[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:  rcurtin     
      Type:  enhancement                       |       Status:  accepted    
  Priority:  major                             |    Milestone:  mlpack 1.0.7
 Component:  mlpack                            |   Resolution:              
  Keywords:  GMM EMFit covariance constraints  |     Blocking:              
Blocked By:                                    |  
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Changes (by rcurtin):

  * owner:  => rcurtin
  * status:  new => accepted
  * milestone:  => mlpack 1.0.7


Comment:

 Hello there,

 I think the right way to do this will be to add an extra template
 parameter to EMFit<>.  This template parameter should be a class that
 holds one method (something like UpdateCovariance() or maybe I will think
 of a better name later), and right now the functionality that forces
 matrices to be positive definite can be put into a separate class and that
 can be used as the default.  There could also be a
 NoCovarianceModification class (which does nothing) and then a
 DiagonalCovarianceRestriction and EigenvalueRatioRestriction class to
 perform each of the functions you suggested.

 I'm a bit busy right now so this probably won't get done today, but this
 is definitely something that will be worked into the next release (1.0.7).

-- 
Ticket URL: <http://trac.research.cc.gatech.edu/fastlab/ticket/294#comment:1>
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MLPACK is an intuitive, fast, and scalable C++ machine learning library developed at Georgia Tech.