Add subspace method for learning LDS

PRML / PRMLT

Matlab code of machine learning algorithms in book PRML

http://prml.github.io/

MIT License

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Add subspace method for learning LDS #49

Closed sth4nth closed 5 years ago

sth4nth commented 5 years ago

The EM method for learning LDS in PRML is hardly working without a good initialization. The subspace method can be used for a good initialization. This method is not in PRML but BRML.

sth4nth commented 5 years ago

done