Sorry to bring up this old thread, but it'd be very helpful (and I imagine,
fairly trivial to implement) an option to assign weights to the data points
used in GMM fitting. It can allow some pretty cool things, like directly
fitting GMMs to a grid where a probability density is assigned to each grid
point. At least, I'd find it cool!
Thanks,
Charles
On Fri, Oct 25, 2013 at 1:45 PM, bthirion <[email protected]> wrote:
> Hi Charles,
>
> AFAIK it is not possible to fit a GMM on a histogram. I would probably
> sample from the GMM.
> Best,
>
> Bertrand
>
>
>
>
> On 25/10/2013 00:23, Charles Greenberg wrote:
>
> I have a discrete 3D density function, essentially a 3D histogram, and I'd
> like to fit a GMM to it. From the documentation it appears that
> sklearn.mixture.GMM wants raw data points - is it possible to give it the
> histogram instead? Alternatively, it would work if I could use weighted
> data points. Is this possible? Currently I'm able to sample points from the
> histogram, but this is costly (and shouldn't be necessary).
>
> Thanks,
> Charles
>
>
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