In: Journal of Open Source Software (JOSS) Journal of Open Source Software 6 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).
