Generative Gaussian Mixture
The first model we're going to discuss is called Generative Gaussian Mixture, and it aims to model the data generating process pdata using a sum of weighted Gaussian distributions. Since the model is generative, its structure allows us not only to cluster the existing dataset into well-defined regions (represented as Gaussians), but also to output the probability of any new data point to belong to each of the classes. This model is very flexible, and can be applied to solve all those problems where it's necessary to perform a clustering and a classification at the same time, obtaining the assignment probability vector that determines the likelihood of a data point to be generated by a specific Gaussian distribution.
Generative Gaussian Mixture theory
Generative Gaussian Mixture is an inductive algorithm for semi-supervised classification and clustering that's aimed at modeling the conditional probability given both a...