I want to use sklearn.mixture.GaussianMixture to store a gaussian mixture model so that I can later use it to generate samples or a value at a sample point using score_samples
method. Here is an example where the components have the following weight, mean and covariances
import numpy as np
weights = np.array([0.6322941277066596, 0.3677058722933399])
mu = np.array([[0.9148052872961359, 1.9792961751316835], [-1.0917396392992502, -0.9304220945910037]])
sigma = np.array([[[2.267889129267119, 0.6553245618368836], [0.6553245618368835, 0.6571014653342457]], [[0.9516607767206848, -0.7445831474157608], [-0.7445831474157608, 1.006599716443763]]])
Then I initialised the mixture as follow
from sklearn import mixture
gmix = mixture.GaussianMixture(n_components=2, covariance_type='full')
gmix.weights_ = weights # mixture weights (n_components,)
gmix.means_ = mu # mixture means (n_components, 2)
gmix.covariances_ = sigma # mixture cov (n_components, 2, 2)
Finally I tried to generate a sample based on the parameters which resulted in an error:
x = gmix.sample(1000)
NotFittedError: This GaussianMixture instance is not fitted yet. Call 'fit' with appropriate arguments before using this method.
As I understand GaussianMixture is intended to fit a sample using a mixture of Gaussian but is there a way to provide it with the final values and continue from there?