[mlpack-svn] [MLPACK] #294: constraints on the covariance matrix in GMM/EMFit

[MLPACK Trac]

#294: constraints on the covariance matrix in GMM/EMFit
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 Reporter:  hanslovsky   |        Owner:                                  
     Type:  enhancement  |       Status:  new                             
 Priority:  major        |    Milestone:                                  
Component:  mlpack       |     Keywords:  GMM EMFit covariance constraints
 Blocking:               |   Blocked By:                                  
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 Having a way to force constraints on the covariance matrix in GMM/EMFit
 would be great.
 Useful constraints would be:
  -covariance matrix is diagonal
  -ratios of eigenvalues are r1, r2, r3, ...

 This would allow for injecting prior knowledge about the shape of the
 distribution.

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Ticket URL: <http://trac.research.cc.gatech.edu/fastlab/ticket/294>
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MLPACK is an intuitive, fast, and scalable C++ machine learning library developed at Georgia Tech.