Mixture of Bernoulli distributions

[clumsyfox-z9o9z]

Description

Is there some intention to implement a mixture of Bernoulli distributions? Could be a great feature to perform anomaly detection with discrete quantities as well.

If you are not aversed to this idea I would like to implement it with EM.

What do you think?

[jnothman]

I think we would be interested, if you can add a motivating example to the gallery... But I know little about the technique's use and other core devs may disagree.

[clumsyfox-z9o9z]

Ok, I started working on it for my own benefit and hopefully I can show up some nice examples in the end. We will see... ;-) On that basis it might be easier to decide if you like to include it or not.

[ben-dilday-enigma]

I also had a need for a Bernoulli mixture model and ended up implementing one for my own use. I am contributing that code as a PR.

[adrinjalali]

There hasn't been much support to add this unfortunately. So closing this issue and the corresponding PR. Happy to reopen if other @scikit-learn/core-devs think we should include this.