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Understanding the EM Algorithm

Example codes for my blog post: Understanding the EM Algorithm.

Example 1: Two coins

Find the probabilities of two coins A and B, given 5 coin tossing trials with missing information:

Trial ID Coin Result #heads / #tails
#1 Unknown HTTTHHTHTH 5/5
#2 Unknown HHHHTHHHHH 9/1
#3 Unknown HTHHHHHTHH 8/2
#4 Unknown HTHTTTHHTT 4/6
#5 Unknown THHHTHHHTH 7/3

Screen Shot 2021-08-23 at 12.16.15 AM

Example 2: Girls and boys (GMM)

Infer the gender of 6 students given their heights (Note: in real life, inferring one's gender based on their height might be a bad idea. This example is for educational purposes only):

Student ID Gender Height (cm)
#1 Unknown 168
#2 Unknown 180
#3 Unknown 170
#4 Unknown 172
#5 Unknown 178
#6 Unknown 176

Screen Shot 2021-08-23 at 9.13.02 PM

License

Distributed under the MIT License. See LICENSE for more information.

Contact

@mistylight - [email protected]

Acknowledgements

[1] What is the expectation maximization algorithm? Chuong B Do, Serafim Batzoglou. Nature, 2008. [paper]

[2] Expectation Maximization. Benjamin Bray. UMich EECS 545: Machine Learning course notes, 2016. [course notes]

[3] The EM algorithm. Tengyu Ma, Andrew Ng. Stanford CS 229: Machine Learning course notes, 2019. [course notes]

[4] Bayesian networks: EM algorithm. Stanford CS 221: Artificial Intelligence: Principles and Techniques slides, 2021. [slides]

[5] 如何感性地理解EM算法?工程师milter. 简书, 2017. [blog post]

[6] Coin Flipping and EM. Karl Rosaen, chansoo. UMich EECS 545: Machine Learning Materials. [Jupyter Notebook]