title: Data overflow in training Gaussian mixture model
body: <p>I try to fit MNIST data sets using Gaussian mixture and EM algorithm. However, because the dimension is too large, the calculation result of multivariate Gaussian distribution is always 0.How can I solve this problem?</p>
  <pre><code>    def GS(self, x, mean, cov):
          result = multivariate_normal(mean, cov).pdf(x)
          return result
  </code></pre>
  <p>I used SciPy's own function for calculation</p>