(Neural Computation. 2005;18:430-445.)
© 2005 The MIT Press
Differential Log Likelihood for Evaluating and Learning Gaussian Mixtures
Marc M. Van Hulle
marc{at}neuro.kuleuven.ac.be K. U. Leuven, Laboratorium voor Neuro- en Psychofysiologie, B-3000 Leuven, Belgium
We introduce a new unbiased metric for assessing the quality of density estimation based on gaussian mixtures, called differential log likelihood. As an application, we determine the optimal smoothness and the optimal number of kernels in gaussian mixtures. Furthermore, we suggest a learning strategy for gaussian mixture density estimation and compare its performance with log likelihood maximization for a wide range of real-world data sets.
Copyright © 2005 by The MIT Press.