Implementation of Scikit-learn's Dirichlet Process Gaussian Mixture Model: Gibbs Sampling or Variational Inference?


Alberto

From reading scikit-learn 's documentation, I learned that the implementation behind the DPGMM class uses variational inference instead of traditional Gibbs sampling.

Nonetheless, while reading Edwin Chen's popular article ("Infinite Mixture Models with Nonparametric Bayes and Dirichlet Processes"), he said that he used scikit-learn for Gibbs sampling inference for DPGMMs .

So, is there a Gibbs sampling implementation in scikit-learn for DP-GMM, Chen answered wrong or is there a Gibbs version that is considered to be replaced by a variant?

Andreas Mueller

As far as I know, there has never been a Gibbs sampling implementation. (I have been working on this project for several years)

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