Github user mengxr commented on a diff in the pull request:

    https://github.com/apache/spark/pull/4401#discussion_r24216733
  
    --- Diff: docs/mllib-clustering.md ---
    @@ -168,6 +187,112 @@ print("Within Set Sum of Squared Error = " + 
str(WSSSE))
     
     </div>
     
    +#### GaussianMixture
    +
    +<div class="codetabs">
    +<div data-lang="scala" markdown="1">
    +In the following example after loading and parsing data, we use a
    
+[`GaussianMixture`](api/scala/index.html#org.apache.spark.mllib.clustering.GaussianMixture)
 
    +object to cluster the data into two clusters. The number of desired 
clusters is passed 
    +to the algorithm. We then output the parameters of the mixture model.
    +
    +{% highlight scala %}
    +import org.apache.spark.mllib.clustering.GaussianMixture
    +import org.apache.spark.mllib.linalg.Vectors
    +
    +// Load and parse the data
    +val data = sc.textFile("data/mllib/gmm_data.txt")
    +val parsedData = data.map(s => Vectors.dense(s.trim.split(' 
').map(_.toDouble))).cache()
    +
    +// Cluster the data into two classes using GaussianMixture
    +val gmm = new GaussianMixture().setK(2).run(parsedData)
    +
    +// output parameters of max-likelihood model
    +for (i <- 0 until gmm.k) {
    +  println("weight=%f\nmu=%s\nsigma=\n%s\n" format 
    +    (gmm.weights(i), gmm.gaussians(i).mu, gmm.gaussians(i).sigma))
    +}
    +
    +{% endhighlight %}
    +</div>
    +
    +<div data-lang="java" markdown="1">
    +All of MLlib's methods use Java-friendly types, so you can import and call 
them there the same
    +way you do in Scala. The only caveat is that the methods take Scala RDD 
objects, while the
    +Spark Java API uses a separate `JavaRDD` class. You can convert a Java RDD 
to a Scala one by
    +calling `.rdd()` on your `JavaRDD` object. A self-contained application 
example
    +that is equivalent to the provided example in Scala is given below:
    +
    +{% highlight java %}
    +import org.apache.spark.api.java.*;
    +import org.apache.spark.api.java.function.Function;
    +import org.apache.spark.mllib.clustering.GaussianMixture;
    +import org.apache.spark.mllib.clustering.GaussianMixtureModel;
    +import org.apache.spark.mllib.linalg.Vector;
    +import org.apache.spark.mllib.linalg.Vectors;
    +import org.apache.spark.SparkConf;
    +
    +public class GaussianMixtureExample {
    +  public static void main(String[] args) {
    +    SparkConf conf = new SparkConf().setAppName("GaussianMixture Example");
    +    JavaSparkContext sc = new JavaSparkContext(conf);
    +
    +    // Load and parse data
    +    String path = "data/mllib/gmm_data.txt";
    +    JavaRDD<String> data = sc.textFile(path);
    +    JavaRDD<Vector> parsedData = data.map(
    +      new Function<String, Vector>() {
    +        public Vector call(String s) {
    +          String[] sarray = s.trim().split(" ");
    +          double[] values = new double[sarray.length];
    +          for (int i = 0; i < sarray.length; i++)
    +            values[i] = Double.parseDouble(sarray[i]);
    +          return Vectors.dense(values);
    +        }
    +      }
    +    );
    +    parsedData.cache();
    +
    +    // Cluster the data into two classes using GaussianMixture
    +    GaussianMixtureModel gmm = new 
GaussianMixture().setK(2).run(parsedData.rdd());
    +
    +    // Output the parameters of the mixture model
    +    for(int j=0; j<gmm.k(); j++) {
    +        System.out.println("weight=%f\nmu=%s\nsigma=\n%s\n",
    +            gmm.weights()[j], gmm.gaussians()[j].mu(), 
gmm.gaussians()[j].sigma());
    +    }
    +  }
    +}
    +{% endhighlight %}
    +</div>
    +
    +<div data-lang="python" markdown="1">
    +In the following example after loading and parsing data, we use a
    
+[`GaussianMixture`](api/scala/index.html#org.apache.spark.mllib.clustering.GaussianMixture)
 
    --- End diff --
    
    This should be linked to the Python doc, e.g., 
`[NaiveBayes](api/python/pyspark.mllib.classification.NaiveBayes-class.html)`.


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