NAME

get_independent_GMM_3 - Similar to get_independent_GMM_2, but adds support for held out data and

SYNOPSIS

#include "r2/r2_gmm_em.h"

Example compile flags (system dependent):
  -DLINUX_X86_64 -DLINUX_X86_64_OPTERON  
   -I/home/kobus/include
   -L/misc/load/linux_x86_64_opteron -L/usr/lib
  -lKJB                               -lfftw3 -lgandalf  -ltiff -ltiff -lpng -lgsl -lgslcblas -ljpeg  -lSVM -lstdc++  -lGL -lGLU -lX11 -lglut -lGL -lGLU -lpthread -lSLATEC -lg2c  -ltiff  -lacml -lacml_mv -lg2c     -lX11 -lncursesw 


int get_independent_GMM_3
(
	int num_clusters,
	const Matrix *feature_mp,
	const Int_vector *held_out_indicator_vp,
	const Vector *initial_a_vp,
	const Matrix *initial_means_mp,
	const Matrix *initial_var_mp,
	Vector **a_vpp,
	Matrix **means_mpp,
	Matrix **var_mpp,
	Matrix **P_mpp,
	double *log_likelihood_ptr,
	double *held_out_log_likelihood_ptr,
	int *num_iterations_ptr
);

DESCRIPTION

pre-initialized clusters. Initial means and variances are used only if option fs_use_initialized_cluster_means_variances_and_priors is set. Miscellaneous difference that have crept in over time: |1. Default intitialization scheme differs slightly .
2. This version doesn't handle empty clusters gracefully
3. This version doesn't handle fs_tie_cluster_var (only fs_tie_var is handled)

RELATED get_independent_GMM_2, get_independent_GMM_2_with_missing_data

DISCLAIMER

This software is not adequatedly tested. It is recomended that results are checked independantly where appropriate.

AUTHOR

Kobus Barnard

DOCUMENTER

Kobus Barnard

SEE ALSO

get_full_GMM , get_full_GMM_2 , get_full_GMM_3 , get_independent_GMM , get_independent_GMM_2 , get_independent_GMM_2_with_missing_data , get_independent_GMM_3_mt , create_independent_GMM_thread