gaussian – GMM by fitgmdist in MATLAB gives different results when running all iterations at once or iteratively
gaussian – GMM by fitgmdist in MATLAB gives different results when running all iterations at once or iteratively
The stopping is likely related to the convergence check in MATLAB/R201Xy/toolbox/stats/stats/@gmdistribution/private/gmcluster.m about halfway through in gmcluster_learn:
%check if it converges
llDiff = ll-ll_old;
if llDiff >= 0 && llDiff < options.TolFun *abs(ll)
optimInfo.Converged=true;
break;
end
ll_old = ll;
where ll is set via [ll,post] = estep(log_lh);, but near the top of the function it sets
ll_old = -inf;
so when you run all at once, llDiff shrinks over the iterations but when you run one by one, it remains large and the convergence check always fails.
gaussian – GMM by fitgmdist in MATLAB gives different results when running all iterations at once or iteratively
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