Gaussian Mixture Model (GMM)

A Gaussian mixture model (GMM) is a probabilistic model that represents a population as a mixture of multiple Gaussian distributions, each with its own parameters (mean, variance, and mixing weight).

Resources

• https://scikit-learn.org/stable/modules/mixture.html

How to think about this

Mixture models as generalize k-means clustering to incorporate information about the covariance structure of the data as well as the centers of the latent Gaussians.