ml-finance-python

gaussian_mixture_model.py

(565B)

 from __future__ import division, print_function
 import sys
 import os
 import math
 import random
 from sklearn import datasets
 import numpy as np
 
 from mlfromscratch.unsupervised_learning import GaussianMixtureModel
 from mlfromscratch.utils import Plot
 
 
 def main():
     # Load the dataset
     X, y = datasets.make_blobs()
 
     # Cluster the data
     clf = GaussianMixtureModel(k=3)
     y_pred = clf.predict(X)
 
     p = Plot()
     p.plot_in_2d(X, y_pred, title="GMM Clustering")
     p.plot_in_2d(X, y, title="Actual Clustering")
 
 
 if __name__ == "__main__":
     main()