GMM的matlab实现

function  model = gmmEM(data,K,option)
%
% K 为model数
% Reference: PRML p438-439
tic 
if nargin < 3
    option.eps = 1e-12;
    option.maxiter = 1000;
    
end

global num_data K
X = data.X;  %X为D*N型数据，跟PRML对样本数据描述相反
[dim num_data] = size(X);

%Initialize
%-------------------------------
%K = numel(unique(data.y));
[inx, C,~] = kmeans(X',K);
mu = C';
pai = zeros(1,K);
E = zeros(dim,dim,K);
for k=1:K
    pai(k) = sum(inx==k);   
    E(:,:,k) = eye(dim);
end
pai = pai/num_data;

iter = 0;
log_val = logGMM(X,mu,E,pai);