How many Gaussians do we use?
• Hold back a validation set.
– Try various numbers of Gaussians
– Pick the number that gives the highest density to the
validation set.
• Refinements:
– We could make the validation set smaller by using
several different validation sets and averaging the
performance.
– We should use all of the data for a final training of the
parameters once we have decided on the best
number of Gaussians.