Soft Clustering with Gaussian Mixture Models (GMM)
GMM Theory¶ The Gaussian Mixture Model is a generative model that assumes that data are generated from multiple Gaussion distributions each with own Mean and variance. the Gaussian Mixture Models or Mixture of Gaussians models a convex combination of the various distributions. Unlike K-Means, with Gaussian Mixture Models we want to define a probability distribution on the data. In order to do that, we need to convert our clustering problem