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linedance-app/venv/lib/python3.12/site-packages/sklearn/mixture/__init__.py

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+"""Mixture modeling algorithms."""
+
+# Authors: The scikit-learn developers
+# SPDX-License-Identifier: BSD-3-Clause
+
+from sklearn.mixture._bayesian_mixture import BayesianGaussianMixture
+from sklearn.mixture._gaussian_mixture import GaussianMixture
+
+__all__ = ["BayesianGaussianMixture", "GaussianMixture"]

linedance-app/venv/lib/python3.12/site-packages/sklearn/mixture/_base.py

@@ -0,0 +1,614 @@
+"""Base class for mixture models."""
+
+# Authors: The scikit-learn developers
+# SPDX-License-Identifier: BSD-3-Clause
+
+import warnings
+from abc import ABCMeta, abstractmethod
+from contextlib import nullcontext
+from numbers import Integral, Real
+from time import time
+
+import numpy as np
+
+from sklearn import cluster
+from sklearn.base import BaseEstimator, DensityMixin, _fit_context
+from sklearn.cluster import kmeans_plusplus
+from sklearn.exceptions import ConvergenceWarning
+from sklearn.utils import check_random_state
+from sklearn.utils._array_api import (
+    _convert_to_numpy,
+    _is_numpy_namespace,
+    _logsumexp,
+    _max_precision_float_dtype,
+    get_namespace,
+    get_namespace_and_device,
+)
+from sklearn.utils._param_validation import Interval, StrOptions
+from sklearn.utils.validation import check_is_fitted, validate_data
+
+
+def _check_shape(param, param_shape, name):
+    """Validate the shape of the input parameter 'param'.
+
+    Parameters
+    ----------
+    param : array
+
+    param_shape : tuple
+
+    name : str
+    """
+    if param.shape != param_shape:
+        raise ValueError(
+            "The parameter '%s' should have the shape of %s, but got %s"
+            % (name, param_shape, param.shape)
+        )
+
+
+class BaseMixture(DensityMixin, BaseEstimator, metaclass=ABCMeta):
+    """Base class for mixture models.
+
+    This abstract class specifies an interface for all mixture classes and
+    provides basic common methods for mixture models.
+    """
+
+    _parameter_constraints: dict = {
+        "n_components": [Interval(Integral, 1, None, closed="left")],
+        "tol": [Interval(Real, 0.0, None, closed="left")],
+        "reg_covar": [Interval(Real, 0.0, None, closed="left")],
+        "max_iter": [Interval(Integral, 0, None, closed="left")],
+        "n_init": [Interval(Integral, 1, None, closed="left")],
+        "init_params": [
+            StrOptions({"kmeans", "random", "random_from_data", "k-means++"})
+        ],
+        "random_state": ["random_state"],
+        "warm_start": ["boolean"],
+        "verbose": ["verbose"],
+        "verbose_interval": [Interval(Integral, 1, None, closed="left")],
+    }
+
+    def __init__(
+        self,
+        n_components,
+        tol,
+        reg_covar,
+        max_iter,
+        n_init,
+        init_params,
+        random_state,
+        warm_start,
+        verbose,
+        verbose_interval,
+    ):
+        self.n_components = n_components
+        self.tol = tol
+        self.reg_covar = reg_covar
+        self.max_iter = max_iter
+        self.n_init = n_init
+        self.init_params = init_params
+        self.random_state = random_state
+        self.warm_start = warm_start
+        self.verbose = verbose
+        self.verbose_interval = verbose_interval
+
+    @abstractmethod
+    def _check_parameters(self, X, xp=None):
+        """Check initial parameters of the derived class.
+
+        Parameters
+        ----------
+        X : array-like of shape  (n_samples, n_features)
+        """
+        pass
+
+    def _initialize_parameters(self, X, random_state, xp=None):
+        """Initialize the model parameters.
+
+        Parameters
+        ----------
+        X : array-like of shape  (n_samples, n_features)
+
+        random_state : RandomState
+            A random number generator instance that controls the random seed
+            used for the method chosen to initialize the parameters.
+        """
+        xp, _, device = get_namespace_and_device(X, xp=xp)
+        n_samples, _ = X.shape
+
+        if self.init_params == "kmeans":
+            resp = np.zeros((n_samples, self.n_components), dtype=X.dtype)
+            label = (
+                cluster.KMeans(
+                    n_clusters=self.n_components, n_init=1, random_state=random_state
+                )
+                .fit(X)
+                .labels_
+            )
+            resp[np.arange(n_samples), label] = 1
+        elif self.init_params == "random":
+            resp = xp.asarray(
+                random_state.uniform(size=(n_samples, self.n_components)),
+                dtype=X.dtype,
+                device=device,
+            )
+            resp /= xp.sum(resp, axis=1)[:, xp.newaxis]
+        elif self.init_params == "random_from_data":
+            resp = xp.zeros(
+                (n_samples, self.n_components), dtype=X.dtype, device=device
+            )
+            indices = random_state.choice(
+                n_samples, size=self.n_components, replace=False
+            )
+            # TODO: when array API supports __setitem__ with fancy indexing we
+            # can use the previous code:
+            # resp[indices, xp.arange(self.n_components)] = 1
+            # Until then we use a for loop on one dimension.
+            for col, index in enumerate(indices):
+                resp[index, col] = 1
+        elif self.init_params == "k-means++":
+            resp = np.zeros((n_samples, self.n_components), dtype=X.dtype)
+            _, indices = kmeans_plusplus(
+                X,
+                self.n_components,
+                random_state=random_state,
+            )
+            resp[indices, np.arange(self.n_components)] = 1
+
+        self._initialize(X, resp)
+
+    @abstractmethod
+    def _initialize(self, X, resp):
+        """Initialize the model parameters of the derived class.
+
+        Parameters
+        ----------
+        X : array-like of shape  (n_samples, n_features)
+
+        resp : array-like of shape (n_samples, n_components)
+        """
+        pass
+
+    def fit(self, X, y=None):
+        """Estimate model parameters with the EM algorithm.
+
+        The method fits the model ``n_init`` times and sets the parameters with
+        which the model has the largest likelihood or lower bound. Within each
+        trial, the method iterates between E-step and M-step for ``max_iter``
+        times until the change of likelihood or lower bound is less than
+        ``tol``, otherwise, a ``ConvergenceWarning`` is raised.
+        If ``warm_start`` is ``True``, then ``n_init`` is ignored and a single
+        initialization is performed upon the first call. Upon consecutive
+        calls, training starts where it left off.
+
+        Parameters
+        ----------
+        X : array-like of shape (n_samples, n_features)
+            List of n_features-dimensional data points. Each row
+            corresponds to a single data point.
+
+        y : Ignored
+            Not used, present for API consistency by convention.
+
+        Returns
+        -------
+        self : object
+            The fitted mixture.
+        """
+        # parameters are validated in fit_predict
+        self.fit_predict(X, y)
+        return self
+
+    @_fit_context(prefer_skip_nested_validation=True)
+    def fit_predict(self, X, y=None):
+        """Estimate model parameters using X and predict the labels for X.
+
+        The method fits the model ``n_init`` times and sets the parameters with
+        which the model has the largest likelihood or lower bound. Within each
+        trial, the method iterates between E-step and M-step for `max_iter`
+        times until the change of likelihood or lower bound is less than
+        `tol`, otherwise, a :class:`~sklearn.exceptions.ConvergenceWarning` is
+        raised. After fitting, it predicts the most probable label for the
+        input data points.
+
+        .. versionadded:: 0.20
+
+        Parameters
+        ----------
+        X : array-like of shape (n_samples, n_features)
+            List of n_features-dimensional data points. Each row
+            corresponds to a single data point.
+
+        y : Ignored
+            Not used, present for API consistency by convention.
+
+        Returns
+        -------
+        labels : array, shape (n_samples,)
+            Component labels.
+        """
+        xp, _ = get_namespace(X)
+        X = validate_data(self, X, dtype=[xp.float64, xp.float32], ensure_min_samples=2)
+        if X.shape[0] < self.n_components:
+            raise ValueError(
+                "Expected n_samples >= n_components "
+                f"but got n_components = {self.n_components}, "
+                f"n_samples = {X.shape[0]}"
+            )
+        self._check_parameters(X, xp=xp)
+
+        # if we enable warm_start, we will have a unique initialisation
+        do_init = not (self.warm_start and hasattr(self, "converged_"))
+        n_init = self.n_init if do_init else 1
+
+        max_lower_bound = -xp.inf
+        best_lower_bounds = []
+        self.converged_ = False
+
+        random_state = check_random_state(self.random_state)
+
+        n_samples, _ = X.shape
+        for init in range(n_init):
+            self._print_verbose_msg_init_beg(init)
+
+            if do_init:
+                self._initialize_parameters(X, random_state, xp=xp)
+
+            lower_bound = -xp.inf if do_init else self.lower_bound_
+            current_lower_bounds = []
+
+            if self.max_iter == 0:
+                best_params = self._get_parameters()
+                best_n_iter = 0
+            else:
+                converged = False
+                for n_iter in range(1, self.max_iter + 1):
+                    prev_lower_bound = lower_bound
+
+                    log_prob_norm, log_resp = self._e_step(X, xp=xp)
+                    self._m_step(X, log_resp, xp=xp)
+                    lower_bound = self._compute_lower_bound(log_resp, log_prob_norm)
+                    current_lower_bounds.append(lower_bound)
+
+                    change = lower_bound - prev_lower_bound
+                    self._print_verbose_msg_iter_end(n_iter, change)
+
+                    if abs(change) < self.tol:
+                        converged = True
+                        break
+
+                self._print_verbose_msg_init_end(lower_bound, converged)
+
+                if lower_bound > max_lower_bound or max_lower_bound == -xp.inf:
+                    max_lower_bound = lower_bound
+                    best_params = self._get_parameters()
+                    best_n_iter = n_iter
+                    best_lower_bounds = current_lower_bounds
+                    self.converged_ = converged
+
+        # Should only warn about convergence if max_iter > 0, otherwise
+        # the user is assumed to have used 0-iters initialization
+        # to get the initial means.
+        if not self.converged_ and self.max_iter > 0:
+            warnings.warn(
+                (
+                    "Best performing initialization did not converge. "
+                    "Try different init parameters, or increase max_iter, "
+                    "tol, or check for degenerate data."
+                ),
+                ConvergenceWarning,
+            )
+
+        self._set_parameters(best_params, xp=xp)
+        self.n_iter_ = best_n_iter
+        self.lower_bound_ = max_lower_bound
+        self.lower_bounds_ = best_lower_bounds
+
+        # Always do a final e-step to guarantee that the labels returned by
+        # fit_predict(X) are always consistent with fit(X).predict(X)
+        # for any value of max_iter and tol (and any random_state).
+        _, log_resp = self._e_step(X, xp=xp)
+
+        return xp.argmax(log_resp, axis=1)
+
+    def _e_step(self, X, xp=None):
+        """E step.
+
+        Parameters
+        ----------
+        X : array-like of shape (n_samples, n_features)
+
+        Returns
+        -------
+        log_prob_norm : float
+            Mean of the logarithms of the probabilities of each sample in X
+
+        log_responsibility : array, shape (n_samples, n_components)
+            Logarithm of the posterior probabilities (or responsibilities) of
+            the point of each sample in X.
+        """
+        xp, _ = get_namespace(X, xp=xp)
+        log_prob_norm, log_resp = self._estimate_log_prob_resp(X, xp=xp)
+        return xp.mean(log_prob_norm), log_resp
+
+    @abstractmethod
+    def _m_step(self, X, log_resp):
+        """M step.
+
+        Parameters
+        ----------
+        X : array-like of shape (n_samples, n_features)
+
+        log_resp : array-like of shape (n_samples, n_components)
+            Logarithm of the posterior probabilities (or responsibilities) of
+            the point of each sample in X.
+        """
+        pass
+
+    @abstractmethod
+    def _get_parameters(self):
+        pass
+
+    @abstractmethod
+    def _set_parameters(self, params):
+        pass
+
+    def score_samples(self, X):
+        """Compute the log-likelihood of each sample.
+
+        Parameters
+        ----------
+        X : array-like of shape (n_samples, n_features)
+            List of n_features-dimensional data points. Each row
+            corresponds to a single data point.
+
+        Returns
+        -------
+        log_prob : array, shape (n_samples,)
+            Log-likelihood of each sample in `X` under the current model.
+        """
+        check_is_fitted(self)
+        X = validate_data(self, X, reset=False)
+
+        return _logsumexp(self._estimate_weighted_log_prob(X), axis=1)
+
+    def score(self, X, y=None):
+        """Compute the per-sample average log-likelihood of the given data X.
+
+        Parameters
+        ----------
+        X : array-like of shape (n_samples, n_dimensions)
+            List of n_features-dimensional data points. Each row
+            corresponds to a single data point.
+
+        y : Ignored
+            Not used, present for API consistency by convention.
+
+        Returns
+        -------
+        log_likelihood : float
+            Log-likelihood of `X` under the Gaussian mixture model.
+        """
+        xp, _ = get_namespace(X)
+        return float(xp.mean(self.score_samples(X)))
+
+    def predict(self, X):
+        """Predict the labels for the data samples in X using trained model.
+
+        Parameters
+        ----------
+        X : array-like of shape (n_samples, n_features)
+            List of n_features-dimensional data points. Each row
+            corresponds to a single data point.
+
+        Returns
+        -------
+        labels : array, shape (n_samples,)
+            Component labels.
+        """
+        check_is_fitted(self)
+        xp, _ = get_namespace(X)
+        X = validate_data(self, X, reset=False)
+        return xp.argmax(self._estimate_weighted_log_prob(X), axis=1)
+
+    def predict_proba(self, X):
+        """Evaluate the components' density for each sample.
+
+        Parameters
+        ----------
+        X : array-like of shape (n_samples, n_features)
+            List of n_features-dimensional data points. Each row
+            corresponds to a single data point.
+
+        Returns
+        -------
+        resp : array, shape (n_samples, n_components)
+            Density of each Gaussian component for each sample in X.
+        """
+        check_is_fitted(self)
+        X = validate_data(self, X, reset=False)
+        xp, _ = get_namespace(X)
+        _, log_resp = self._estimate_log_prob_resp(X, xp=xp)
+        return xp.exp(log_resp)
+
+    def sample(self, n_samples=1):
+        """Generate random samples from the fitted Gaussian distribution.
+
+        Parameters
+        ----------
+        n_samples : int, default=1
+            Number of samples to generate.
+
+        Returns
+        -------
+        X : array, shape (n_samples, n_features)
+            Randomly generated sample.
+
+        y : array, shape (nsamples,)
+            Component labels.
+        """
+        check_is_fitted(self)
+        xp, _, device_ = get_namespace_and_device(self.means_)
+
+        if n_samples < 1:
+            raise ValueError(
+                "Invalid value for 'n_samples': %d . The sampling requires at "
+                "least one sample." % (self.n_components)
+            )
+
+        _, n_features = self.means_.shape
+        rng = check_random_state(self.random_state)
+        n_samples_comp = rng.multinomial(
+            n_samples, _convert_to_numpy(self.weights_, xp)
+        )
+
+        if self.covariance_type == "full":
+            X = np.vstack(
+                [
+                    rng.multivariate_normal(mean, covariance, int(sample))
+                    for (mean, covariance, sample) in zip(
+                        _convert_to_numpy(self.means_, xp),
+                        _convert_to_numpy(self.covariances_, xp),
+                        n_samples_comp,
+                    )
+                ]
+            )
+        elif self.covariance_type == "tied":
+            X = np.vstack(
+                [
+                    rng.multivariate_normal(
+                        mean, _convert_to_numpy(self.covariances_, xp), int(sample)
+                    )
+                    for (mean, sample) in zip(
+                        _convert_to_numpy(self.means_, xp), n_samples_comp
+                    )
+                ]
+            )
+        else:
+            X = np.vstack(
+                [
+                    mean
+                    + rng.standard_normal(size=(sample, n_features))
+                    * np.sqrt(covariance)
+                    for (mean, covariance, sample) in zip(
+                        _convert_to_numpy(self.means_, xp),
+                        _convert_to_numpy(self.covariances_, xp),
+                        n_samples_comp,
+                    )
+                ]
+            )
+
+        y = xp.concat(
+            [
+                xp.full(int(n_samples_comp[i]), i, dtype=xp.int64, device=device_)
+                for i in range(len(n_samples_comp))
+            ]
+        )
+
+        max_float_dtype = _max_precision_float_dtype(xp=xp, device=device_)
+        return xp.asarray(X, dtype=max_float_dtype, device=device_), y
+
+    def _estimate_weighted_log_prob(self, X, xp=None):
+        """Estimate the weighted log-probabilities, log P(X | Z) + log weights.
+
+        Parameters
+        ----------
+        X : array-like of shape (n_samples, n_features)
+
+        Returns
+        -------
+        weighted_log_prob : array, shape (n_samples, n_component)
+        """
+        return self._estimate_log_prob(X, xp=xp) + self._estimate_log_weights(xp=xp)
+
+    @abstractmethod
+    def _estimate_log_weights(self, xp=None):
+        """Estimate log-weights in EM algorithm, E[ log pi ] in VB algorithm.
+
+        Returns
+        -------
+        log_weight : array, shape (n_components, )
+        """
+        pass
+
+    @abstractmethod
+    def _estimate_log_prob(self, X, xp=None):
+        """Estimate the log-probabilities log P(X | Z).
+
+        Compute the log-probabilities per each component for each sample.
+
+        Parameters
+        ----------
+        X : array-like of shape (n_samples, n_features)
+
+        Returns
+        -------
+        log_prob : array, shape (n_samples, n_component)
+        """
+        pass
+
+    def _estimate_log_prob_resp(self, X, xp=None):
+        """Estimate log probabilities and responsibilities for each sample.
+
+        Compute the log probabilities, weighted log probabilities per
+        component and responsibilities for each sample in X with respect to
+        the current state of the model.
+
+        Parameters
+        ----------
+        X : array-like of shape (n_samples, n_features)
+
+        Returns
+        -------
+        log_prob_norm : array, shape (n_samples,)
+            log p(X)
+
+        log_responsibilities : array, shape (n_samples, n_components)
+            logarithm of the responsibilities
+        """
+        xp, _ = get_namespace(X, xp=xp)
+        weighted_log_prob = self._estimate_weighted_log_prob(X, xp=xp)
+        log_prob_norm = _logsumexp(weighted_log_prob, axis=1, xp=xp)
+
+        # There is no errstate equivalent for warning/error management in array API
+        context_manager = (
+            np.errstate(under="ignore") if _is_numpy_namespace(xp) else nullcontext()
+        )
+        with context_manager:
+            # ignore underflow
+            log_resp = weighted_log_prob - log_prob_norm[:, xp.newaxis]
+        return log_prob_norm, log_resp
+
+    def _print_verbose_msg_init_beg(self, n_init):
+        """Print verbose message on initialization."""
+        if self.verbose == 1:
+            print("Initialization %d" % n_init)
+        elif self.verbose >= 2:
+            print("Initialization %d" % n_init)
+            self._init_prev_time = time()
+            self._iter_prev_time = self._init_prev_time
+
+    def _print_verbose_msg_iter_end(self, n_iter, diff_ll):
+        """Print verbose message on initialization."""
+        if n_iter % self.verbose_interval == 0:
+            if self.verbose == 1:
+                print("  Iteration %d" % n_iter)
+            elif self.verbose >= 2:
+                cur_time = time()
+                print(
+                    "  Iteration %d\t time lapse %.5fs\t ll change %.5f"
+                    % (n_iter, cur_time - self._iter_prev_time, diff_ll)
+                )
+                self._iter_prev_time = cur_time
+
+    def _print_verbose_msg_init_end(self, lb, init_has_converged):
+        """Print verbose message on the end of iteration."""
+        converged_msg = "converged" if init_has_converged else "did not converge"
+        if self.verbose == 1:
+            print(f"Initialization {converged_msg}.")
+        elif self.verbose >= 2:
+            t = time() - self._init_prev_time
+            print(
+                f"Initialization {converged_msg}. time lapse {t:.5f}s\t lower bound"
+                f" {lb:.5f}."
+            )

linedance-app/venv/lib/python3.12/site-packages/sklearn/mixture/_bayesian_mixture.py

@@ -0,0 +1,891 @@
+"""Bayesian Gaussian Mixture Model."""
+
+# Authors: The scikit-learn developers
+# SPDX-License-Identifier: BSD-3-Clause
+
+import math
+from numbers import Real
+
+import numpy as np
+from scipy.special import betaln, digamma, gammaln
+
+from sklearn.mixture._base import BaseMixture, _check_shape
+from sklearn.mixture._gaussian_mixture import (
+    _check_precision_matrix,
+    _check_precision_positivity,
+    _compute_log_det_cholesky,
+    _compute_precision_cholesky,
+    _estimate_gaussian_parameters,
+    _estimate_log_gaussian_prob,
+)
+from sklearn.utils import check_array
+from sklearn.utils._param_validation import Interval, StrOptions
+
+
+def _log_dirichlet_norm(dirichlet_concentration):
+    """Compute the log of the Dirichlet distribution normalization term.
+
+    Parameters
+    ----------
+    dirichlet_concentration : array-like of shape (n_samples,)
+        The parameters values of the Dirichlet distribution.
+
+    Returns
+    -------
+    log_dirichlet_norm : float
+        The log normalization of the Dirichlet distribution.
+    """
+    return gammaln(np.sum(dirichlet_concentration)) - np.sum(
+        gammaln(dirichlet_concentration)
+    )
+
+
+def _log_wishart_norm(degrees_of_freedom, log_det_precisions_chol, n_features):
+    """Compute the log of the Wishart distribution normalization term.
+
+    Parameters
+    ----------
+    degrees_of_freedom : array-like of shape (n_components,)
+        The number of degrees of freedom on the covariance Wishart
+        distributions.
+
+    log_det_precision_chol : array-like of shape (n_components,)
+         The determinant of the precision matrix for each component.
+
+    n_features : int
+        The number of features.
+
+    Return
+    ------
+    log_wishart_norm : array-like of shape (n_components,)
+        The log normalization of the Wishart distribution.
+    """
+    # To simplify the computation we have removed the np.log(np.pi) term
+    return -(
+        degrees_of_freedom * log_det_precisions_chol
+        + degrees_of_freedom * n_features * 0.5 * math.log(2.0)
+        + np.sum(
+            gammaln(0.5 * (degrees_of_freedom - np.arange(n_features)[:, np.newaxis])),
+            0,
+        )
+    )
+
+
+class BayesianGaussianMixture(BaseMixture):
+    """Variational Bayesian estimation of a Gaussian mixture.
+
+    This class allows to infer an approximate posterior distribution over the
+    parameters of a Gaussian mixture distribution. The effective number of
+    components can be inferred from the data.
+
+    This class implements two types of prior for the weights distribution: a
+    finite mixture model with Dirichlet distribution and an infinite mixture
+    model with the Dirichlet Process. In practice Dirichlet Process inference
+    algorithm is approximated and uses a truncated distribution with a fixed
+    maximum number of components (called the Stick-breaking representation).
+    The number of components actually used almost always depends on the data.
+
+    .. versionadded:: 0.18
+
+    Read more in the :ref:`User Guide <bgmm>`.
+
+    Parameters
+    ----------
+    n_components : int, default=1
+        The number of mixture components. Depending on the data and the value
+        of the `weight_concentration_prior` the model can decide to not use
+        all the components by setting some component `weights_` to values very
+        close to zero. The number of effective components is therefore smaller
+        than n_components.
+
+    covariance_type : {'full', 'tied', 'diag', 'spherical'}, default='full'
+        String describing the type of covariance parameters to use.
+        Must be one of:
+
+        - 'full' (each component has its own general covariance matrix),
+        - 'tied' (all components share the same general covariance matrix),
+        - 'diag' (each component has its own diagonal covariance matrix),
+        - 'spherical' (each component has its own single variance).
+
+    tol : float, default=1e-3
+        The convergence threshold. EM iterations will stop when the
+        lower bound average gain on the likelihood (of the training data with
+        respect to the model) is below this threshold.
+
+    reg_covar : float, default=1e-6
+        Non-negative regularization added to the diagonal of covariance.
+        Allows to assure that the covariance matrices are all positive.
+
+    max_iter : int, default=100
+        The number of EM iterations to perform.
+
+    n_init : int, default=1
+        The number of initializations to perform. The result with the highest
+        lower bound value on the likelihood is kept.
+
+    init_params : {'kmeans', 'k-means++', 'random', 'random_from_data'}, \
+    default='kmeans'
+        The method used to initialize the weights, the means and the
+        covariances. String must be one of:
+
+        - 'kmeans': responsibilities are initialized using kmeans.
+        - 'k-means++': use the k-means++ method to initialize.
+        - 'random': responsibilities are initialized randomly.
+        - 'random_from_data': initial means are randomly selected data points.
+
+        .. versionchanged:: v1.1
+            `init_params` now accepts 'random_from_data' and 'k-means++' as
+            initialization methods.
+
+    weight_concentration_prior_type : {'dirichlet_process', 'dirichlet_distribution'}, \
+            default='dirichlet_process'
+        String describing the type of the weight concentration prior.
+
+    weight_concentration_prior : float or None, default=None
+        The dirichlet concentration of each component on the weight
+        distribution (Dirichlet). This is commonly called gamma in the
+        literature. The higher concentration puts more mass in
+        the center and will lead to more components being active, while a lower
+        concentration parameter will lead to more mass at the edge of the
+        mixture weights simplex. The value of the parameter must be greater
+        than 0. If it is None, it's set to ``1. / n_components``.
+
+    mean_precision_prior : float or None, default=None
+        The precision prior on the mean distribution (Gaussian).
+        Controls the extent of where means can be placed. Larger
+        values concentrate the cluster means around `mean_prior`.
+        The value of the parameter must be greater than 0.
+        If it is None, it is set to 1.
+
+    mean_prior : array-like, shape (n_features,), default=None
+        The prior on the mean distribution (Gaussian).
+        If it is None, it is set to the mean of X.
+
+    degrees_of_freedom_prior : float or None, default=None
+        The prior of the number of degrees of freedom on the covariance
+        distributions (Wishart). If it is None, it's set to `n_features`.
+
+    covariance_prior : float or array-like, default=None
+        The prior on the covariance distribution (Wishart).
+        If it is None, the emiprical covariance prior is initialized using the
+        covariance of X. The shape depends on `covariance_type`::
+
+                (n_features, n_features) if 'full',
+                (n_features, n_features) if 'tied',
+                (n_features)             if 'diag',
+                float                    if 'spherical'
+
+    random_state : int, RandomState instance or None, default=None
+        Controls the random seed given to the method chosen to initialize the
+        parameters (see `init_params`).
+        In addition, it controls the generation of random samples from the
+        fitted distribution (see the method `sample`).
+        Pass an int for reproducible output across multiple function calls.
+        See :term:`Glossary <random_state>`.
+
+    warm_start : bool, default=False
+        If 'warm_start' is True, the solution of the last fitting is used as
+        initialization for the next call of fit(). This can speed up
+        convergence when fit is called several times on similar problems.
+        See :term:`the Glossary <warm_start>`.
+
+    verbose : int, default=0
+        Enable verbose output. If 1 then it prints the current
+        initialization and each iteration step. If greater than 1 then
+        it prints also the log probability and the time needed
+        for each step.
+
+    verbose_interval : int, default=10
+        Number of iteration done before the next print.
+
+    Attributes
+    ----------
+    weights_ : array-like of shape (n_components,)
+        The weights of each mixture components.
+
+    means_ : array-like of shape (n_components, n_features)
+        The mean of each mixture component.
+
+    covariances_ : array-like
+        The covariance of each mixture component.
+        The shape depends on `covariance_type`::
+
+            (n_components,)                        if 'spherical',
+            (n_features, n_features)               if 'tied',
+            (n_components, n_features)             if 'diag',
+            (n_components, n_features, n_features) if 'full'
+
+    precisions_ : array-like
+        The precision matrices for each component in the mixture. A precision
+        matrix is the inverse of a covariance matrix. A covariance matrix is
+        symmetric positive definite so the mixture of Gaussian can be
+        equivalently parameterized by the precision matrices. Storing the
+        precision matrices instead of the covariance matrices makes it more
+        efficient to compute the log-likelihood of new samples at test time.
+        The shape depends on ``covariance_type``::
+
+            (n_components,)                        if 'spherical',
+            (n_features, n_features)               if 'tied',
+            (n_components, n_features)             if 'diag',
+            (n_components, n_features, n_features) if 'full'
+
+    precisions_cholesky_ : array-like
+        The Cholesky decomposition of the precision matrices of each mixture
+        component. A precision matrix is the inverse of a covariance matrix.
+        A covariance matrix is symmetric positive definite so the mixture of
+        Gaussian can be equivalently parameterized by the precision matrices.
+        Storing the precision matrices instead of the covariance matrices makes
+        it more efficient to compute the log-likelihood of new samples at test
+        time. The shape depends on ``covariance_type``::
+
+            (n_components,)                        if 'spherical',
+            (n_features, n_features)               if 'tied',
+            (n_components, n_features)             if 'diag',
+            (n_components, n_features, n_features) if 'full'
+
+    converged_ : bool
+        True when convergence of the best fit of inference was reached, False otherwise.
+
+    n_iter_ : int
+        Number of step used by the best fit of inference to reach the
+        convergence.
+
+    lower_bound_ : float
+        Lower bound value on the model evidence (of the training data) of the
+        best fit of inference.
+
+    lower_bounds_ : array-like of shape (`n_iter_`,)
+        The list of lower bound values on the model evidence from each iteration
+        of the best fit of inference.
+
+    weight_concentration_prior_ : tuple or float
+        The dirichlet concentration of each component on the weight
+        distribution (Dirichlet). The type depends on
+        ``weight_concentration_prior_type``::
+
+            (float, float) if 'dirichlet_process' (Beta parameters),
+            float          if 'dirichlet_distribution' (Dirichlet parameters).
+
+        The higher concentration puts more mass in
+        the center and will lead to more components being active, while a lower
+        concentration parameter will lead to more mass at the edge of the
+        simplex.
+
+    weight_concentration_ : array-like of shape (n_components,)
+        The dirichlet concentration of each component on the weight
+        distribution (Dirichlet).
+
+    mean_precision_prior_ : float
+        The precision prior on the mean distribution (Gaussian).
+        Controls the extent of where means can be placed.
+        Larger values concentrate the cluster means around `mean_prior`.
+        If mean_precision_prior is set to None, `mean_precision_prior_` is set
+        to 1.
+
+    mean_precision_ : array-like of shape (n_components,)
+        The precision of each components on the mean distribution (Gaussian).
+
+    mean_prior_ : array-like of shape (n_features,)
+        The prior on the mean distribution (Gaussian).
+
+    degrees_of_freedom_prior_ : float
+        The prior of the number of degrees of freedom on the covariance
+        distributions (Wishart).
+
+    degrees_of_freedom_ : array-like of shape (n_components,)
+        The number of degrees of freedom of each components in the model.
+
+    covariance_prior_ : float or array-like
+        The prior on the covariance distribution (Wishart).
+        The shape depends on `covariance_type`::
+
+            (n_features, n_features) if 'full',
+            (n_features, n_features) if 'tied',
+            (n_features)             if 'diag',
+            float                    if 'spherical'
+
+    n_features_in_ : int
+        Number of features seen during :term:`fit`.
+
+        .. versionadded:: 0.24
+
+    feature_names_in_ : ndarray of shape (`n_features_in_`,)
+        Names of features seen during :term:`fit`. Defined only when `X`
+        has feature names that are all strings.
+
+        .. versionadded:: 1.0
+
+    See Also
+    --------
+    GaussianMixture : Finite Gaussian mixture fit with EM.
+
+    References
+    ----------
+
+    .. [1] `Bishop, Christopher M. (2006). "Pattern recognition and machine
+       learning". Vol. 4 No. 4. New York: Springer.
+       <https://www.springer.com/kr/book/9780387310732>`_
+
+    .. [2] `Hagai Attias. (2000). "A Variational Bayesian Framework for
+       Graphical Models". In Advances in Neural Information Processing
+       Systems 12.
+       <https://proceedings.neurips.cc/paper_files/paper/1999/file/74563ba21a90da13dacf2a73e3ddefa7-Paper.pdf>`_
+
+    .. [3] `Blei, David M. and Michael I. Jordan. (2006). "Variational
+       inference for Dirichlet process mixtures". Bayesian analysis 1.1
+       <https://www.cs.princeton.edu/courses/archive/fall11/cos597C/reading/BleiJordan2005.pdf>`_
+
+    Examples
+    --------
+    >>> import numpy as np
+    >>> from sklearn.mixture import BayesianGaussianMixture
+    >>> X = np.array([[1, 2], [1, 4], [1, 0], [4, 2], [12, 4], [10, 7]])
+    >>> bgm = BayesianGaussianMixture(n_components=2, random_state=42).fit(X)
+    >>> bgm.means_
+    array([[2.49 , 2.29],
+           [8.45, 4.52 ]])
+    >>> bgm.predict([[0, 0], [9, 3]])
+    array([0, 1])
+    """
+
+    _parameter_constraints: dict = {
+        **BaseMixture._parameter_constraints,
+        "covariance_type": [StrOptions({"spherical", "tied", "diag", "full"})],
+        "weight_concentration_prior_type": [
+            StrOptions({"dirichlet_process", "dirichlet_distribution"})
+        ],
+        "weight_concentration_prior": [
+            None,
+            Interval(Real, 0.0, None, closed="neither"),
+        ],
+        "mean_precision_prior": [None, Interval(Real, 0.0, None, closed="neither")],
+        "mean_prior": [None, "array-like"],
+        "degrees_of_freedom_prior": [None, Interval(Real, 0.0, None, closed="neither")],
+        "covariance_prior": [
+            None,
+            "array-like",
+            Interval(Real, 0.0, None, closed="neither"),
+        ],
+    }
+
+    def __init__(
+        self,
+        *,
+        n_components=1,
+        covariance_type="full",
+        tol=1e-3,
+        reg_covar=1e-6,
+        max_iter=100,
+        n_init=1,
+        init_params="kmeans",
+        weight_concentration_prior_type="dirichlet_process",
+        weight_concentration_prior=None,
+        mean_precision_prior=None,
+        mean_prior=None,
+        degrees_of_freedom_prior=None,
+        covariance_prior=None,
+        random_state=None,
+        warm_start=False,
+        verbose=0,
+        verbose_interval=10,
+    ):
+        super().__init__(
+            n_components=n_components,
+            tol=tol,
+            reg_covar=reg_covar,
+            max_iter=max_iter,
+            n_init=n_init,
+            init_params=init_params,
+            random_state=random_state,
+            warm_start=warm_start,
+            verbose=verbose,
+            verbose_interval=verbose_interval,
+        )
+
+        self.covariance_type = covariance_type
+        self.weight_concentration_prior_type = weight_concentration_prior_type
+        self.weight_concentration_prior = weight_concentration_prior
+        self.mean_precision_prior = mean_precision_prior
+        self.mean_prior = mean_prior
+        self.degrees_of_freedom_prior = degrees_of_freedom_prior
+        self.covariance_prior = covariance_prior
+
+    def _check_parameters(self, X, xp=None):
+        """Check that the parameters are well defined.
+
+        Parameters
+        ----------
+        X : array-like of shape (n_samples, n_features)
+        """
+        self._check_weights_parameters()
+        self._check_means_parameters(X)
+        self._check_precision_parameters(X)
+        self._checkcovariance_prior_parameter(X)
+
+    def _check_weights_parameters(self):
+        """Check the parameter of the Dirichlet distribution."""
+        if self.weight_concentration_prior is None:
+            self.weight_concentration_prior_ = 1.0 / self.n_components
+        else:
+            self.weight_concentration_prior_ = self.weight_concentration_prior
+
+    def _check_means_parameters(self, X):
+        """Check the parameters of the Gaussian distribution.
+
+        Parameters
+        ----------
+        X : array-like of shape (n_samples, n_features)
+        """
+        _, n_features = X.shape
+
+        if self.mean_precision_prior is None:
+            self.mean_precision_prior_ = 1.0
+        else:
+            self.mean_precision_prior_ = self.mean_precision_prior
+
+        if self.mean_prior is None:
+            self.mean_prior_ = X.mean(axis=0)
+        else:
+            self.mean_prior_ = check_array(
+                self.mean_prior, dtype=[np.float64, np.float32], ensure_2d=False
+            )
+            _check_shape(self.mean_prior_, (n_features,), "means")
+
+    def _check_precision_parameters(self, X):
+        """Check the prior parameters of the precision distribution.
+
+        Parameters
+        ----------
+        X : array-like of shape (n_samples, n_features)
+        """
+        _, n_features = X.shape
+
+        if self.degrees_of_freedom_prior is None:
+            self.degrees_of_freedom_prior_ = n_features
+        elif self.degrees_of_freedom_prior > n_features - 1.0:
+            self.degrees_of_freedom_prior_ = self.degrees_of_freedom_prior
+        else:
+            raise ValueError(
+                "The parameter 'degrees_of_freedom_prior' "
+                "should be greater than %d, but got %.3f."
+                % (n_features - 1, self.degrees_of_freedom_prior)
+            )
+
+    def _checkcovariance_prior_parameter(self, X):
+        """Check the `covariance_prior_`.
+
+        Parameters
+        ----------
+        X : array-like of shape (n_samples, n_features)
+        """
+        _, n_features = X.shape
+
+        if self.covariance_prior is None:
+            self.covariance_prior_ = {
+                "full": np.atleast_2d(np.cov(X.T)),
+                "tied": np.atleast_2d(np.cov(X.T)),
+                "diag": np.var(X, axis=0, ddof=1),
+                "spherical": np.var(X, axis=0, ddof=1).mean(),
+            }[self.covariance_type]
+
+        elif self.covariance_type in ["full", "tied"]:
+            self.covariance_prior_ = check_array(
+                self.covariance_prior, dtype=[np.float64, np.float32], ensure_2d=False
+            )
+            _check_shape(
+                self.covariance_prior_,
+                (n_features, n_features),
+                "%s covariance_prior" % self.covariance_type,
+            )
+            _check_precision_matrix(self.covariance_prior_, self.covariance_type)
+        elif self.covariance_type == "diag":
+            self.covariance_prior_ = check_array(
+                self.covariance_prior, dtype=[np.float64, np.float32], ensure_2d=False
+            )
+            _check_shape(
+                self.covariance_prior_,
+                (n_features,),
+                "%s covariance_prior" % self.covariance_type,
+            )
+            _check_precision_positivity(self.covariance_prior_, self.covariance_type)
+        # spherical case
+        else:
+            self.covariance_prior_ = self.covariance_prior
+
+    def _initialize(self, X, resp):
+        """Initialization of the mixture parameters.
+
+        Parameters
+        ----------
+        X : array-like of shape (n_samples, n_features)
+
+        resp : array-like of shape (n_samples, n_components)
+        """
+        nk, xk, sk = _estimate_gaussian_parameters(
+            X, resp, self.reg_covar, self.covariance_type
+        )
+
+        self._estimate_weights(nk)
+        self._estimate_means(nk, xk)
+        self._estimate_precisions(nk, xk, sk)
+
+    def _estimate_weights(self, nk):
+        """Estimate the parameters of the Dirichlet distribution.
+
+        Parameters
+        ----------
+        nk : array-like of shape (n_components,)
+        """
+        if self.weight_concentration_prior_type == "dirichlet_process":
+            # For dirichlet process weight_concentration will be a tuple
+            # containing the two parameters of the beta distribution
+            self.weight_concentration_ = (
+                1.0 + nk,
+                (
+                    self.weight_concentration_prior_
+                    + np.hstack((np.cumsum(nk[::-1])[-2::-1], 0))
+                ),
+            )
+        else:
+            # case Variational Gaussian mixture with dirichlet distribution
+            self.weight_concentration_ = self.weight_concentration_prior_ + nk
+
+    def _estimate_means(self, nk, xk):
+        """Estimate the parameters of the Gaussian distribution.
+
+        Parameters
+        ----------
+        nk : array-like of shape (n_components,)
+
+        xk : array-like of shape (n_components, n_features)
+        """
+        self.mean_precision_ = self.mean_precision_prior_ + nk
+        self.means_ = (
+            self.mean_precision_prior_ * self.mean_prior_ + nk[:, np.newaxis] * xk
+        ) / self.mean_precision_[:, np.newaxis]
+
+    def _estimate_precisions(self, nk, xk, sk):
+        """Estimate the precisions parameters of the precision distribution.
+
+        Parameters
+        ----------
+        nk : array-like of shape (n_components,)
+
+        xk : array-like of shape (n_components, n_features)
+
+        sk : array-like
+            The shape depends of `covariance_type`:
+            'full' : (n_components, n_features, n_features)
+            'tied' : (n_features, n_features)
+            'diag' : (n_components, n_features)
+            'spherical' : (n_components,)
+        """
+        {
+            "full": self._estimate_wishart_full,
+            "tied": self._estimate_wishart_tied,
+            "diag": self._estimate_wishart_diag,
+            "spherical": self._estimate_wishart_spherical,
+        }[self.covariance_type](nk, xk, sk)
+
+        self.precisions_cholesky_ = _compute_precision_cholesky(
+            self.covariances_, self.covariance_type
+        )
+
+    def _estimate_wishart_full(self, nk, xk, sk):
+        """Estimate the full Wishart distribution parameters.
+
+        Parameters
+        ----------
+        X : array-like of shape (n_samples, n_features)
+
+        nk : array-like of shape (n_components,)
+
+        xk : array-like of shape (n_components, n_features)
+
+        sk : array-like of shape (n_components, n_features, n_features)
+        """
+        _, n_features = xk.shape
+
+        # Warning : in some Bishop book, there is a typo on the formula 10.63
+        # `degrees_of_freedom_k = degrees_of_freedom_0 + Nk` is
+        # the correct formula
+        self.degrees_of_freedom_ = self.degrees_of_freedom_prior_ + nk
+
+        self.covariances_ = np.empty((self.n_components, n_features, n_features))
+
+        for k in range(self.n_components):
+            diff = xk[k] - self.mean_prior_
+            self.covariances_[k] = (
+                self.covariance_prior_
+                + nk[k] * sk[k]
+                + nk[k]
+                * self.mean_precision_prior_
+                / self.mean_precision_[k]
+                * np.outer(diff, diff)
+            )
+
+        # Contrary to the original bishop book, we normalize the covariances
+        self.covariances_ /= self.degrees_of_freedom_[:, np.newaxis, np.newaxis]
+
+    def _estimate_wishart_tied(self, nk, xk, sk):
+        """Estimate the tied Wishart distribution parameters.
+
+        Parameters
+        ----------
+        X : array-like of shape (n_samples, n_features)
+
+        nk : array-like of shape (n_components,)
+
+        xk : array-like of shape (n_components, n_features)
+
+        sk : array-like of shape (n_features, n_features)
+        """
+        _, n_features = xk.shape
+
+        # Warning : in some Bishop book, there is a typo on the formula 10.63
+        # `degrees_of_freedom_k = degrees_of_freedom_0 + Nk`
+        # is the correct formula
+        self.degrees_of_freedom_ = (
+            self.degrees_of_freedom_prior_ + nk.sum() / self.n_components
+        )
+
+        diff = xk - self.mean_prior_
+        self.covariances_ = (
+            self.covariance_prior_
+            + sk * nk.sum() / self.n_components
+            + self.mean_precision_prior_
+            / self.n_components
+            * np.dot((nk / self.mean_precision_) * diff.T, diff)
+        )
+
+        # Contrary to the original bishop book, we normalize the covariances
+        self.covariances_ /= self.degrees_of_freedom_
+
+    def _estimate_wishart_diag(self, nk, xk, sk):
+        """Estimate the diag Wishart distribution parameters.
+
+        Parameters
+        ----------
+        X : array-like of shape (n_samples, n_features)
+
+        nk : array-like of shape (n_components,)
+
+        xk : array-like of shape (n_components, n_features)
+
+        sk : array-like of shape (n_components, n_features)
+        """
+        _, n_features = xk.shape
+
+        # Warning : in some Bishop book, there is a typo on the formula 10.63
+        # `degrees_of_freedom_k = degrees_of_freedom_0 + Nk`
+        # is the correct formula
+        self.degrees_of_freedom_ = self.degrees_of_freedom_prior_ + nk
+
+        diff = xk - self.mean_prior_
+        self.covariances_ = self.covariance_prior_ + nk[:, np.newaxis] * (
+            sk
+            + (self.mean_precision_prior_ / self.mean_precision_)[:, np.newaxis]
+            * np.square(diff)
+        )
+
+        # Contrary to the original bishop book, we normalize the covariances
+        self.covariances_ /= self.degrees_of_freedom_[:, np.newaxis]
+
+    def _estimate_wishart_spherical(self, nk, xk, sk):
+        """Estimate the spherical Wishart distribution parameters.
+
+        Parameters
+        ----------
+        X : array-like of shape (n_samples, n_features)
+
+        nk : array-like of shape (n_components,)
+
+        xk : array-like of shape (n_components, n_features)
+
+        sk : array-like of shape (n_components,)
+        """
+        _, n_features = xk.shape
+
+        # Warning : in some Bishop book, there is a typo on the formula 10.63
+        # `degrees_of_freedom_k = degrees_of_freedom_0 + Nk`
+        # is the correct formula
+        self.degrees_of_freedom_ = self.degrees_of_freedom_prior_ + nk
+
+        diff = xk - self.mean_prior_
+        self.covariances_ = self.covariance_prior_ + nk * (
+            sk
+            + self.mean_precision_prior_
+            / self.mean_precision_
+            * np.mean(np.square(diff), 1)
+        )
+
+        # Contrary to the original bishop book, we normalize the covariances
+        self.covariances_ /= self.degrees_of_freedom_
+
+    def _m_step(self, X, log_resp, xp=None):
+        """M step.
+
+        Parameters
+        ----------
+        X : array-like of shape (n_samples, n_features)
+
+        log_resp : array-like of shape (n_samples, n_components)
+            Logarithm of the posterior probabilities (or responsibilities) of
+            the point of each sample in X.
+        """
+        n_samples, _ = X.shape
+
+        nk, xk, sk = _estimate_gaussian_parameters(
+            X, np.exp(log_resp), self.reg_covar, self.covariance_type
+        )
+        self._estimate_weights(nk)
+        self._estimate_means(nk, xk)
+        self._estimate_precisions(nk, xk, sk)
+
+    def _estimate_log_weights(self, xp=None):
+        if self.weight_concentration_prior_type == "dirichlet_process":
+            digamma_sum = digamma(
+                self.weight_concentration_[0] + self.weight_concentration_[1]
+            )
+            digamma_a = digamma(self.weight_concentration_[0])
+            digamma_b = digamma(self.weight_concentration_[1])
+            return (
+                digamma_a
+                - digamma_sum
+                + np.hstack((0, np.cumsum(digamma_b - digamma_sum)[:-1]))
+            )
+        else:
+            # case Variational Gaussian mixture with dirichlet distribution
+            return digamma(self.weight_concentration_) - digamma(
+                np.sum(self.weight_concentration_)
+            )
+
+    def _estimate_log_prob(self, X, xp=None):
+        _, n_features = X.shape
+        # We remove `n_features * np.log(self.degrees_of_freedom_)` because
+        # the precision matrix is normalized
+        log_gauss = _estimate_log_gaussian_prob(
+            X, self.means_, self.precisions_cholesky_, self.covariance_type
+        ) - 0.5 * n_features * np.log(self.degrees_of_freedom_)
+
+        log_lambda = n_features * np.log(2.0) + np.sum(
+            digamma(
+                0.5
+                * (self.degrees_of_freedom_ - np.arange(0, n_features)[:, np.newaxis])
+            ),
+            0,
+        )
+
+        return log_gauss + 0.5 * (log_lambda - n_features / self.mean_precision_)
+
+    def _compute_lower_bound(self, log_resp, log_prob_norm):
+        """Estimate the lower bound of the model.
+
+        The lower bound on the likelihood (of the training data with respect to
+        the model) is used to detect the convergence and has to increase at
+        each iteration.
+
+        Parameters
+        ----------
+        X : array-like of shape (n_samples, n_features)
+
+        log_resp : array, shape (n_samples, n_components)
+            Logarithm of the posterior probabilities (or responsibilities) of
+            the point of each sample in X.
+
+        log_prob_norm : float
+            Logarithm of the probability of each sample in X.
+
+        Returns
+        -------
+        lower_bound : float
+        """
+        # Contrary to the original formula, we have done some simplification
+        # and removed all the constant terms.
+        (n_features,) = self.mean_prior_.shape
+
+        # We removed `.5 * n_features * np.log(self.degrees_of_freedom_)`
+        # because the precision matrix is normalized.
+        log_det_precisions_chol = _compute_log_det_cholesky(
+            self.precisions_cholesky_, self.covariance_type, n_features
+        ) - 0.5 * n_features * np.log(self.degrees_of_freedom_)
+
+        if self.covariance_type == "tied":
+            log_wishart = self.n_components * np.float64(
+                _log_wishart_norm(
+                    self.degrees_of_freedom_, log_det_precisions_chol, n_features
+                )
+            )
+        else:
+            log_wishart = np.sum(
+                _log_wishart_norm(
+                    self.degrees_of_freedom_, log_det_precisions_chol, n_features
+                )
+            )
+
+        if self.weight_concentration_prior_type == "dirichlet_process":
+            log_norm_weight = -np.sum(
+                betaln(self.weight_concentration_[0], self.weight_concentration_[1])
+            )
+        else:
+            log_norm_weight = _log_dirichlet_norm(self.weight_concentration_)
+
+        return (
+            -np.sum(np.exp(log_resp) * log_resp)
+            - log_wishart
+            - log_norm_weight
+            - 0.5 * n_features * np.sum(np.log(self.mean_precision_))
+        )
+
+    def _get_parameters(self):
+        return (
+            self.weight_concentration_,
+            self.mean_precision_,
+            self.means_,
+            self.degrees_of_freedom_,
+            self.covariances_,
+            self.precisions_cholesky_,
+        )
+
+    def _set_parameters(self, params, xp=None):
+        (
+            self.weight_concentration_,
+            self.mean_precision_,
+            self.means_,
+            self.degrees_of_freedom_,
+            self.covariances_,
+            self.precisions_cholesky_,
+        ) = params
+
+        # Weights computation
+        if self.weight_concentration_prior_type == "dirichlet_process":
+            weight_dirichlet_sum = (
+                self.weight_concentration_[0] + self.weight_concentration_[1]
+            )
+            tmp = self.weight_concentration_[1] / weight_dirichlet_sum
+            self.weights_ = (
+                self.weight_concentration_[0]
+                / weight_dirichlet_sum
+                * np.hstack((1, np.cumprod(tmp[:-1])))
+            )
+            self.weights_ /= np.sum(self.weights_)
+        else:
+            self.weights_ = self.weight_concentration_ / np.sum(
+                self.weight_concentration_
+            )
+
+        # Precisions matrices computation
+        if self.covariance_type == "full":
+            self.precisions_ = np.array(
+                [
+                    np.dot(prec_chol, prec_chol.T)
+                    for prec_chol in self.precisions_cholesky_
+                ]
+            )
+
+        elif self.covariance_type == "tied":
+            self.precisions_ = np.dot(
+                self.precisions_cholesky_, self.precisions_cholesky_.T
+            )
+        else:
+            self.precisions_ = self.precisions_cholesky_**2

linedance-app/venv/lib/python3.12/site-packages/sklearn/mixture/tests/test_bayesian_mixture.py

@@ -0,0 +1,464 @@
+# Authors: The scikit-learn developers
+# SPDX-License-Identifier: BSD-3-Clause
+
+import copy
+
+import numpy as np
+import pytest
+from scipy.special import gammaln
+
+from sklearn.exceptions import NotFittedError
+from sklearn.metrics.cluster import adjusted_rand_score
+from sklearn.mixture import BayesianGaussianMixture
+from sklearn.mixture._bayesian_mixture import _log_dirichlet_norm, _log_wishart_norm
+from sklearn.mixture.tests.test_gaussian_mixture import RandomData
+from sklearn.utils._testing import (
+    assert_almost_equal,
+    assert_array_equal,
+)
+
+COVARIANCE_TYPE = ["full", "tied", "diag", "spherical"]
+PRIOR_TYPE = ["dirichlet_process", "dirichlet_distribution"]
+
+
+def test_log_dirichlet_norm():
+    rng = np.random.RandomState(0)
+
+    weight_concentration = rng.rand(2)
+    expected_norm = gammaln(np.sum(weight_concentration)) - np.sum(
+        gammaln(weight_concentration)
+    )
+    predected_norm = _log_dirichlet_norm(weight_concentration)
+
+    assert_almost_equal(expected_norm, predected_norm)
+
+
+def test_log_wishart_norm():
+    rng = np.random.RandomState(0)
+
+    n_components, n_features = 5, 2
+    degrees_of_freedom = np.abs(rng.rand(n_components)) + 1.0
+    log_det_precisions_chol = n_features * np.log(range(2, 2 + n_components))
+
+    expected_norm = np.empty(5)
+    for k, (degrees_of_freedom_k, log_det_k) in enumerate(
+        zip(degrees_of_freedom, log_det_precisions_chol)
+    ):
+        expected_norm[k] = -(
+            degrees_of_freedom_k * (log_det_k + 0.5 * n_features * np.log(2.0))
+            + np.sum(
+                gammaln(
+                    0.5
+                    * (degrees_of_freedom_k - np.arange(0, n_features)[:, np.newaxis])
+                ),
+                0,
+            )
+        ).item()
+    predected_norm = _log_wishart_norm(
+        degrees_of_freedom, log_det_precisions_chol, n_features
+    )
+
+    assert_almost_equal(expected_norm, predected_norm)
+
+
+def test_bayesian_mixture_weights_prior_initialisation():
+    rng = np.random.RandomState(0)
+    n_samples, n_components, n_features = 10, 5, 2
+    X = rng.rand(n_samples, n_features)
+
+    # Check correct init for a given value of weight_concentration_prior
+    weight_concentration_prior = rng.rand()
+    bgmm = BayesianGaussianMixture(
+        weight_concentration_prior=weight_concentration_prior, random_state=rng
+    ).fit(X)
+    assert_almost_equal(weight_concentration_prior, bgmm.weight_concentration_prior_)
+
+    # Check correct init for the default value of weight_concentration_prior
+    bgmm = BayesianGaussianMixture(n_components=n_components, random_state=rng).fit(X)
+    assert_almost_equal(1.0 / n_components, bgmm.weight_concentration_prior_)
+
+
+def test_bayesian_mixture_mean_prior_initialisation():
+    rng = np.random.RandomState(0)
+    n_samples, n_components, n_features = 10, 3, 2
+    X = rng.rand(n_samples, n_features)
+
+    # Check correct init for a given value of mean_precision_prior
+    mean_precision_prior = rng.rand()
+    bgmm = BayesianGaussianMixture(
+        mean_precision_prior=mean_precision_prior, random_state=rng
+    ).fit(X)
+    assert_almost_equal(mean_precision_prior, bgmm.mean_precision_prior_)
+
+    # Check correct init for the default value of mean_precision_prior
+    bgmm = BayesianGaussianMixture(random_state=rng).fit(X)
+    assert_almost_equal(1.0, bgmm.mean_precision_prior_)
+
+    # Check correct init for a given value of mean_prior
+    mean_prior = rng.rand(n_features)
+    bgmm = BayesianGaussianMixture(
+        n_components=n_components, mean_prior=mean_prior, random_state=rng
+    ).fit(X)
+    assert_almost_equal(mean_prior, bgmm.mean_prior_)
+
+    # Check correct init for the default value of bemean_priorta
+    bgmm = BayesianGaussianMixture(n_components=n_components, random_state=rng).fit(X)
+    assert_almost_equal(X.mean(axis=0), bgmm.mean_prior_)
+
+
+def test_bayesian_mixture_precisions_prior_initialisation():
+    rng = np.random.RandomState(0)
+    n_samples, n_features = 10, 2
+    X = rng.rand(n_samples, n_features)
+
+    # Check raise message for a bad value of degrees_of_freedom_prior
+    bad_degrees_of_freedom_prior_ = n_features - 1.0
+    bgmm = BayesianGaussianMixture(
+        degrees_of_freedom_prior=bad_degrees_of_freedom_prior_, random_state=rng
+    )
+    msg = (
+        "The parameter 'degrees_of_freedom_prior' should be greater than"
+        f" {n_features - 1}, but got {bad_degrees_of_freedom_prior_:.3f}."
+    )
+    with pytest.raises(ValueError, match=msg):
+        bgmm.fit(X)
+
+    # Check correct init for a given value of degrees_of_freedom_prior
+    degrees_of_freedom_prior = rng.rand() + n_features - 1.0
+    bgmm = BayesianGaussianMixture(
+        degrees_of_freedom_prior=degrees_of_freedom_prior, random_state=rng
+    ).fit(X)
+    assert_almost_equal(degrees_of_freedom_prior, bgmm.degrees_of_freedom_prior_)
+
+    # Check correct init for the default value of degrees_of_freedom_prior
+    degrees_of_freedom_prior_default = n_features
+    bgmm = BayesianGaussianMixture(
+        degrees_of_freedom_prior=degrees_of_freedom_prior_default, random_state=rng
+    ).fit(X)
+    assert_almost_equal(
+        degrees_of_freedom_prior_default, bgmm.degrees_of_freedom_prior_
+    )
+
+    # Check correct init for a given value of covariance_prior
+    covariance_prior = {
+        "full": np.cov(X.T, bias=1) + 10,
+        "tied": np.cov(X.T, bias=1) + 5,
+        "diag": np.diag(np.atleast_2d(np.cov(X.T, bias=1))) + 3,
+        "spherical": rng.rand(),
+    }
+
+    bgmm = BayesianGaussianMixture(random_state=rng)
+    for cov_type in ["full", "tied", "diag", "spherical"]:
+        bgmm.covariance_type = cov_type
+        bgmm.covariance_prior = covariance_prior[cov_type]
+        bgmm.fit(X)
+        assert_almost_equal(covariance_prior[cov_type], bgmm.covariance_prior_)
+
+    # Check correct init for the default value of covariance_prior
+    covariance_prior_default = {
+        "full": np.atleast_2d(np.cov(X.T)),
+        "tied": np.atleast_2d(np.cov(X.T)),
+        "diag": np.var(X, axis=0, ddof=1),
+        "spherical": np.var(X, axis=0, ddof=1).mean(),
+    }
+
+    bgmm = BayesianGaussianMixture(random_state=0)
+    for cov_type in ["full", "tied", "diag", "spherical"]:
+        bgmm.covariance_type = cov_type
+        bgmm.fit(X)
+        assert_almost_equal(covariance_prior_default[cov_type], bgmm.covariance_prior_)
+
+
+def test_bayesian_mixture_check_is_fitted():
+    rng = np.random.RandomState(0)
+    n_samples, n_features = 10, 2
+
+    # Check raise message
+    bgmm = BayesianGaussianMixture(random_state=rng)
+    X = rng.rand(n_samples, n_features)
+
+    msg = "This BayesianGaussianMixture instance is not fitted yet."
+    with pytest.raises(ValueError, match=msg):
+        bgmm.score(X)
+
+
+def test_bayesian_mixture_weights():
+    rng = np.random.RandomState(0)
+    n_samples, n_features = 10, 2
+
+    X = rng.rand(n_samples, n_features)
+
+    # Case Dirichlet distribution for the weight concentration prior type
+    bgmm = BayesianGaussianMixture(
+        weight_concentration_prior_type="dirichlet_distribution",
+        n_components=3,
+        random_state=rng,
+    ).fit(X)
+
+    expected_weights = bgmm.weight_concentration_ / np.sum(bgmm.weight_concentration_)
+    assert_almost_equal(expected_weights, bgmm.weights_)
+    assert_almost_equal(np.sum(bgmm.weights_), 1.0)
+
+    # Case Dirichlet process for the weight concentration prior type
+    dpgmm = BayesianGaussianMixture(
+        weight_concentration_prior_type="dirichlet_process",
+        n_components=3,
+        random_state=rng,
+    ).fit(X)
+    weight_dirichlet_sum = (
+        dpgmm.weight_concentration_[0] + dpgmm.weight_concentration_[1]
+    )
+    tmp = dpgmm.weight_concentration_[1] / weight_dirichlet_sum
+    expected_weights = (
+        dpgmm.weight_concentration_[0]
+        / weight_dirichlet_sum
+        * np.hstack((1, np.cumprod(tmp[:-1])))
+    )
+    expected_weights /= np.sum(expected_weights)
+    assert_almost_equal(expected_weights, dpgmm.weights_)
+    assert_almost_equal(np.sum(dpgmm.weights_), 1.0)
+
+
+@pytest.mark.filterwarnings("ignore::sklearn.exceptions.ConvergenceWarning")
+def test_monotonic_likelihood():
+    # We check that each step of the each step of variational inference without
+    # regularization improve monotonically the training set of the bound
+    rng = np.random.RandomState(0)
+    rand_data = RandomData(rng, scale=20)
+    n_components = rand_data.n_components
+
+    for prior_type in PRIOR_TYPE:
+        for covar_type in COVARIANCE_TYPE:
+            X = rand_data.X[covar_type]
+            bgmm = BayesianGaussianMixture(
+                weight_concentration_prior_type=prior_type,
+                n_components=2 * n_components,
+                covariance_type=covar_type,
+                warm_start=True,
+                max_iter=1,
+                random_state=rng,
+                tol=1e-3,
+            )
+            current_lower_bound = -np.inf
+            # Do one training iteration at a time so we can make sure that the
+            # training log likelihood increases after each iteration.
+            for _ in range(600):
+                prev_lower_bound = current_lower_bound
+                current_lower_bound = bgmm.fit(X).lower_bound_
+                assert current_lower_bound >= prev_lower_bound
+
+                if bgmm.converged_:
+                    break
+            assert bgmm.converged_
+
+
+def test_compare_covar_type():
+    # We can compare the 'full' precision with the other cov_type if we apply
+    # 1 iter of the M-step (done during _initialize_parameters).
+    rng = np.random.RandomState(0)
+    rand_data = RandomData(rng, scale=7)
+    X = rand_data.X["full"]
+    n_components = rand_data.n_components
+
+    for prior_type in PRIOR_TYPE:
+        # Computation of the full_covariance
+        bgmm = BayesianGaussianMixture(
+            weight_concentration_prior_type=prior_type,
+            n_components=2 * n_components,
+            covariance_type="full",
+            max_iter=1,
+            random_state=0,
+            tol=1e-7,
+        )
+        bgmm._check_parameters(X)
+        bgmm._initialize_parameters(X, np.random.RandomState(0))
+        full_covariances = (
+            bgmm.covariances_ * bgmm.degrees_of_freedom_[:, np.newaxis, np.newaxis]
+        )
+
+        # Check tied_covariance = mean(full_covariances, 0)
+        bgmm = BayesianGaussianMixture(
+            weight_concentration_prior_type=prior_type,
+            n_components=2 * n_components,
+            covariance_type="tied",
+            max_iter=1,
+            random_state=0,
+            tol=1e-7,
+        )
+        bgmm._check_parameters(X)
+        bgmm._initialize_parameters(X, np.random.RandomState(0))
+
+        tied_covariance = bgmm.covariances_ * bgmm.degrees_of_freedom_
+        assert_almost_equal(tied_covariance, np.mean(full_covariances, 0))
+
+        # Check diag_covariance = diag(full_covariances)
+        bgmm = BayesianGaussianMixture(
+            weight_concentration_prior_type=prior_type,
+            n_components=2 * n_components,
+            covariance_type="diag",
+            max_iter=1,
+            random_state=0,
+            tol=1e-7,
+        )
+        bgmm._check_parameters(X)
+        bgmm._initialize_parameters(X, np.random.RandomState(0))
+
+        diag_covariances = bgmm.covariances_ * bgmm.degrees_of_freedom_[:, np.newaxis]
+        assert_almost_equal(
+            diag_covariances, np.array([np.diag(cov) for cov in full_covariances])
+        )
+
+        # Check spherical_covariance = np.mean(diag_covariances, 0)
+        bgmm = BayesianGaussianMixture(
+            weight_concentration_prior_type=prior_type,
+            n_components=2 * n_components,
+            covariance_type="spherical",
+            max_iter=1,
+            random_state=0,
+            tol=1e-7,
+        )
+        bgmm._check_parameters(X)
+        bgmm._initialize_parameters(X, np.random.RandomState(0))
+
+        spherical_covariances = bgmm.covariances_ * bgmm.degrees_of_freedom_
+        assert_almost_equal(spherical_covariances, np.mean(diag_covariances, 1))
+
+
+@pytest.mark.filterwarnings("ignore::sklearn.exceptions.ConvergenceWarning")
+def test_check_covariance_precision():
+    # We check that the dot product of the covariance and the precision
+    # matrices is identity.
+    rng = np.random.RandomState(0)
+    rand_data = RandomData(rng, scale=7)
+    n_components, n_features = 2 * rand_data.n_components, 2
+
+    # Computation of the full_covariance
+    bgmm = BayesianGaussianMixture(
+        n_components=n_components, max_iter=100, random_state=rng, tol=1e-3, reg_covar=0
+    )
+    for covar_type in COVARIANCE_TYPE:
+        bgmm.covariance_type = covar_type
+        bgmm.fit(rand_data.X[covar_type])
+
+        if covar_type == "full":
+            for covar, precision in zip(bgmm.covariances_, bgmm.precisions_):
+                assert_almost_equal(np.dot(covar, precision), np.eye(n_features))
+        elif covar_type == "tied":
+            assert_almost_equal(
+                np.dot(bgmm.covariances_, bgmm.precisions_), np.eye(n_features)
+            )
+
+        elif covar_type == "diag":
+            assert_almost_equal(
+                bgmm.covariances_ * bgmm.precisions_,
+                np.ones((n_components, n_features)),
+            )
+
+        else:
+            assert_almost_equal(
+                bgmm.covariances_ * bgmm.precisions_, np.ones(n_components)
+            )
+
+
+def test_invariant_translation():
+    # We check here that adding a constant in the data change correctly the
+    # parameters of the mixture
+    rng = np.random.RandomState(0)
+    rand_data = RandomData(rng, scale=100)
+    n_components = 2 * rand_data.n_components
+
+    for prior_type in PRIOR_TYPE:
+        for covar_type in COVARIANCE_TYPE:
+            X = rand_data.X[covar_type]
+            bgmm1 = BayesianGaussianMixture(
+                weight_concentration_prior_type=prior_type,
+                n_components=n_components,
+                max_iter=100,
+                random_state=0,
+                tol=1e-3,
+                reg_covar=0,
+            ).fit(X)
+            bgmm2 = BayesianGaussianMixture(
+                weight_concentration_prior_type=prior_type,
+                n_components=n_components,
+                max_iter=100,
+                random_state=0,
+                tol=1e-3,
+                reg_covar=0,
+            ).fit(X + 100)
+
+            assert_almost_equal(bgmm1.means_, bgmm2.means_ - 100)
+            assert_almost_equal(bgmm1.weights_, bgmm2.weights_)
+            assert_almost_equal(bgmm1.covariances_, bgmm2.covariances_)
+
+
+@pytest.mark.filterwarnings("ignore:.*did not converge.*")
+@pytest.mark.parametrize(
+    "seed, max_iter, tol",
+    [
+        (0, 2, 1e-7),  # strict non-convergence
+        (1, 2, 1e-1),  # loose non-convergence
+        (3, 300, 1e-7),  # strict convergence
+        (4, 300, 1e-1),  # loose convergence
+    ],
+)
+def test_bayesian_mixture_fit_predict(seed, max_iter, tol):
+    rng = np.random.RandomState(seed)
+    rand_data = RandomData(rng, n_samples=50, scale=7)
+    n_components = 2 * rand_data.n_components
+
+    for covar_type in COVARIANCE_TYPE:
+        bgmm1 = BayesianGaussianMixture(
+            n_components=n_components,
+            max_iter=max_iter,
+            random_state=rng,
+            tol=tol,
+            reg_covar=0,
+        )
+        bgmm1.covariance_type = covar_type
+        bgmm2 = copy.deepcopy(bgmm1)
+        X = rand_data.X[covar_type]
+
+        Y_pred1 = bgmm1.fit(X).predict(X)
+        Y_pred2 = bgmm2.fit_predict(X)
+        assert_array_equal(Y_pred1, Y_pred2)
+
+
+def test_bayesian_mixture_fit_predict_n_init():
+    # Check that fit_predict is equivalent to fit.predict, when n_init > 1
+    X = np.random.RandomState(0).randn(50, 5)
+    gm = BayesianGaussianMixture(n_components=5, n_init=10, random_state=0)
+    y_pred1 = gm.fit_predict(X)
+    y_pred2 = gm.predict(X)
+    assert_array_equal(y_pred1, y_pred2)
+
+
+def test_bayesian_mixture_predict_predict_proba():
+    # this is the same test as test_gaussian_mixture_predict_predict_proba()
+    rng = np.random.RandomState(0)
+    rand_data = RandomData(rng)
+    for prior_type in PRIOR_TYPE:
+        for covar_type in COVARIANCE_TYPE:
+            X = rand_data.X[covar_type]
+            Y = rand_data.Y
+            bgmm = BayesianGaussianMixture(
+                n_components=rand_data.n_components,
+                random_state=rng,
+                weight_concentration_prior_type=prior_type,
+                covariance_type=covar_type,
+            )
+
+            # Check a warning message arrive if we don't do fit
+            msg = (
+                "This BayesianGaussianMixture instance is not fitted yet. "
+                "Call 'fit' with appropriate arguments before using this "
+                "estimator."
+            )
+            with pytest.raises(NotFittedError, match=msg):
+                bgmm.predict(X)
+
+            bgmm.fit(X)
+            Y_pred = bgmm.predict(X)
+            Y_pred_proba = bgmm.predict_proba(X).argmax(axis=1)
+            assert_array_equal(Y_pred, Y_pred_proba)
+            assert adjusted_rand_score(Y, Y_pred) >= 0.95

linedance-app/venv/lib/python3.12/site-packages/sklearn/mixture/tests/test_mixture.py

@@ -0,0 +1,33 @@
+# Authors: The scikit-learn developers
+# SPDX-License-Identifier: BSD-3-Clause
+
+import numpy as np
+import pytest
+
+from sklearn.base import clone
+from sklearn.mixture import BayesianGaussianMixture, GaussianMixture
+
+
+@pytest.mark.parametrize("estimator", [GaussianMixture(), BayesianGaussianMixture()])
+def test_gaussian_mixture_n_iter(estimator):
+    # check that n_iter is the number of iteration performed.
+    estimator = clone(estimator)  # Avoid side effects from shared instances
+    rng = np.random.RandomState(0)
+    X = rng.rand(10, 5)
+    max_iter = 1
+    estimator.set_params(max_iter=max_iter)
+    estimator.fit(X)
+    assert estimator.n_iter_ == max_iter
+
+
+@pytest.mark.parametrize("estimator", [GaussianMixture(), BayesianGaussianMixture()])
+def test_mixture_n_components_greater_than_n_samples_error(estimator):
+    """Check error when n_components <= n_samples"""
+    estimator = clone(estimator)  # Avoid side effects from shared instances
+    rng = np.random.RandomState(0)
+    X = rng.rand(10, 5)
+    estimator.set_params(n_components=12)
+
+    msg = "Expected n_samples >= n_components"
+    with pytest.raises(ValueError, match=msg):
+        estimator.fit(X)