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Merge branch 'gmm' of git://github.com/alesis/shogun
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lisitsyn committed Aug 26, 2011
2 parents 23456e6 + c23c455 commit 9467e97
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9 changes: 9 additions & 0 deletions src/shogun/clustering/GMM.h
Expand Up @@ -23,6 +23,15 @@ namespace shogun
/** @brief Gaussian Mixture Model interface.
*
* Takes input of number of Gaussians to fit and a covariance type to use.
* Parameter estimation is done using either the Expectation-Maximization or
* Split-Merge Expectation-Maximization algorithms. To estimate the GMM
* parameters, the train(...) method has to be run to set the training data
* and then either train_em(...) or train_smem(...) to do the actual
* estimation.
* The EM algorithm is described here:
* http://en.wikipedia.org/wiki/Expectation-maximization_algorithm
* The SMEM algorithm is described here:
* http://mlg.eng.cam.ac.uk/zoubin/papers/uedanc.pdf
*/
class CGMM : public CDistribution
{
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