Enhancements in EM implementation #22
Description
Hello, @Ceyron!
I was watching your very informative youtube video about the EM algorithm for the multivariate case of a GMM (em_multivariate_gmm.py) and I'm interested in exploring two potential enhancements:
- imputation of missing values by the algorithm (instead of using the mean and other regression methods), and
- flexibilize the type of covariance matrices (add the diagonal and spherical cases)
For a quick context, I'm trying to use the EM algorithm to find the most representative samples of each cluster and my approach is based on another method called Self-Organizing Maps, more specifically the adapted version called Self-Organizing Mixture Models.
Hope this issue reaches you!
Best regards,
Gustavo Rodovalho.