Gaussian Mixture Model

The code finds out the parameters of a gaussian mixture model by Expectation-Maximization Algorithm.

Gaussian Mixture model is used in many fields to model a training set of data owing to certain similarities among them. My code estimates the parameters of a Gaussian mixture model by taking in the training set of data as input and giving back the mean, covariance and mixing ratios as the output. The code might be slow because of its sequential nature but it does perform well than the original matlab code gmdistribution.fit in case the amount of data is very large.