Variational Inference of Infinite Generalized Gaussian Mixture Models with Feature Selection

This paper presents a variational learning framework for the infinite generalized Gaussian mixture (IGGM) model. The generalized Gaussian distribution (GGD) has a proven capability in modeling complex multidimensional data due to the flexibility of its shape parameter. Infinite model addresses the model selection problem; i.e., determination of the number of clusters without recourse to the classical selection criteria such that the number of mixture components increases automatically to best model available data accordingly. We also incorporate feature selection to consider the features that are most appropriate in constructing an approximate model in terms of clustering accuracy. Experimental results on a medical application and image categorization show the effectiveness of the proposed algorithm.