接下来涉及矩阵求导(Matrix calculus - Wikipedia),要复杂一些,这里不做推导,按参考文献[1]Chapter 9的公式(9.19),给出 \frac{\partial L}{\partial \mathbf{\Sigma_k}} = \mathbf{0} 的结果: \mathbf{\Sigma_k} = \frac{1}{N_k} \sum_{n=1}^{N}{\gamma(z_{nk})(\mathbf{x_n-\mu_k})...
class_gmm — Create a Gaussian Mixture Model for classification 创建个高斯模型分类 create_class_gmm( : : NumDim, NumClasses, NumCenters, CovarType, Preprocessing, NumComponents,Seed : GMMHandle) *NumDim 数据维数,如2D图像数据为2 *NumClasses 分类器分类种数 *NumCenters 每个类中心数量设置...
The idea is simple. Suppose we know a collection of data points are from a number of distinct Gaussian models ( a Gaussian model is described by the mean scalar and the variance scalar for1-ddata and by the mean vector and variance matrix forN-ddata), and we can know the probability o...
K_OR_CENTROIDS)% [PX MODEL] = GMM(X, K_OR_CENTROIDS)%% - X: N-by-D data matrix.% - K_OR_CENTROIDS: either K indicating the number of% components
There's a more probabilistic way of looking at KMeans clustering. Hard KMeans clustering is the same as applying a Gaussian Mixture Model with a covariance matrix, S, which can be factored to the error times of the identity matrix. This is the same covariance structure for each cluster. It...
Cluster Gaussian Mixture Data Using Soft Clustering Implement soft clustering on simulated data from a mixture of Gaussian distributions. Tune Gaussian Mixture Models Determine the best Gaussian mixture model (GMM) fit by adjusting the number of components and the component covariance matrix structure. ...
is thecovariance matrixof the -th component. The probabilities of the components of the mixture are non-negative and sum up to : The covariance matrices are assumed to bepositive definite, so that theirdeterminants are strictly positive.
where (Σis)−1 and |Σis| denote the inverse and determinant of the covariance matrix Σis, respectively. The mixture weights (α1s,α2s,…,αMs) satisfy the constraint ∑i=1Mαis=1. Collectively, the model parameters of the class s model λs are denoted as λs={αis,μis,Σis...
matrix Σm. 12 of 88 GMM Consider the following probability density function shown in solid blue It is useful to parameterise or ―model‖ this seemingly arbitrary ―blue‖ pdf 13 of 88 Gaussian Mixture Model (Contd.) Actually – pdf is a mixture of 3 Gaussians, i.e. ...
% Gaussian Mixture Model.%% PX = GMM(X, K_OR_CENTROIDS)% [PX MODEL] = GMM(X, K_OR_CENTROIDS)%% - X: N-by-D data matrix.% - K_OR_CENTROIDS: either K indicating the number of% components or a K-by-D matrix indicating the% choosing of the initial K centroids.%% - PX: N...