[jira] [Updated] (MATH-817) Multivariate Normal Mixture Model Fitting by Expectation Maximization

["Jared Becksfort (JIRA)" <ji...@apache.org>]

     [ https://issues.apache.org/jira/browse/MATH-817?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Jared Becksfort updated MATH-817:
---------------------------------

    Attachment: MultivariateNormalDistribution.java.patch
                MixtureMultivariateRealDistribution.java.patch
                AbstractMultivariateRealDistribution.java.patch
                MultivariateNormalMixtureExpectationMaximizationFitterTest.java
                MultivariateNormalMixtureExpectationMaximizationFitter.java

2 new files are for this issue. The three patches contain hashCode and equals overrides in previous issues' (815, 816) classes so that the fitter test can compare results.

Potential Issues:
- Doubles are compared directly in the equals functions. I've seen this done elsewhere in CM, and it seems to work in the unit tests.
- There are a lot of constructors in the fitter class to allow different options. There may be a better way to allow different options without having so many constructors.
- Even with all the constructors, the number of components to fit is required even if initial component weights, means, or covariance matrices are given. The number of components to fit could be deduced from these values, but I felt like there were already too many constructors. There are checks to prevent inconsistencies.
                
> Multivariate Normal Mixture Model Fitting by Expectation Maximization
> ---------------------------------------------------------------------
>
>                 Key: MATH-817
>                 URL: https://issues.apache.org/jira/browse/MATH-817
>             Project: Commons Math
>          Issue Type: New Feature
>            Reporter: Jared Becksfort
>            Priority: Minor
>         Attachments: AbstractMultivariateRealDistribution.java.patch, MixtureMultivariateRealDistribution.java.patch, MultivariateNormalDistribution.java.patch, MultivariateNormalMixtureExpectationMaximizationFitter.java, MultivariateNormalMixtureExpectationMaximizationFitterTest.java
>
>   Original Estimate: 1m
>  Remaining Estimate: 1m
>
> I will submit a class for fitting Multivariate Normal Mixture Models using Expectation Maximization.
> > Hello,
> >
> > I have implemented some classes for multivariate Normal distributions, multivariate normal mixture models, and an expectation maximization fitting class for the mixture model.  I would like to submit it to Apache Commons Math.  I still have some touching up to do so that they fit the style guidelines and implement the correct interfaces.  Before I do so, I thought I would at least ask if the developers of the project are interested in me submitting them.
> >
> > Thanks,
> > Jared Becksfort
> Dear Jared,
> Yes, that would be very nice to have such an addition! Remember to also include unit tests (refer to the current ones for examples). The best would be to split a submission up into multiple minor ones, each covering a natural submission (e.g. multivariate Normal distribution in one submission), and create an issue as described at http://commons.apache.org/math/issue-tracking.html .
> If you run into any problems, please do not hesitate to ask on this mailing list.
> Cheers, Mikkel.

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