On Tue, Oct 2, 2012 at 7:48 AM, Dan Stowell <[email protected]> wrote:
>
> Hi all,
>
> I'm using the GMM class as part of a larger system, and something is
> misbehaving. Can someone confirm please: the results of using GMM.fit()
> shouldn't have a strong dependence on the data ranges, should they? For
> example, if one variable has a range 0-1000, while the other has a range
> 0-1, that difference shouldn't have much bearing?

This dependence is expected, and the variable with a range 0-1000 will
dominate all others in your model unless you use a full covariance
matrix, and even then you should expect some bias. In general it's
good to mean-center and normalize everything before fitting a mixture
model.
--
 - Alexandre

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