Introduction:Gaussian Mixture Modeling Software is a C implementation of the ExpectationMaximization (EM) algorithm for fitting mixtures of Gaussians (GM) to multivariate data. In addition to the basic algorithm, the code automatically performs multiple random starts to prevent finding only locally optimal parameters. The CrossValidation (CV) option is available for finding the optimal model structure. Data is split into two disjoint subsets: training subset and test subset. Each of the models is fitted on training set and evaluated on the test set via the loglikelihood (outofsample). The size of training/test datasets and number of CV iterations can be specified. How to use the code:The specifications for the algorithm are specified in a file called input.txt, e.g., number of restarts for EM, values of k (number of clusters) to fit, convergence criteria, etc. The data are provided in a simple ascii file with n rows and p columns, one row per pdimensional observation: the data values on each row are assumed to be realvalued and can be separated by an arbitrary number of blank spaces. The algorithm saves its results in a text file, the name of which is specified in input.txt.Limitations:There are several limitations of the current code published on the web.
* works in Matlab for Windows95 version (i.e. it is not a limitation in the Matlab version). Disclosure:Use the code at your own risk. It is free for (and only for) research and educational use. If you intend to use the code, please send us an email at icadez@ics.uci.edu or smyth@ics.uci.edu. Also, please report any bugs and/or problems that you might have with the code. Compatibility:There are three versions of the code (last updated 07/08/99): Author:

Information
and Computer Science
University of California,
Irvine CA 927173425
Last modified:
07/08/99,
by Igor Cadez