高斯混合模型(GMM)的EM算法求解 python实现

import numpy as np
from scipy.stats import norm

def gmm_em(X ,K=2, max_iter=100, epsilon=1e-4, T = 5):
    N = len(X)
    print('-----EM optimization for GMM-----')
    # EM算法只能保证收敛到稳定点，不能保证收敛至极大值点
    # 常用的办法是进行几次迭代，对结果做比较，并选择最好
    Mu = []
    Sigma = []
    for t in range(T):
        # 初始化
        alpha = np.ones([K, 1]) /K # 权重
        mu = np.ones([K, 1]) # 均值
        sigma = np.ones([K, 1]) # 标准差
        for k in range(K):
            n = np.random.randint(K*3, K*30)
            x = np.random.choice(X, n)
            mu[k][0] = np.mean(x)
            sigma[k][0] = np.std(x, ddof = 1)
        alpha_, mu_, sigma_ = alpha, mu, sigma

        for _iter in range(max_iter):
            # expectation 隐变量估计
            gamma =  np.zeros([K, N])
            for k in range(K):
                gamma[k] = alpha[k] * norm.pdf(X, loc=mu[k][0], scale=sigma[k][0])