EM Algorithm 11-09-2019 For Mixture Gaussian Models Instructor - - - PowerPoint PPT Presentation

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EM Algorithm 11-09-2019 For Mixture Gaussian Models Instructor - - - PowerPoint PPT Presentation

E9 205 Machine Learning for Signal Processing EM Algorithm 11-09-2019 For Mixture Gaussian Models Instructor - Sriram Ganapathy (sriramg@iisc.ac.in) Teaching Assistant - Prachi Singh (prachisingh@iisc.ac.in). EM Algorithm For GMMs EM


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SLIDE 1

E9 205 Machine Learning for Signal Processing

11-09-2019

EM Algorithm

For Mixture Gaussian Models

Instructor - Sriram Ganapathy (sriramg@iisc.ac.in) Teaching Assistant - Prachi Singh (prachisingh@iisc.ac.in).

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SLIDE 2

EM Algorithm For GMMs

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SLIDE 3

EM Algorithm for GMM

E-step M-step

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SLIDE 4

EM Algorithm for GMM

3.3 3.4 3.5 3.6 3.7 3.8 3.9 4 3.7 3.8 3.9 4 4.1 4.2 4.3 4.4 ANEMIA PATIENTS AND CONTROLS Red Blood Cell Volume Red Blood Cell Hemoglobin Concentration

Cadez, Igor V., et al. "Hierarchical models for screening of iron deficiency anemia." ICML. 1999.

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SLIDE 5

EM Algorithm for GMM

3.3 3.4 3.5 3.6 3.7 3.8 3.9 4 3.7 3.8 3.9 4 4.1 4.2 4.3 4.4

Red Blood Cell Volume Red Blood Cell Hemoglobin Concentration

EM ITERATION 1

Cadez, Igor V., et al. "Hierarchical models for screening of iron deficiency anemia." ICML. 1999.

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SLIDE 6

EM Algorithm for GMM

3.3 3.4 3.5 3.6 3.7 3.8 3.9 4 3.7 3.8 3.9 4 4.1 4.2 4.3 4.4

Red Blood Cell Volume Red Blood Cell Hemoglobin Concentration

EM ITERATION 3

Cadez, Igor V., et al. "Hierarchical models for screening of iron deficiency anemia." ICML. 1999.

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SLIDE 7

EM Algorithm for GMM

3.3 3.4 3.5 3.6 3.7 3.8 3.9 4 3.7 3.8 3.9 4 4.1 4.2 4.3 4.4

Red Blood Cell Volume Red Blood Cell Hemoglobin Concentration

EM ITERATION 5

Cadez, Igor V., et al. "Hierarchical models for screening of iron deficiency anemia." ICML. 1999.

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SLIDE 8

EM Algorithm for GMM

3.3 3.4 3.5 3.6 3.7 3.8 3.9 4 3.7 3.8 3.9 4 4.1 4.2 4.3 4.4

Red Blood Cell Volume Red Blood Cell Hemoglobin Concentration

EM ITERATION 10

Cadez, Igor V., et al. "Hierarchical models for screening of iron deficiency anemia." ICML. 1999.

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SLIDE 9

EM Algorithm for GMM

3.3 3.4 3.5 3.6 3.7 3.8 3.9 4 3.7 3.8 3.9 4 4.1 4.2 4.3 4.4

Red Blood Cell Volume Red Blood Cell Hemoglobin Concentration

EM ITERATION 15

Cadez, Igor V., et al. "Hierarchical models for screening of iron deficiency anemia." ICML. 1999.

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SLIDE 10

EM Algorithm for GMM

3.3 3.4 3.5 3.6 3.7 3.8 3.9 4 3.7 3.8 3.9 4 4.1 4.2 4.3 4.4

Red Blood Cell Volume Red Blood Cell Hemoglobin Concentration

EM ITERATION 25

Cadez, Igor V., et al. "Hierarchical models for screening of iron deficiency anemia." ICML. 1999.

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SLIDE 11

EM Algorithm for GMM

3.3 3.4 3.5 3.6 3.7 3.8 3.9 4 3.7 3.8 3.9 4 4.1 4.2 4.3 4.4

Red Blood Cell Volume Red Blood Cell Hemoglobin Concentration

ANEMIA DATA WITH LABELS

Cadez, Igor V., et al. "Hierarchical models for screening of iron deficiency anemia." ICML. 1999.

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K-means Algorithm for Initialization

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Other Considerations

  • Initialization - random or k-means
  • Number of Gaussians
  • Type of Covariance matrix
  • Spherical covariance
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SLIDE 14

Other Considerations

  • Initialization - random or k-means
  • Number of Gaussians
  • Type of Covariance matrix
  • Diagonal covariance
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SLIDE 15

Other Considerations

  • Initialization - random or k-means
  • Number of Gaussians
  • Type of Covariance matrix
  • Full covariance
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SLIDE 16

Probablistic PCA

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SLIDE 17

1-D PPCA Example

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SLIDE 18

HouseKeeping

  • Assignment 2
  • Mid Term Exam
  • Project Topic Selection.
  • Notes on Assignment 1