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