VBGMM

This week, I studied variational inference described in Chapter 10 of Pattern Recognition and Machine Learning (PRML) on GMM model. I derived the updating functions of VBGMM with “full” type covariance matrix. There are so many equations. Download the file from Dropbox. Currently, I have done the updating functions with other three covariance matrix “tied”, “diag” and “sphere”, but I have not typed into the latex file yet.

I also studied the adjustment of GMM API. The discussion on issue #2473, #4062 points out the inconsistency on score_ sample, score. So I changed and made a new API interface of some functions in the ipython notebook.