{"action":"opened","issue":{"url":"https://api.github.com/repos/scikit-learn/scikit-learn/issues/4580","labels_url":"https://api.github.com/repos/scikit-learn/scikit-learn/issues/4580/labels{/name}","comments_url":"https://api.github.com/repos/scikit-learn/scikit-learn/issues/4580/comments","events_url":"https://api.github.com/repos/scikit-learn/scikit-learn/issues/4580/events","html_url":"https://github.com/scikit-learn/scikit-learn/issues/4580","id":67915808,"number":4580,"title":"add icl to mixture.GMM","user":{"login":"eyaler","id":4436747,"avatar_url":"https://avatars.githubusercontent.com/u/4436747?v=3","gravatar_id":"","url":"https://api.github.com/users/eyaler","html_url":"https://github.com/eyaler","followers_url":"https://api.github.com/users/eyaler/followers","following_url":"https://api.github.com/users/eyaler/following{/other_user}","gists_url":"https://api.github.com/users/eyaler/gists{/gist_id}","starred_url":"https://api.github.com/users/eyaler/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/eyaler/subscriptions","organizations_url":"https://api.github.com/users/eyaler/orgs","repos_url":"https://api.github.com/users/eyaler/repos","events_url":"https://api.github.com/users/eyaler/events{/privacy}","received_events_url":"https://api.github.com/users/eyaler/received_events","type":"User","site_admin":false},"labels":[],"state":"open","locked":false,"assignee":null,"milestone":null,"comments":0,"created_at":"2015-04-12T13:34:12Z","updated_at":"2015-04-12T13:34:12Z","closed_at":null,"body":"suggest adding icl = integrated completed likelihood [1], which is an information criteria useful for determining the number of clusters. essentially it is: icl = bic + entropy of clustering\r\n\r\ncode to demonstrate:\r\n_, probs = gmm.score_samples(X)\r\nentropy = -sum(sum(prob*np.log(prob) for prob in probs))\r\nicl = gmm.bic(X) + 2*entropy\r\n\r\n[1] C. Biernacki, G. Celeux and G. Govaert, Assessing a Mixture model for Clustering with the integrated CompletedLikelihood, IEEE Transactions on Pattern analysis and Machine Intelligence 22 (2000), 719–725."}}