zoukankan      html  css  js  c++  java
  • Ill-conditioned covariance create

    http://www.mathworks.com/matlabcentral/answers/100210-why-do-i-receive-an-error-while-trying-to-generate-the-gaussian-mixture-parameter-estimates-from-a-d

    http://www.cnblogs.com/tadoo/archive/2011/06/01/2065244.html

    Error using gmcluster (line 180)
    Ill-conditioned covariance created at iteration 2.

    Error in gmdistribution.fit (line 174)
    [S,NlogL,optimInfo] =...

    This error message is expected because the GMDISTRIBUTION.FIT function is not able to fit a 2 component Gaussian mixture model to the dataset in Statistics Toolbox 7.1 (R2009a).

    As a general guideline to Gaussian Mixture Model(GMM) fitting, the GMDISTRIBUTION function may converge to a solution where one or more of the components has an ill-conditioned or singular covariance matrix.

    The following issues may result in an ill-conditioned covariance matrix:

    1. The number of dimensions of your data is relatively high and there are not enough observations.

    2. Some of the features (variables) of your data are highly correlated.

    3. Some or all the features are discrete.

    4. You tried to fit the data to too many components.

    In general, you can avoid getting ill-conditioned covariance matrices by using one of the following precautions:

    1.Pre-process your data to remove correlated features.

    2.Set 'SharedCov' to true to use an equal covariance matrix for every component.

    3.Set 'CovType' to 'diagonal'.

    4.Use 'Regularize' to add a very small positive number to the diagonal of every covariance matrix.

    5.Try another set of initial values.

    以上是matlab给出的处理 singular 情况的方法,能解决大部分 singular 的问题,但不推荐随便采用,需要了解这样处理的含义。

    推荐:

    http://freemind.pluskid.org/machine-learning/regularized-gaussian-covariance-estimation/

  • 相关阅读:
    关于抑或
    【vue】条件渲染 v-if v-else
    【vue】vue的目录结构、项目流程、vue-router
    【vue】在vue中引入iview
    【vue】vue如何创建一个项目
    【jquery】jquery怎么实现点击一个按钮控制一个div的显示和隐藏
    【angularjs】ng-model controller中取不到值(input)
    打印机增强软件pdfpro
    vagrant 安装ubuntu12.04 64 bit
    debian 7 stable 不能编译android源码
  • 原文地址:https://www.cnblogs.com/xfzhang/p/4515491.html
Copyright © 2011-2022 走看看