November 2019
Intermediate to advanced
296 pages
7h 52m
English
The EM algorithm is a statistical algorithm that finds the maximum likelihood parameter. Since it supports soft cluster assignment, assuming that the mixed Gaussian distribution that generates samples and data can be assigned to multiple clusters at the same time with some degree of confidence, you will find that the algorithm is a general version of K-means clustering. The mixed Gaussian distribution that's generating the data is a weighted sum of the Gaussian distribution function:

Each Gaussian distribution has as its mean and as its covariance matrix. represents the weight on the kth distribution ...
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