AmazaspShumik / sklearn-bayes

Python package for Bayesian Machine Learning with scikit-learn API
MIT License
513 stars 118 forks source link

Add Gaussian Mixture Emissions for VBHMM #30

Open jengelman opened 7 years ago

jengelman commented 7 years ago

Since there's already a Bayesian Mixture model implementation, it would be great if someone could extend the HMM implementation to include mixture emissions.

On a side note, is the n_hidden parameter in the HMM model deterministic or a maximum ala truncated HDP-HMM models? If the former, automatic state discovery would be nice but probably a lot more work.