Tagged: EM Toggle Comment Threads | Keyboard Shortcuts

  • wangxinxi 21:43 on March 26, 2011 Permalink | Reply
    Tags: EM, ,   

    由于异常数据偏离mean值太远,导致GMM training的E-step过程中除0,进而出现nan。进而使得training过程失败。就是这个花了我两个小时去调试。

    问题是找出来了,怎么解决这个问题呢?

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    • wangxinxi 01:58 on March 27, 2011 Permalink | Reply

      仔细分析后,才发现,原因在于EM算法的M-step中求导出了问题,以至于得到了一个不收敛的EM过程。虽然改进方法已经想到,但是为了简化问题,决定采用Univariate Gaussian.

  • wangxinxi 18:45 on March 21, 2011 Permalink | Reply
    Tags: EM,   

    GMM can be used in graphical model to approximate a continuous density function. The derivation of the EM is so messy and time consuming -_-!. But finally, I got a quite nice closed form.

    The following is a useful link for matrix calculus in Gaussian distribution.
    http://www.cs.berkeley.edu/~pliang/cs281a/recitation-0924.pdf

     
  • wangxinxi 19:23 on March 13, 2011 Permalink | Reply
    Tags: EM, ,   

    Stanford的Andrew Ng讲的EM真是清晰啊。终于帮我搞定了一个graphical model训练的推导。

     
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