Github user jkbradley commented on a diff in the pull request:
https://github.com/apache/spark/pull/15413#discussion_r94078123
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/clustering/GaussianMixture.scala ---
@@ -356,13 +427,243 @@ class GaussianMixture @Since("2.0.0") (
override def transformSchema(schema: StructType): StructType = {
validateAndTransformSchema(schema)
}
+
+ /**
+ * Initialize weights and corresponding gaussian distributions at random.
+ *
+ * We start with uniform weights, a random mean from the data, and
diagonal covariance matrices
+ * using component variances derived from the samples.
+ *
+ * @param instances The training instances.
+ * @param numClusters The number of clusters.
+ * @param numFeatures The number of features of training instance.
+ * @return The initialized weights and corresponding gaussian
distributions. Note the
+ * covariance matrix of multivariate gaussian distribution is
symmetric and
+ * we only save the upper triangular part as a dense vector.
--- End diff --
Document that the matrix is in column-major order.
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