wolffd@0: wolffd@0:
wolffd@0:wolffd@0: wolffd@0: mix = gmminit(mix, x, options) wolffd@0:wolffd@0: wolffd@0: wolffd@0:
mix = gmminit(mix, x, options)
uses a dataset x
wolffd@0: to initialise the parameters of a Gaussian mixture
wolffd@0: model defined by the data structure mix
. The k-means algorithm
wolffd@0: is used to determine the centres. The priors are computed from the
wolffd@0: proportion of examples belonging to each cluster.
wolffd@0: The covariance matrices are calculated as the sample covariance of the
wolffd@0: points associated with (i.e. closest to) the corresponding centres.
wolffd@0: For a mixture of PPCA model, the PPCA decomposition is calculated
wolffd@0: for the points closest to a given centre.
wolffd@0: This initialisation can be used as the starting point for training the
wolffd@0: model using the EM algorithm.
wolffd@0:
wolffd@0: wolffd@0: wolffd@0: mix = gmm(3, 2); wolffd@0: options = foptions; wolffd@0: options(14) = 5; wolffd@0: mix = gmminit(mix, data, options); wolffd@0:wolffd@0: wolffd@0: This code sets up a Gaussian mixture model with 3 centres in 2 dimensions, and wolffd@0: then initialises the parameters from the data set
data
with 5 iterations
wolffd@0: of the k means algorithm.
wolffd@0:
wolffd@0: gmm
Copyright (c) Ian T Nabney (1996-9) wolffd@0: wolffd@0: wolffd@0: wolffd@0: