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Variational Inference in Gaussian Mixture Models

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Variational methods to learn a Gaussian Mixture Model and an Univariate Gaussian from data

Powered by #tensorflow, #edward, #scipy and #python.

🎯 Inference strategies

Univariate Gaussian (UGM)

Python | Coordinate Ascent Variational Inference
Tensorflow | Coordinate Ascent Variational Inference
Tensorflow | Coordinate Ascent Variational Inference with linesearch
Tensorflow | Gradient Ascent Variational Inference
[BLOCKED] 🚧 Edward | Black Box Variational Inference

Mixture of Gaussians (GMM)

Python | Coordinate Ascent Variational Inference (unknown means but known precisions)
Python | Coordinate Ascent Variational Inference (unknown and unknown precisions)
Python | Sthocastic Coordinate Ascent Variational Inference (unknown means and unknown precisions)
Tensorflow | Coordinate Ascent Variational Inference (unknown means but known precisions)
Tensorflow | Coordinate Ascent Variational Inference with linesearch (unknown means but known precisions)
Tensorflow | Gradient Ascent Variational Inference (unknown means but known precisions)
Tensorflow | Gradient Ascent Variational Inference (unknown means and unknown precisions)
Tensorflow | Sthocastic Gradient Ascent Variational Inference (unknown means and unknown precisions)
Autograd | Coordinate Ascent Variational Inference (unknown means but known precisions)
[BLOCKED] 🚧 Autograd | Coordinate Ascent Variational Inference (unknown means and unknown precisions)
[BLOCKED] 🚧 Edward | Black Box Variational Inference (unknown means and unknown precisions)

🕺 Other models

Python | Exact inference in a Dirichlet Categorical model
Python | Exact inference in a Inverse-Gamma Normal model
Python | Exact inference in a Normal-Inverse-Wishart Normal model
Tensorflow | Linear regression model optimization with Gradient Descent algorithm
Autograd | Linear regression model optimization with Gradient Descent algorithm
Edward | Black Box Variational Inference in a Dirichlet Categorical model
Edward | Black Box Variational Inference in a Inverse-Gamma Normal model
[BLOCKED] 🚧 Edward | Black Box Variational Inference in a Normal-Wishart Normal model

⛏️ Other scripts

Dimensionality reduction scripts

Sklearn | Sklearn Principal Component Analysis
Sklearn | Sklearn Incremental Principal Component Analysis
Keras | Autoencoder
Edward | Probabilistic Principal Component Analysis

Data generation scripts

Python | Mixture of gaussians data generator with different precision matrix per each component
Python | Mixture of gaussians data generator with a given precision matrix for all components

2D points interpolation scripts

Python | Nearest Neighbors interpolation
R | Linear interpolation

Maps generation scripts

R | R map
R | R Google map

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