Gael Varoquaux <gael.varoqu...@normalesup.org> wrote: > One problem that we have here, is that I don't believe that any of the > current core developers are experts of GMMs. Thus unless you have > good experience with GMMs, or find yourself a mentor who has, I don't > believe that this is a good GSOC project to follow.
Not a core developer though, nor an expert, but I have coded a fair amount of GMMs for the purpose of automated spike sorting. I thought about submitting CEM, CEM2 and Gaussian hierarchical clustering to scikit-learn, but I have never really had the time. In my experience, CEM2 to optimize the MML score is the most reliable and numerically stabile method for fitting GMMs (cf. Figuereido & Jain). The most common formulation of the EM algorithm for fitting GMMs with ML is particularly unstabile, as it tends to converge towards singularities and then blow up. CEM2 is rather robust against that. I also have code to generate random samples from GMMs (which I needed for some strange purpose I'm not even sure I remember. I think i wanted to Monte Carlo integrate to find the KL divergence between two of them, or something...) I'm also working on a new way to fit GMMs that I think might find the globally best solution, not just a local optima, but I still have to prove it rigourously. The paper has been sitting half written on my desk for ages... :-) And while we are talking about mixture modelling: Would nnclean (cf. Byers & Raftery) be of any interest to scikit-learn? I have an extemely fast kd-tree based implementation of it. Sturla ------------------------------------------------------------------------------ Managing the Performance of Cloud-Based Applications Take advantage of what the Cloud has to offer - Avoid Common Pitfalls. Read the Whitepaper. http://pubads.g.doubleclick.net/gampad/clk?id=121051231&iu=/4140/ostg.clktrk _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
