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Regulert Gaussisk Blandingmodell

En regulert Gaussisk blandingsmodell (GMM) legger til en liten positiv konstant til diagonalen av hver komponentkovariansmatrise under forventningsmaksimeringsalgoritmen, noe som forhindrer singulære eller nær-singulære matriser som forårsaker numeriske feil når dataene er sparsomme, høydimensjonale, eller inneholder nesten dupliserte observasjoner.

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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

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ScholarGate. (2026, June 3). Regularized Gaussian Mixture Model (Covariance-Regularized EM Clustering). ScholarGate. https://scholargate.app/no/machine-learning/regularized-gaussian-mixture-model

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ScholarGateRegularized Gaussian Mixture Model (Regularized Gaussian Mixture Model (Covariance-Regularized EM Clustering)). Hentet 2026-06-15 fra https://scholargate.app/no/machine-learning/regularized-gaussian-mixture-model · Datasett: https://doi.org/10.5281/zenodo.20539026