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WIP: Add our own gmm#7

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rainwoodman wants to merge 3 commits intomasterfrom
gmm
Open

WIP: Add our own gmm#7
rainwoodman wants to merge 3 commits intomasterfrom
gmm

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@rainwoodman
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based on sklearn.
add weight support.
add marginalization support.
add confidence conversion (may be hard).

@rainwoodman
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this gmm.py from sklearn sucks big.

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