
Scala for Machine Learning, Second Edition
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The EM was originally introduced to estimate the maximum likelihood in the case of incomplete data [4:7]. The EM algorithm is an iterative method to compute the model features that maximize the likely estimate for observed values, considering unobserved values.
The iterative algorithm consists of computing:
The EM algorithm is applied to solve clustering problems by if each latent variable follows a Normal or Gaussian distribution. This is similar to the K-means algorithm for which the distance of each data point to the center of each cluster follows a Gaussian distribution [4:8]. Therefore, a set of latent variables is a mixture of Gaussian distributions.
Latent variables, Zi can be visualized as the behavior (or symptoms) of a model (observed), X, for which Z are the root-cause...