With smart-phones becoming increasingly commonplace, there has been a subsequent surge in applications that continuously track the location of users. However, serious privacy concerns arise as people start to widely adopt these applications. Users will need to maintain policies to determine under which circumstances to share their location. Specifying these policies however, is a cumbersome task, suggesting that machine learning might be helpful. In this paper, we present a user-controllable method for learning location sharing policies. We use a classifier based on multivariate Gaussian mixtures that is suitably modified so as to restrict the evolution of the underlying policy to favor incremental and therefore human-understandable changes as new data arrives. We evaluate the model on real location-sharing policies collected from a live location-sharing social network, and we show that our method can learn policies in a user-controllable setting that are just as accurate as policies that do not evolve incrementally. Additionally, we highlight the strength of the generative modeling approach we take, by showing how our model easily extends to the semi-supervised setting.