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Jared Becksfort commented on MATH-817:
--------------------------------------
{quote}
It's not the business of the optimization algorithm to figure out the initial guesses: whether
those are chosen carefully or randomly or estimated from sample data, the algorithm, as such,
starts its actual work with a fully defined mixture of Gaussian distributions.
{quote}
OK, that is fine. I was providing a means to do some default estimation based on the data
for convenience and because that is how it is done in R Mixtools. I can pull that part out
to utility functions for now as you mentioned in a previous post.
I will take a look at some of the classes in the optimization package. It will probably be
later in the week when I resubmit.
> Multivariate Normal Mixture Model Fitting by Expectation Maximization
> ---------------------------------------------------------------------
>
> Key: MATH-817
> URL: https://issues.apache.org/jira/browse/MATH-817
> Project: Commons Math
> Issue Type: New Feature
> Reporter: Jared Becksfort
> Priority: Minor
> Attachments: AbstractMultivariateRealDistribution.java.patch, MixtureMultivariateRealDistribution.java.patch,
MultivariateNormalDistribution.java.patch, MultivariateNormalMixtureExpectationMaximizationFitter.java,
MultivariateNormalMixtureExpectationMaximizationFitterTest.java
>
> Original Estimate: 1m
> Remaining Estimate: 1m
>
> I will submit a class for fitting Multivariate Normal Mixture Models using Expectation
Maximization.
> > Hello,
> >
> > I have implemented some classes for multivariate Normal distributions, multivariate
normal mixture models, and an expectation maximization fitting class for the mixture model.
I would like to submit it to Apache Commons Math. I still have some touching up to do so
that they fit the style guidelines and implement the correct interfaces. Before I do so,
I thought I would at least ask if the developers of the project are interested in me submitting
them.
> >
> > Thanks,
> > Jared Becksfort
> Dear Jared,
> Yes, that would be very nice to have such an addition! Remember to also include unit
tests (refer to the current ones for examples). The best would be to split a submission up
into multiple minor ones, each covering a natural submission (e.g. multivariate Normal distribution
in one submission), and create an issue as described at http://commons.apache.org/math/issue-tracking.html
.
> If you run into any problems, please do not hesitate to ask on this mailing list.
> Cheers, Mikkel.
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