Hi all,

I am aware of some options in Armadillo for Gaussian Mixture Model clustering. Is anyone in particular aware of performant algorithms (in MLpack or elsewhere) for performing iterative / online clustering (also called streaming clustering) in particular. My interests are in iterative cluster estimation, with downdating of samples (i.e. data expires).

This particular combination of requirements has seemed to be challenging.

I am aware of xokde++, which seems to be very promising (online-KDE):
https://arxiv.org/abs/1606.02608
When I examined the associated code, though, it seemed to be very much a research demonstrator artifact. It looks like it need a fair amount of development and refinement.

Thanks,
Ryan

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