* Add the new BayesianGaussianMixture class.
Add the test file for the BayesianGaussianMixture.
* Add the use of the cholesky decomposition of the precision matrix.
* Fix some bugs.
* Modification of GaussianMixture class.
The purpose here is to prepare the integration of BayesianGaussianMixture.
* Fix comments.
* Modification of the Docstring.
* Add license and author.
* Fix pb typo of eq 10.64 and 10.62.
* Correct VBGMM bugs.
* Fix full version.
* Fix the precision normalisation pb.
* Fix all cov_type algo for BayesianGaussianMixture.
* Optimisation of spherical and diag computation.
* Code simplification.
* Check the Gaussian Mixture tests are ok.
* Add test.
* Add new tests for BayesianGaussianMixture and GaussianMixture.
* Add the bayesian_gaussian_example and the doc.
* Fix comments.
* Fix review comments and add license and author.
* Fix test compare covar type.
* Fix reviews.
* Fix tests.
* Fix review comments.
* Correct reviews.
* Fix travis pb.
* Fix circleci pb.
* Fix review comments.
* Fix typo.
* Fix comments.
Add reg_covar and what's new.
* Fix comments.
* Fix comments.
* [ci skip] Correct legend.
Depreciation of the GMM class.
Modification of the GaussianMixture class.
Some functions from the original GSoC code have been removed, renamed or simplified.
Some new functions have been introduced (as the 'check_parameters' function).
Some parameters names have been changed :
- covars_ -> covariances_ : to be coherent with sklearn/covariances
Addition of the parameter 'warm_start' allowing to fit data by using the previous computation.
The old examples have been modified to replace the deprecated GMM class by the new GaussianMixture class.
Every exemple use the eigenvectors norm to solve the scale ellipse problem (Issues 6548).
Correction of all commentaries from the PR
- Rename MixtureBase -> BaseMixture
- Remove n_features_
- Fix some problems
- Add some tests
Correction of the bic/aic test.
Fix the test_check_means and test_check_covariances.
Remove all references to the deprecated GMM class.
Remove initialized_.
Add and correct docstring.
Correct the order of random_state.
Fix small typo.
Some fix in prevision of the integration of the new BayesianGaussianMixture class.
Modification in preparation of the integration of the BayesianGaussianMixture class.
Add 'best_n_iter' attribute.
Fix some bugs and tests.
Change the parameter order in the documentation.
Change best_n_iter_ name to n_iter_.
Fix of the warm_start problem.
Fix the divergence error message.
Correction of the random state init in the test file.
Fix the testing problems.
Update and add comments into the monotonic test.
Thomas J. Fan