Mixture Of Gaussians Using Scikit Learn Mixture

I'd like to use sklearn.mixture.GMM to fit a mixture of Gaussians to some data, with results similar to the ones I get using R's 'Mclust' package. The data looks like this: So he

Solution 1:

The trick is to set GMM's min_covar. So in this case I get good results from:

mixture.GMM( n_components=14,n_iter=5000, covariance_type='full',min_covar=0.0000001)

The large default value for min_covar assigns all points to one cluster.