Hi there,
Thanks for reporting the issue. It turns out that there was a problem. If
your data was normalized to be all in the range [0, 1], training would have
worked... :)
The emission distributions were being initialized to a zero-mean
unit-covariance Gaussian, but your data takes values very far away from that
Gaussian. Thus during the forward-backward algorithm, the probabilities of
each point would be 0, and this caused the log-likelihood to be -inf, which
caused training to fail.
In 1b3f401 I committed a fix to this problem. Now the emission distributions
are initialized using the full dataset. You can check out the newest version
of mlpack from git. Can you check and see that that fixes your issue with your
full dataset?
Thanks,
Ryan
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