tgmm: Gaussian Mixture Models in PyTorch

tgmm is a flexible, GPU-accelerated implementation of Gaussian Mixture Models (GMM) in PyTorch, supporting EM and MAP estimation, multiple covariance types, several initialization strategies, and a comprehensive suite of clustering metrics and visualization tools.

Installation

Install the latest stable version from PyPI:

pip install tgmm

For development installation:

git clone https://github.com/adriansousapoza/tgmm.git
cd tgmm
pip install -e .

Requirements: Python 3.8+ and PyTorch 2.5+. For GPU usage, install the CUDA-enabled version of PyTorch as per the official instructions.

Documentation

Full documentation is hosted at adriansousapoza.github.io/tgmm:

• Getting Started - Installation and quick start guide
• User Guide - Detailed explanations of each component
• Tutorials - Interactive Jupyter notebooks covering every feature
• API Reference - Complete API documentation

Quick Start

import torch
import numpy as np
from tgmm import GaussianMixture

# Generate sample data
np.random.seed(42)
X = np.vstack([
    np.random.multivariate_normal([0, 0], [[1, 0.5], [0.5, 1]], 300),
    np.random.multivariate_normal([3, 3], [[1, -0.3], [-0.3, 1]], 300),
    np.random.multivariate_normal([-2, 2], [[0.5, 0], [0, 2]], 200)
])
X_tensor = torch.tensor(X, dtype=torch.float32)

# Create and fit GMM
gmm = GaussianMixture(n_components=3, random_state=42)
gmm.fit(X_tensor)

# Make predictions
labels = gmm.predict(X_tensor)
print(f"Converged: {gmm.converged_}, Iterations: {gmm.n_iter_}")

See the Tutorials for runnable, end-to-end examples of every feature -- covariance types, all initialization strategies, MAP estimation with priors, Classification EM, constrained sampling, save/load, and more.

Key Features

1. Gaussian Mixture Model

The core GaussianMixture class supports:

• Covariance Types: 'full', 'diag', 'spherical', 'tied_full', 'tied_diag', 'tied_spherical'
• Estimation Methods: MLE (Maximum Likelihood) or MAP (Maximum A Posteriori) with priors
• Algorithms: Standard EM or CEM (Classification EM) for hard assignments
• Initialization: Multiple strategies via GMMInitializer
• Model Selection: bic/aic methods for comparing fits at different n_components

2. Bayesian Inference with Priors

Support for conjugate priors enables proper Bayesian inference:

• Weight Prior: Dirichlet distribution
• Mean Prior: Gaussian distribution
• Covariance Prior: Wishart/Inverse-Wishart distribution
• NIW Conjugate Prior: Normal-Inverse-Wishart for joint mean-covariance updates

3. Clustering Metrics

Comprehensive evaluation with ClusteringMetrics:

Unsupervised Metrics (no ground truth needed):

• Silhouette Score, Davies-Bouldin Index, Calinski-Harabasz Index, Dunn Index (BIC/AIC are bic/aic methods on GaussianMixture directly -- including GaussianMixture(n_components=None, ...) -- not ClusteringMetrics)

Supervised Metrics (with ground truth labels):

• Adjusted Rand Index (ARI), Normalized/Adjusted Mutual Information, Purity
• Confusion Matrix and per-class Classification Report (precision, recall, F1, ROC-AUC)

4. Visualization Tools

Flexible plotting utilities in tgmm.plotting:

• Component ellipses at multiple confidence levels
• Cluster coloring, ground-truth comparison, and log-likelihood coloring
• Initial vs. final mean trajectories and weight-scaled markers

Citation

TBA

License

Released under the MIT License. © 2025, Adrián A. Sousa-Poza

Contributing

tgmm isn't yet set up to accept external contributions. If you're interested in contributing, please reach out to asp@di.ku.dk.