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Publication

gmr: Gaussian Mixture Regression

Alexander Fabisch
In: Journal of Open Source Software (JOSS), Journal of Open Source Software, Vol. 6, No. 62, Page 3054, 6(62), 3054, The Open Journal, 6/2021.

Abstract

gmr is a Python library for Gaussian mixture regression (GMR). GMR is a regression approach that models probability distributions rather than functions. Hence, it is possible to model multimodal mappings. In GMR we first learn a joint probability distribution p(x; y) of input x and output y through expectation maximization (Dempster et al., 1977) and then compute the conditional distribution p(yjx) to make predictions. Thus, training is the same procedure as in a standard Gaussian mixture model (GMM).

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