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https://abidlabs.github.io/EM-Algorithm

Gently Building Up The EM Algorithm

Today, I spent some understanding the Expectation-Maximization (EM) algorithm. It was the 8th or 9th time I had tried to understand it, because even though there are many nice tutorials about it online, about three quarters of the way through them, my eyes start to glaze over the math, and I end up leaving with only a “high-level understanding” of the algorithm. Today, I think I truly get it, and I’m going to try to explain it in a way that would have been clearest to me from the beginning. I’ve divided this article into 3 passes, each of which provide an understanding of the algorithm from a different perspective.



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Gently Building Up The EM Algorithm

https://abidlabs.github.io/EM-Algorithm

Today, I spent some understanding the Expectation-Maximization (EM) algorithm. It was the 8th or 9th time I had tried to understand it, because even though there are many nice tutorials about it online, about three quarters of the way through them, my eyes start to glaze over the math, and I end up leaving with only a “high-level understanding” of the algorithm. Today, I think I truly get it, and I’m going to try to explain it in a way that would have been clearest to me from the beginning. I’ve divided this article into 3 passes, each of which provide an understanding of the algorithm from a different perspective.



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https://abidlabs.github.io/EM-Algorithm

Gently Building Up The EM Algorithm

Today, I spent some understanding the Expectation-Maximization (EM) algorithm. It was the 8th or 9th time I had tried to understand it, because even though there are many nice tutorials about it online, about three quarters of the way through them, my eyes start to glaze over the math, and I end up leaving with only a “high-level understanding” of the algorithm. Today, I think I truly get it, and I’m going to try to explain it in a way that would have been clearest to me from the beginning. I’ve divided this article into 3 passes, each of which provide an understanding of the algorithm from a different perspective.

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      Today, I spent some understanding the Expectation-Maximization (EM) algorithm. It was the 8th or 9th time I had tried to understand it, because even though there are many nice tutorials about it online, about three quarters of the way through them, my eyes start to glaze over the math, and I end up leaving with only a “high-level understanding” of the algorithm. Today, I think I truly get it, and I’m going to try to explain it in a way that would have been clearest to me from the beginning. I’ve divided this article into 3 passes, each of which provide an understanding of the algorithm from a different perspective.
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      Today, I spent some understanding the Expectation-Maximization (EM) algorithm. It was the 8th or 9th time I had tried to understand it, because even though there are many nice tutorials about it online, about three quarters of the way through them, my eyes start to glaze over the math, and I end up leaving with only a “high-level understanding” of the algorithm. Today, I think I truly get it, and I’m going to try to explain it in a way that would have been clearest to me from the beginning. I’ve divided this article into 3 passes, each of which provide an understanding of the algorithm from a different perspective.
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