def as_dictionary_of_dictionaries(labels, means, cov_diags):
    """ Dictionary storing one dictionary of parameters per category. """
    assert len(labels) == len(means) == len(cov_diags)

    all_params = dict()
    for label, mean, cov_diag in zip(labels, means, cov_diags):
        category_params = dict()
        category_params['mean'] = mean
        category_params['cov_diag'] = cov_diag

        all_params[label] = category_params

    return all_params