[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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Comment (by hanslovsky):

 Replying to [comment:1 rcurtin]:
 > 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).

 Hi,

 I'll be very happy to see those features in 1.0.7 and your approach seems
 very reasonable to me. Thank you for your effort!

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Ticket URL: <https://trac.research.cc.gatech.edu/fastlab/ticket/294#comment:2>
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