On 02/10/12 13:58, Alexandre Passos wrote:
> 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.

Aha - yes, and it does indeed make a difference in my case. I was using 
full covariance and had thought it would cope without normalisation, but no.

Thanks
Dan


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