Conduct the following model order selection exercise using 10-fold cross-validation procedure and report your procedure and...
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Conduct the following model order selection exercise using 10-fold cross-validation procedure and report your procedure and results in a comprehensive, convincing, and rigorous fashion: 1. Select a Gaussian Mixture Model as the true probability density function for 2-dimensional real-valued data synthesis. This GMM will have 4 components with different mean vectors, different covariance matrices, and different probability for each Gaussian to be selected as the generator for each sample. Specify the true GMM that generates data. 2. Generate multiple data sets with independent identically distributed samples using this true GMM; these datasets will have respectively 10, 100, 1000, 10000 samples. 3. For each data set, using maximum likelihood parameter estimation principles (e.g. with the EM algorithm), within the framework of K(=10)-fold cross-validation, evaluate GMMs with different model orders; specifically evaluate candidate GMMs with 1, 2, 3, 4, 5, 6 Gaus- sian components. Note that both model parameter estimation and validation performance measures to be used is log-likelihood of data. 4. Report your results for the experiment, indicating which of the six GMM orders get selected for each of the datasets you produced. Develop a good way to describe and summarize your experiment results in the form of tables/figures. Conduct the following model order selection exercise using 10-fold cross-validation procedure and report your procedure and results in a comprehensive, convincing, and rigorous fashion: 1. Select a Gaussian Mixture Model as the true probability density function for 2-dimensional real-valued data synthesis. This GMM will have 4 components with different mean vectors, different covariance matrices, and different probability for each Gaussian to be selected as the generator for each sample. Specify the true GMM that generates data. 2. Generate multiple data sets with independent identically distributed samples using this true GMM; these datasets will have respectively 10, 100, 1000, 10000 samples. 3. For each data set, using maximum likelihood parameter estimation principles (e.g. with the EM algorithm), within the framework of K(=10)-fold cross-validation, evaluate GMMs with different model orders; specifically evaluate candidate GMMs with 1, 2, 3, 4, 5, 6 Gaus- sian components. Note that both model parameter estimation and validation performance measures to be used is log-likelihood of data. 4. Report your results for the experiment, indicating which of the six GMM orders get selected for each of the datasets you produced. Develop a good way to describe and summarize your experiment results in the form of tables/figures.
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Answer 1 Specify the True GMM The true GMM should have 4 components with different mean vectors cova... View the full answer
Related Book For
Microeconomics An Intuitive Approach with Calculus
ISBN: 978-0538453257
1st edition
Authors: Thomas Nechyba
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