Using GMMs in Rust

This post aims to introduce Gaussian Mixture Models (from now on referred to as GMMs) and explain what they can be used for. To do that I'll be creating some synthetic data and training a GMM on that using rusty-machine. This post is fairly heavy on theory but I promise there is some code. Before jumping into GMMs let's define a more general Mixture Model. A Mixture Model is a probabilistic model used to represent subclasses within a whole population.