wolffd@0: wolffd@0: wolffd@0: wolffd@0: Netlab Reference Manual gmmem wolffd@0: wolffd@0: wolffd@0: wolffd@0:

gmmem wolffd@0:

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wolffd@0: Purpose wolffd@0:

wolffd@0: EM algorithm for Gaussian mixture model. wolffd@0: wolffd@0:

wolffd@0: Synopsis wolffd@0:

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wolffd@0: 
wolffd@0: [mix, options, errlog] = gmmem(mix, x, options)
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wolffd@0: Description wolffd@0:

wolffd@0: [mix, options, errlog] = gmmem(mix, x, options) uses the Expectation wolffd@0: Maximization algorithm of Dempster et al. to estimate the parameters of wolffd@0: a Gaussian mixture model defined by a data structure mix. wolffd@0: The matrix x represents the data whose expectation wolffd@0: is maximized, with each row corresponding to a vector. wolffd@0: wolffd@0: The optional parameters have the following interpretations. wolffd@0: wolffd@0:

options(1) is set to 1 to display error values; also logs error wolffd@0: values in the return argument errlog. wolffd@0: If options(1) is set to 0, wolffd@0: then only warning messages are displayed. If options(1) is -1, wolffd@0: then nothing is displayed. wolffd@0: wolffd@0:

options(3) is a measure of the absolute precision required of the error wolffd@0: function at the solution. If the change in log likelihood between two steps of wolffd@0: the EM algorithm is less than this value, then the function terminates. wolffd@0: wolffd@0:

options(5) is set to 1 if a covariance matrix is reset to its wolffd@0: original value when any of its singular values are too small (less wolffd@0: than MIN_COVAR which has the value eps). wolffd@0: With the default value of 0 no action is taken. wolffd@0: wolffd@0:

options(14) is the maximum number of iterations; default 100. wolffd@0: wolffd@0:

The optional return value options contains the final error value wolffd@0: (i.e. data log likelihood) in wolffd@0: options(8). wolffd@0: wolffd@0:

wolffd@0: Examples wolffd@0:

wolffd@0: The following code fragment sets up a Gaussian mixture model, initialises wolffd@0: the parameters from the data, sets the options and trains the model. wolffd@0:

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wolffd@0: mix = gmm(inputdim, ncentres, 'full');
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wolffd@0: options = foptions;
wolffd@0: options(14) = 5;
wolffd@0: mix = gmminit(mix, data, options);
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options(1)  = 1;		% Prints out error values.
wolffd@0: options(14) = 30;		% Max. number of iterations.
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wolffd@0: 
mix = gmmem(mix, data, options);
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wolffd@0: See Also wolffd@0:

wolffd@0: gmm, gmminit

wolffd@0: Pages: wolffd@0: Index wolffd@0:

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