I am trying to implement a mixture of Gaussians model. I used the provided example as a basis but I'm trying to add monitoring of the VB loglikelihood lower bound. The code is available here:
http://pastebin.com/2sULq1hz
I get the following error:
Running mixture of Gaussians
Compiling model...compilation failed.
Unhandled Exception:
MicrosoftResearch.Infer.CompilationFailedException: MessageTransform failed with 1 error(s) and 0 warning(s):
Error 0: This model is not supported with VariationalMessagePassing due to Wishart.SampleFromShapeAndScale(PositiveDefiniteMatrix sample, double shape, PositiveDefiniteMatrix scale). Try using a different algorithm or expressing the model differently in
Wishart.SampleFromShapeAndScale(100.0, vPositiveDefiniteMatrix0)
Full error message:
http://pastebin.com/raw.php?i=esKckVQw
If I comment out the IfBlocks (lines 34 and 69), everything works (except the lower bound computation). Any ideas how to fix this?