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我已经用数据拟合GMM数据,我想计算模型的均方误差,我该怎么做?Python:如何计算分布的均方误差?
下面的代码生成数据
import numpy as np
import matplotlib.pyplot as plt
from matplotlib.colors import LogNorm
from sklearn import mixture
import matplotlib as mpl
from matplotlib.patches import Ellipse
%matplotlib inline
n_samples = 300
# generate random sample, two components
np.random.seed(0)
shifted_gaussian = np.random.randn(n_samples, 2) + np.array([20, 5])
sample= shifted_gaussian
# fit a Gaussian Mixture Model with two components
clf = mixture.GMM(n_components=2, covariance_type='full')
clf.fit(sample)
# Then how can I calculate the Mean square error of the fitted model?
在我的思想,我可以首先生成kdensity
功能,并为每sample
观察,caluclate的kdensitity(x,y)-clf.score(x,y)
。但我不确定这是否正确。