AutoGMM: Automatic Gaussian Mixture Modeling in Python

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Liu, Tingshan, Athey, Thomas L., Pedigo, Benjamin D., Vogelstein, Joshua T.
Format: Preprint
Published: 2019
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866909776901832704
author Liu, Tingshan
Athey, Thomas L.
Pedigo, Benjamin D.
Vogelstein, Joshua T.
author_facet Liu, Tingshan
Athey, Thomas L.
Pedigo, Benjamin D.
Vogelstein, Joshua T.
contents The exponential growth of complex data demands fully automatic clustering. Gaussian mixture models (GMMs) provide uncertainty-aware grouping but often require expertise to specify hyperparameters, e.g., component count and covariance structure. While mclust (R) automates this via Bayesian Information Criterion (BIC), Python lacks a comparable tool. We introduce AutoGMM, an open-source Python package automating GMM via strategic initialization using an agglomerative Mahalanobis heuristic, and parallelized model selection by information criteria. AutoGMM is a drop-in tool that yields strong out-of-the-box performance on classic benchmarks, targeted stress tests, and two real datasets, with favorable runtime scaling. The code is available at https://github.com/neurodata/AutoGMM with tests and reproducible workflows.
format Preprint
id arxiv_https___arxiv_org_abs_1909_02688
institution arXiv
publishDate 2019
record_format arxiv
spellingShingle AutoGMM: Automatic Gaussian Mixture Modeling in Python
Liu, Tingshan
Athey, Thomas L.
Pedigo, Benjamin D.
Vogelstein, Joshua T.
Machine Learning
The exponential growth of complex data demands fully automatic clustering. Gaussian mixture models (GMMs) provide uncertainty-aware grouping but often require expertise to specify hyperparameters, e.g., component count and covariance structure. While mclust (R) automates this via Bayesian Information Criterion (BIC), Python lacks a comparable tool. We introduce AutoGMM, an open-source Python package automating GMM via strategic initialization using an agglomerative Mahalanobis heuristic, and parallelized model selection by information criteria. AutoGMM is a drop-in tool that yields strong out-of-the-box performance on classic benchmarks, targeted stress tests, and two real datasets, with favorable runtime scaling. The code is available at https://github.com/neurodata/AutoGMM with tests and reproducible workflows.
title AutoGMM: Automatic Gaussian Mixture Modeling in Python
topic Machine Learning
url https://arxiv.org/abs/1909.02688