kahsay kalayu kahsay kalayu - 5 months ago 30
C++ Question

Enhancing the performance of Expectation Maximization

I am implementing expectation maximization (EM) in C++ to estimate the parameter of Gaussian mixture model.

The EM is very slow to converge - is there a technique to converge log likelihood in a fast way?

Answer Source

The Armadillo C++ library has a multi-threaded implementation of Expectation Maximization (EM) for Gaussian Mixure Models (GMM). See the gmm_diag class for more information.

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