Sklearn-GMM on large datasets
fit will always forget previous data in scikit-learn. For incremental fitting, there is the partial_fit function. Unfortunately, GMM doesn't have a partial_fit (yet), so you can't do that.
I have a large data-set (I can't fit entire data on memory). I want to fit a GMM on this data set. 
Can I use GMM.fit() (sklearn.mixture.GMM) repeatedly on mini batch of data ??