mix = gmminit(mix, x, options)
mix = gmminit(mix, x, options) uses a dataset x
to initialise the parameters of a Gaussian mixture
model defined by the data structure mix. The k-means algorithm
is used to determine the centres. The priors are computed from the
proportion of examples belonging to each cluster.
The covariance matrices are calculated as the sample covariance of the
points associated with (i.e. closest to) the corresponding centres.
For a mixture of PPCA model, the PPCA decomposition is calculated
for the points closest to a given centre.
This initialisation can be used as the starting point for training the
model using the EM algorithm.
mix = gmm(3, 2); options = foptions; options(14) = 5; mix = gmminit(mix, data, options);This code sets up a Gaussian mixture model with 3 centres in 2 dimensions, and then initialises the parameters from the data set
data with 5 iterations
of the k means algorithm.
gmmCopyright (c) Ian T Nabney (1996-9)