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Expectation-Maximization

[ɪkˌspekˈteɪʃən ˈmæksɪmaɪˈzeɪʃən]
Machine Learning
Last updated: December 9, 2024

Definition

An iterative algorithm for finding maximum likelihood estimates in models with latent variables.

Detailed Explanation

EM alternates between estimating the distribution of unobserved variables (E-step) and updating model parameters (M-step). It guarantees convergence to a local optimum and is widely used for mixture models and incomplete data problems.

Use Cases

1. Mixture model fitting 2. Image segmentation 3. Speech recognition 4. Gene sequence analysis

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