CODEWITHSUNDEEP
scikit-learn
alberto
alberto

Reputation: 2645

Scikit-learn’s implementation of Dirichlet Process Gaussian Mixture Model: Gibbs sampling or Variational inference?

Reading the docs of scikit-learn I had understood that the implementation behind the DPGMM class use variational inference rather than the also traditional Gibbs sampling.

Nevertheless, while going through this Edwin Chen's popular post ("Infinite Mixture Models with Nonparametric Bayes and the Dirichlet Process") he says he uses scikit-learn to run Gibbs sampling inference of a DPGMM.

So, is there a Gibbs Sampling implementation of the DP-GMM in scikit-learn, Chen got it wrong or there was a Gibbs version that was replaced by the variational one?

Upvotes: 3

Views: 936

Answers (1)

Andreas Mueller
Andreas Mueller

Reputation: 28768

As far as I know there never was a Gibbs sampling implementation. (And I have been with the project for a couple of years)

Upvotes: 2

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