Robots that interact with humans must learn to not only adapt to different human partners but also to new interactions. Such a form of learning can be achieved by demonstrations and imitation. A recently introduced method to learn interactions from demonstrations is the framework of Interaction Primitives. While this framework is limited to represent and generalize a single interaction pattern, in practice, interactions between a human and a robot can consist of many different patterns. To overcome this limitation this paper proposes a Mixture of Interaction Primitives to learn multiple interaction patterns from unlabeled demonstrations. Specifically the proposed method uses Gaussian Mixture Models of Interaction Primitives to model nonlinear correlations between the movements of the different agents. We validate our algorithm with two experiments involving interactive tasks between a human and a lightweight robotic arm. In the first, we compare our proposed method with conventional Interaction Primitives in a toy problem scenario where the robot and the human are not linearly correlated. In the second, we present a proof-of-concept experiment where the robot assists a human in assembling a box.