Gaussian Mixture Regression
Gaussian Mixture Models (GMMs) for clustering and regression in Python.
Source code repository: https://github.com/AlexanderFabisch/gmr
Estimate GMM from samples and sample from GMM:
from gmr import GMM gmm = GMM(n_components=3, random_state=random_state) gmm.from_samples(X) X_sampled = gmm.sample(100)
For more details, see:
How Does It Compare to scikit-learn?
There is an implementation of Gaussian Mixture Models for clustering in scikit-learn as well. Regression could not be easily integrated in the interface of sklearn. That is the reason why I put the code in a separate repository.
Install from PyPI:
sudo pip install gmr
or from source:
sudo python setup.py install
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