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Expectation-Maximization Algorithm Explained

The Expectation-Maximization (EM) algorithm is an iterative method for fuzzy and probabilistic model-based clustering, refining parameters until optimal clustering is achieved. It consists of two main steps: the Expectation Step (E-step) assigns objects to clusters, and the Maximization Step (M-step) updates cluster parameters to maximize similarity or expected likelihood. The algorithm is particularly useful for datasets with overlapping clusters, allowing for soft assignments.

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35 views14 pages

Expectation-Maximization Algorithm Explained

The Expectation-Maximization (EM) algorithm is an iterative method for fuzzy and probabilistic model-based clustering, refining parameters until optimal clustering is achieved. It consists of two main steps: the Expectation Step (E-step) assigns objects to clusters, and the Maximization Step (M-step) updates cluster parameters to maximize similarity or expected likelihood. The algorithm is particularly useful for datasets with overlapping clusters, allowing for soft assignments.

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omkar dhavale
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© All Rights Reserved
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Expectation-Maximization

Algorithm
The Expectation-Maximization (EM) algorithm is a general framework used
to compute fuzzy clustering and probabilistic model-based clustering.
It is an iterative method that starts with an initial set of parameters and
refines them until the clustering cannot be improved or the change is
sufficiently small.
EM generalizes the k-means algorithm, where each iteration consists of two
steps:
[Link] Step (E-step): Assign objects to clusters based on current cluster
centers or probabilistic parameters.
[Link] Step (M-step): Update cluster centers or parameters to
maximize similarity (in fuzzy clustering) or the expected likelihood (in
probabilistic clustering).
This iterative approach allows for soft/fuzzy assignments, making it suitable
for datasets where clusters overlap or are not clearly separable.
Fuzzy clustering using the EM algorithm.
“To update a cluster center in the M-step, multiply each point’s coordinates
by the square of its membership in that cluster, sum all the weighted points,
and divide by the sum of squared memberships to get the weighted average.”
Given the data points in Table 13.1, and their
probability of belonging to two clusters. Assume
that these points were produced by a mixture of
two univariate normal distributions.
Answer the following questions:
(a) Find the maximum likelihood estimate of the
means µ1 and µ2.

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