreported correlations are < 0.100)
C(g1_amp, g2_amp) = -0.892
C(g2_amp, g2_sigma) = 0.848
C(g1_amp, g2_sigma) = -0.744
C(g1_amp, g1_mu) = 0.692
C(g1_amp, g2_mu) = 0.662
C(g1_mu, g2_amp) = -0.607
C(g1_amp, g1_sigma) = 0.571
and a plot like this:
This fit is not perfect, but it should get you started.
Here is how I used the scipy.optimize.differential_evolution module to generate initial parameter estimates for curve fitting. I have coded the sum of squared errors as the target for the genetic algorithm as shown below. This scipy module uses the Latin Hypercube algorithm to ensure a thorough search of parameter space, which requires parameter bounds within which to search. In this case, the parameter bounds are automatically derived from the data so that there is no need to provide them manually in the code.
import numpy as np
import matplotlib
import matplotlib.pyplot as plt
from scipy.optimize import curve_fit
import warnings
from scipy.optimize import differential_evolution
from scipy.special import erf
# bounds on parameters are set in generate_Initial_Parameters() below
def two_gaussian_cdf(x, mu1, sigma1, mu2, sigma2):
model = 0.5*(1 + erf( (x-mu1)/(sigma1*np.sqrt(2)) )) +\
0.5*(1 + erf( (x-mu2)/(sigma2*np.sqrt(2)) ))
return model
# function for genetic algorithm to minimize (sum of squared error)
# bounds on parameters are set in generate_Initial_Parameters() below
def sumOfSquaredError(parameterTuple):
warnings.filterwarnings("ignore") # do not print warnings by genetic algorithm
return np.sum((yData - two_gaussian_cdf(xData, *parameterTuple)) ** 2)
def generate_Initial_Parameters():
# data min and max used for bounds
maxX = max(xData)
minX = min(xData)
maxY = max(yData)
minY = min(yData)
parameterBounds = []
parameterBounds.append([minX, maxX]) # parameter bounds for mu1
parameterBounds.append([minY, maxY]) # parameter bounds for sigma1
parameterBounds.append([minX, maxX]) # parameter bounds for mu2
parameterBounds.append([minY, maxY]) # parameter bounds for sigma2
# "seed" the numpy random number generator for repeatable results
result = differential_evolution(sumOfSquaredError, parameterBounds, seed=3)
return result.x
xData = np.array([ 90.64115156, 90.85690063, 91.07264971, 91.28839878,
91.50414786, 91.71989693, 91.93564601, 92.15139508,
92.36714415, 92.58289323, 92.7986423 , 93.01439138,
93.23014045, 93.44588953, 93.6616386 , 93.87738768,
94.09313675, 94.30888582, 94.5246349 , 94.74038397,
94.95613305, 95.17188212, 95.3876312 , 95.60338027,
95.81912935, 96.03487842, 96.2506275 , 96.46637657,
96.68212564, 96.89787472, 97.11362379, 97.32937287,
97.54512194, 97.76087102, 97.97662009, 98.19236917,
98.40811824, 98.62386731, 98.83961639, 99.05536546,
99.27111454, 99.48686361, 99.70261269, 99.91836176,
100.13411084, 100.34985991, 100.56560899, 100.78135806,
100.99710713, 101.21285621])
yData = np.array([3.33333333e-04, 3.33333333e-04, 3.33333333e-04, 1.00000000e-03,
1.33333333e-03, 3.33333333e-03, 6.66666667e-03, 1.30000000e-02,
2.36666667e-02, 3.40000000e-02, 5.13333333e-02, 7.36666667e-02,
1.01666667e-01, 1.38666667e-01, 2.14000000e-01, 3.31000000e-01,
4.49666667e-01, 5.50000000e-01, 6.09000000e-01, 6.36000000e-01,
6.47000000e-01, 6.54666667e-01, 6.61000000e-01, 6.67000000e-01,
6.76333333e-01, 6.84000000e-01, 6.95666667e-01, 7.10000000e-01,
7.27666667e-01, 7.50666667e-01, 7.75333333e-01, 7.93333333e-01,
8.11333333e-01, 8.31333333e-01, 8.56333333e-01, 8.81333333e-01,
9.00666667e-01, 9.22666667e-01, 9.37666667e-01, 9.47333333e-01,
9.59000000e-01, 9.70333333e-01, 9.77333333e-01, 9.83333333e-01,
9.90333333e-01, 9.93666667e-01, 9.96333333e-01, 9.99000000e-01,
9.99666667e-01, 1.00000000e+00])
# generate initial parameter values
initialParameters = generate_Initial_Parameters()
# curve fit the data
fittedParameters, niepewnosci = curve_fit(two_gaussian_cdf, xData, yData, initialParameters)
# create values for display of fitted peak function
mu1, sigma1, mu2, sigma2 = fittedParameters
y_fit = two_gaussian_cdf(xData, mu1, sigma1, mu2, sigma2)
plt.plot(xData, yData) # plot the raw data
plt.plot(xData, y_fit) # plot the equation using the fitted parameters
plt.show()
print(fittedParameters)

Sklearn BIC criterion : differents optimum values of k for clustering

I want to determine the best value of k (number of clusters) for the KMeans algo and a dataset.
I found a ressource in the documentation of Sklearn : The Gaussian Mixture Model Selection using the BIC criterion.
I found an example of code on the site that I adapted to my dataset.
But each run of this code give a different value of optimal value of k . Why ?
Here the code :
import numpy as np
import pandas as pd
import itertools
from scipy import linalg
import matplotlib.pyplot as plt
import matplotlib as mpl
from sklearn import mixture
print(__doc__)
# Number of samples per component
n_samples = 440
path = 'C:/Users/Lionel/Downloads'
file = 'Wholesale customers data.csv'
data = pd.read_csv(path + '/'+file)
X = np.array(data.iloc[:,2 :])
lowest_bic = np.infty
bic = []
n_components_range = range(1, 12)
cv_types = ['spherical', 'tied', 'diag', 'full']
for cv_type in cv_types:
for n_components in n_components_range:
# Fit a Gaussian mixture with EM
gmm = mixture.GaussianMixture(n_components=n_components,
covariance_type=cv_type)
gmm.fit(X)
bic.append(gmm.bic(X))
if bic[-1] < lowest_bic:
lowest_bic = bic[-1]
best_gmm = gmm
bic = np.array(bic)
color_iter = itertools.cycle(['navy', 'turquoise', 'cornflowerblue',
'darkorange'])
clf = best_gmm
print(clf)
bars = []
# Plot the BIC scores
spl = plt.subplot(2, 1, 1)
#spl = plt.plot()
for i, (cv_type, color) in enumerate(zip(cv_types, color_iter)):
xpos = np.array(n_components_range) + .2 * (i - 2)
bars.append(plt.bar(xpos, bic[i * len(n_components_range):
(i + 1) * len(n_components_range)],
width=.2, color=color))
plt.xticks(n_components_range)
plt.ylim([bic.min() * 1.01 - .01 * bic.max(), bic.max()])
plt.title('BIC score per model')
xpos = np.mod(bic.argmin(), len(n_components_range)) + .65 +\
.2 * np.floor(bic.argmin() / len(n_components_range))
plt.text(xpos, bic.min() * 0.97 + .03 * bic.max(), '*', fontsize=14)
spl.set_xlabel('Number of components')
spl.legend([b[0] for b in bars], cv_types)
# Plot the winner
splot = plt.subplot(2, 1, 2)
Y_ = clf.predict(X)
for i, (mean, cov, color) in enumerate(zip(clf.means_, clf.covariances_,
color_iter)):
v, w = linalg.eigh(cov)
if not np.any(Y_ == i):
continue
plt.scatter(X[Y_ == i, 0], X[Y_ == i, 1], .8, color=color)
# Plot an ellipse to show the Gaussian component
angle = np.arctan2(w[0][1], w[0][0])
angle = 180. * angle / np.pi # convert to degrees
v = 2. * np.sqrt(2.) * np.sqrt(v)
ell = mpl.patches.Ellipse(mean, v[0], v[1], 180. + angle, color=color)
ell.set_clip_box(splot.bbox)
ell.set_alpha(.5)
splot.add_artist(ell)
plt.xticks(())
plt.yticks(())
plt.title('Selected GMM: full model, 2 components')
plt.subplots_adjust(hspace=.35, bottom=.02)
plt.show()
Here the link to my dataset :
https://drive.google.com/open?id=1yMw1rMh12ml6Lh3yrL6WDLbEnLM-SmiN
Have you an explanation for this behaviour ?

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