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singular matrix on training GMM model #61

@HongminWu

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@HongminWu

Recently, I often encountered the singular matrix for training the GMM using your provided GMM class. However, the same data can be successfully trained. Would you have any time to check it out?

File "../models/gaussian.py", line 421, in pdf
return mvn.pdf(x, self.mean, self.cov, allow_singular=False) # default
File "/home/user/anaconda3/envs/py37/lib/python3.7/site-packages/scipy/stats/_multivariate.py", line 516, in pdf
psd = _PSD(cov, allow_singular=allow_singular)
File "/home/user/anaconda3/envs/py37/lib/python3.7/site-packages/scipy/stats/_multivariate.py", line 165, in init
raise np.linalg.LinAlgError('singular matrix')
numpy.linalg.LinAlgError: singular matrix

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