5. A method according to claim 1 further comprising: selecting, for all groups of corresponding data models, a group of corresponding class dependent data models or the corresponding independent data model based on a fit comparison and adding a selected data model or models to the final data model.
6. A method according to claim 5 wherein the cross entropy of the corresponding class dependent data and the training data is calculated by averaging a logarithm likelihood of each corresponding class dependent data model with regards to the training data.