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Reguleret Gaussisk Blanding (GMM)

En reguleret Gaussisk Blanding (GMM) tilføjer en lille positiv konstant til diagonalen af hver komponents kovariansmatrix under Expectation-Maximization-algoritmen, hvilket forhindrer singulære eller næsten singulære matricer, der forårsager numeriske fejl, når data er sparsomme, højdimensionelle eller indeholder næsten duplikerede observationer.

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Kilder

  1. Fraley, C. & Raftery, A. E. (2002). Model-based clustering, discriminant analysis, and density estimation. Journal of the American Statistical Association, 97(458), 611–631. DOI: 10.1198/016214502760047131
  2. Bishop, C. M. (2006). Pattern Recognition and Machine Learning (Ch. 9). Springer. ISBN: 978-0-387-31073-2

Sådan citerer du denne side

ScholarGate. (2026, June 3). Regularized Gaussian Mixture Model (Covariance-Regularized EM Clustering). ScholarGate. https://scholargate.app/da/machine-learning/regularized-gaussian-mixture-model

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Refereret af

ScholarGateRegularized Gaussian Mixture Model (Regularized Gaussian Mixture Model (Covariance-Regularized EM Clustering)). Hentet 2026-06-15 fra https://scholargate.app/da/machine-learning/regularized-gaussian-mixture-model · Datasæt: https://doi.org/10.5281/zenodo.20539026