Gaussian Mixture Model | Intuition & Introduction | TensorFlow Probability

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If your (univariate) distribution has more than one mode (peaks), there is a good chance you can model it with a Gaussian Mixture Model (GMM), a Mixture Distribution of Gaussian/Normal. That is helpful for a soft clustering of points in one dimension. For this you select the number of modes you expect (= the number of peaks). This will then correspond to the number of (latent) classes as well as the number of Gaussians that have to be defined.

In this video, I provide an intuition to this by looking at the grade distribution after an exam, with a first peak at 2.5 and a second peak at the grade corresponding to a fail. We will implement this model in TensorFlow Probability.

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Timestamps:
00:00 Introduction
00:38 A Multi-Modal Distribution
01:10 Clustering of Points
02:04 A Superposition of Gaussians?
03:59 Using Mixture Coefficients
05:05 A special case of Mixture Distributions
05:33 The Directed Graphical Model
07:52 Alternative Model with plates
08:45 The joint
10:28 TFP: Defining the Parameters
11:27 TFP: The Categorical
12:12 TFP: The batched Normal
13:13 TFP: GMM in Principle
14:13 TFP: Using the TFP Mixture Distribution
15:15 TFP: Plotting the probability density
17:05 Outro
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Marginalizing the value conveyed by *your* playlist, to *my* understanding of this subject, is intractable. And if what I said is even remotely sensible, per the rules of probability, the whole credit goes to you.

karanshah
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I've been following your channel for a while and you've really helped me understand complicated probability concepts, thank you! One question: I didn't understand how the z variable is a latent one. Why can't it just be a parameter?

saikeerthi
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Hey, another great video! Is the GMM PDF you show at the end normalized? Thanks!

nickelandcopper
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Thanks for this video. Can you make a video about multivariate case ?

engenglish
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Is there a connection between using mixture coefficients to take a linear combinations of two gaussians and DGM approach, where the parameters of the gaussian parameters changes condition upon which category? They seem like 2 very different approaches to arrive at the probability. (Let me know if my question is not clear.). Thanks.

orjihvy
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sorry, why the categorical distribution's P(Z) = Cat(Pi) = product of all the pi[0], pi[1]?

Breeze