Expectation Maximization

Expectation%E2%80%93maximization algorithm

The expectation-maximization (EM) algorithm is a method used in statistics to estimate parameters in statistical models that involve unobserved latent variables. The algorithm iteratively alternates between an expectation step, which calculates the expected log-likelihood using current parameter estimates, and a maximization step, which computes new parameter estimates that maximize the expected log-likelihood. These new parameter estimates are then used to determine the distribution of the latent variables in the next iteration.

1 courses cover this concept

CS 229: Machine Learning

Stanford University

Winter 2023

This comprehensive course covers various machine learning principles from supervised, unsupervised to reinforcement learning. Topics also touch on neural networks, support vector machines, bias-variance tradeoffs, and many real-world applications. It requires a background in computer science, probability, multivariable calculus, and linear algebra.

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