initialization: Initialization of latent variable assignments (responsibility) of the VB-GMM (Internal function)
Description
Initialize latent varaibles based on the number of components. The function is run before the VB-EM iteration in vbgmm.
Usage
initialization(X, init)
Arguments
X
D x N numeric vector or matrix of observations
init
Based on the dimension, init is expected to be one of the followings: scalar: number of components; vector: intial class labels; matrix: initialize with a D x K matrix for D variables and K components.
Value
RN by K matrix for N observations and K latent components (defined by init)
Details
The function is expected to be used by vbgmm to initialize assignments of latent varaibles before VM-EM iterations.
References
Mo Chen (2012). Matlab code for Variational Bayesian Inference for Gaussian Mixture Model. http://www.mathworks.com/matlabcentral/fileexchange/35362-variational-bayesian-inference-for-gaussian-mixture-model