scipy multivariate_normal(allow_singular=True) in GMM
Clash Royale CLAN TAG #URR8PPP scipy multivariate_normal(allow_singular=True) in GMM During the calculation of a Gaussian Mixture Model I have to calculate the pdf() of the multivariate Gaussian distribution. I do this using the scipy multivariate_normal() method. Now during the calculations I encounter the situation that I get an error which says LinAlgError: singular matrix Setting the allow_singular parameter of the scipy multivariate_normal() = True circumvents this error and I get a quite meaningful result: So how is scipy "allowing" for singularity and what are the consequences for the calculations? --> If there are no consequences, strictly speaking, this parameter could be set to TRUE by default (but it isn't). By clicking "Post Your Answer", you acknowledge that you have read our updated terms of service, privacy policy and cookie policy, and that your continued use of the website is...