10701 Recitation Pengtao Xie

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Presentation transcript:

10701 Recitation Pengtao Xie GMM and EM 10701 Recitation Pengtao Xie 2/23/2019

Outline Gaussian Mixture Model Expectation Maximization 2/23/2019

Motivation 2/23/2019

Formulation K clusters 2/23/2019

GMM is a distribution 2/23/2019

GMM is a distribution 2/23/2019

Outline Gaussian Mixture Model Expectation Maximization 2/23/2019

Definitions Input data, local variables, model parameters, inference, learning 2/23/2019

Expectation Maximization Bound is tight if 2/23/2019

Expectation Maximization 2/23/2019

Expectation Maximization Coordinate Ascent Loop until convergence { 1. Fix , estimate E step 2. Fix , estimate M step } 2/23/2019

E Step 2/23/2019

M Step 2/23/2019

Pattern Recognition and Machine Learning, Bishop Suggested Readings Slides courtesy Pattern Recognition and Machine Learning, Bishop Suggested Readings Bishop, 9.2 and 9.3 2/23/2019