I'm trying to use Gaussian Mixture Model
within the hmmlearn package using the following configuration for a time series with 49792 samples:
model = GMMHMM(n_components=40, n_mix = 5, tol = 1e-6, covariance_type = "full", n_iter=100, verbose=True)
I get the following error:
ValueError: n_samples=3 should be >= n_clusters=5
I cannot comprehend why n_samples = 3 because of which the error is being thrown (It seems during the initial random clustering
, the number of samples in some clusters become very less). Is there any way to get around this problem?