gaussian-mixture-models

  • Soft clustering model which gives the probability for a point to belong to a cluster
  • A function that comprises of several Gaussians that is defined by
    • A mean $\mu$ for its center
    • A covariance $\Sigma$ for its width
    • A mixing probability $\pi$ for its size
  • A condition they follow is that the sum of their mixing probability adds up to 1
  • To fit these parameters we use Expectation - Maximization algorithm which finds the solutions to the maximum likelihood #data-science