https://github.com/rreusser/gaussian-mixture-estimator

[WIP] Gaussian Mixture Estimator using the Expectation Maximation algorithm
https://github.com/rreusser/gaussian-mixture-estimator

Last synced: 2 months ago
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[WIP] Gaussian Mixture Estimator using the Expectation Maximation algorithm

• Host: GitHub
• URL: https://github.com/rreusser/gaussian-mixture-estimator
• Owner: rreusser
• Created: 2016-06-08T16:16:12.000Z (over 8 years ago)
• Default Branch: master
• Last Pushed: 2019-02-24T07:21:36.000Z (almost 6 years ago)
• Last Synced: 2024-10-20T12:44:14.615Z (2 months ago)
• Language: JavaScript
• Homepage: https://rreusser.github.io/gaussian-mixture-estimator/
• Size: 3.75 MB
• Stars: 10
• Watchers: 5
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# gaussian-mixture-estimator

> Estimate a Gaussian Mixture model using the Expectation Maximation (EM) algorithm

Fits an n-dimensional Gaussian Mixture to data using the Expectation Maximization (EM) algorithm. The algorithm is guaranteed to improve on every iteration, but it's not guaranteed to converge to a global maximum. The implementation currently uses a pretty naive initial guess. I may integrate k-nearest neighbors initilization, or may leave that to the user. I haven't decided yet. The demo uses k-nearest neighbor initialization, but the particular module is a bit unstable sometimes, so at the moment, I'm leaning toward excluding anything but rudimentary built-in initialization.

![Gaussian mixture in 2D](images/gaussian-mixture.svg)

Demo at: https://rreusser.github.io/gaussian-mixture-estimator/

## Example

Not currently on npm. Pass it a list of n-dimensional coordinates (1D components must currently be wrapped in an array) and specify the number of mixture components. More documentation to come.

```javascript

var estimate = require('gaussian-mixture-estimator')

estimate(

  [[x1, y1, ...],

   [x2, y2, ...],

   [x3, y3, ...],

    ...

  ],

  5

);

```

## License

© 2016 Ricky Reusser. MIT License.

[npm-image]: https://badge.fury.io/js/gaussian-mixture-estimator.svg

[npm-url]: https://npmjs.org/package/gaussian-mixture-estimator

[travis-image]: https://travis-ci.org/rreusser/gaussian-mixture-estimator.svg?branch=master

[travis-url]: https://travis-ci.org//gaussian-mixture-estimator

[daviddm-image]: https://david-dm.org/rreusser/gaussian-mixture-estimator.svg?theme=shields.io

[daviddm-url]: https://david-dm.org//gaussian-mixture-estimator