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From Phil Steitz <phil.ste...@gmail.com>
Subject Re: [Math] MATH-816 (mixture model distribution) =?utf-8?B?LiAgICAu? =. .
Date Thu, 18 Oct 2012 05:26:55 GMT
On 10/17/12 8:36 PM, Becksfort, Jared wrote:
> I see.  I am planning to submit the EM fit for multivariate normal mixture models in
the next couple of weeks (Math-817).  A Gibbs sampling DP fit may be a bit further out.  
I am not opposed to allowing the number of components to change, but I also like the simplicity
of this class.  Whatever you guys decide is probably fine.

I like the interface as implemented for what it represents, but I
agree with Ted's point above.  I also wonder if implementing the
multivariate distribution interface is really buying you anything. 
Certainly not for the Gibbs sampler.  It might be better to just
directly implement EM with an interface that is natural for fitting
and using mixture models.   I am not sure this stuff belongs in the
distribution package in any case.  Where were we intending to place
the EM fit?  Can you describe a little more how exactly the
practical use cases you have in mind will work? 

Phil
>
> Jared 
> ________________________________________
> From: Ted Dunning [ted.dunning@gmail.com]
> Sent: Wednesday, October 17, 2012 9:41 PM
> To: Commons Developers List
> Subject: Re: [Math] MATH-816 (mixture model distribution)       =?utf-8?B?LiAgICAu? ==?utf-8?B?LiAgICAu?=
>
> The issue is that with a fixed number of components, you need to do
> multiple runs to find a best fit number of components.  Gibbs sampling
> against a Dirichlet process can get you to the same answer in about the
> same cost as a single run of EM with a fixed number of models.
>
> On Wed, Oct 17, 2012 at 7:31 PM, Becksfort, Jared <
> Jared.Becksfort@stjude.org> wrote:
>
>> Ted,
>>
>> I am not sure I understand the problem with the fixed number of
>> components.  My understanding is that CM prefers immutable objects. Adding
>> a component to an object would require reweighting in addition to modifying
>> the component list.  A new mixture model could be instantiated using the
>> getComponents function and then adding or removing more components if
>> necessary.
>>
>> Jared
>> ________________________________________
>> From: Ted Dunning [ted.dunning@gmail.com]
>> Sent: Wednesday, October 17, 2012 5:21 PM
>> To: Commons Developers List
>> Subject: Re: [Math] MATH-816 (mixture model
>> distribution)=?utf-8?B?LiAgICAu?    =
>>
>> Seems fine.
>>
>> I think that the limitation to a fixed number of mixture components is a
>> bit limiting.  So is the limitation to a uniform set of components.  Both
>> limitations can be eased without a huge difficultly.
>>
>> Avoiding the fixed number of components can be done by using some variant
>> of Dirichlet processes.  Simply picking k_max relatively large and then
>> using an approximate DP over that finite set works well.
>>
>> That said, mixture models are pretty nice to have.
>>
>> On Wed, Oct 17, 2012 at 2:13 PM, Gilles Sadowski <
>> gilles@harfang.homelinux.org> wrote:
>>
>>> Hello.
>>>
>>> Any objection to commit the code as proposed on the report page?
>>>   https://issues.apache.org/jira/browse/MATH-816
>>>
>>>
>>> Regards,
>>> Gilles
>>>
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>
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