| Expectation Maximization
(EM) |
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| A probabilistic
variant of K-means: |
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| • | E step: “soft
assignment” of points to clusters |
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| – | estimate
probability that a point is in a cluster |
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| • | M step: update cluster parameters |
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| – | mean and variance
info (covariance matrix) |
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| • | maximizes the
likelihood of the points given the clusters |
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| • | Forsyth Chapter
16 (optional) |
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