gmr: Gaussian Mixture Regression
Alexander Fabisch
In Journal of Open Source Software, The Open Journal, Journal of Open Source Software, volume 6, number 62, pages 3054, Jun/2021.
Zusammenfassung (Abstract)
:
gmr is a Python library for Gaussian mixture regression (GMR). GMR is a regression approach
that models probability distributions rather than functions. Hence, it is possible to model
multimodal mappings.
In GMR we first learn a joint probability distribution p(x; y) of input x and output y through
expectation maximization (Dempster et al., 1977) and then compute the conditional distribution
p(yjx) to make predictions. Thus, training is the same procedure as in a standard
Gaussian mixture model (GMM).
Links:
https://doi.org/10.21105/joss.03054