fit.py

      def fit(self, X):
        """Compute the E-step and M-step and
            Calculates the lowerbound
        
        Parameters:
        -----------
        X: (N x d), data 
        
        Returns:
        ----------
        instance of GMM
        
        """
        
        d = X.shape[1]
        self.mu, self.sigma, self.pi =  self._initialise_parameters(X)
        
        try:
            for run in range(self.n_runs):  
                self.gamma  = self._e_step(X, self.mu, self.pi, self.sigma)
                self.pi, self.mu, self.sigma = self._m_step(X, self.gamma)
                loss = self._compute_loss_function(X, self.pi, self.mu, self.sigma)
                
                if run % 10 == 0:
                    print("Iteration: %d Loss: %0.6f" %(run, loss))

        
        except Exception as e:
            print(e)
            
        
        return self