1.
Introduction
2.
Why EM algorithm(Model-Based Algorithm)?
2.1.
The EM Algorithm
2.2.
Applications
3.
4.
Conclusion
Last Updated: Mar 27, 2024
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# Expectation-Maximization Algorithm

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## Introduction

The concept of clustering became trendy in the time of Machine Learning development. This concept, clustering, deal with many real-world problems like â€śFinding Similar kinds of people on Twitterâ€ť, â€śTag Suggestions,â€ť â€śSearch Engines,â€ť â€śCustomer Segmentation,â€ť etc. The expectation-Maximization Algorithm, popularly known as the EM algorithm, is a Model-based clustering algorithm that tries to optimize the fit between the given data and some mathematical model. These methods, Model-based clustering methods, basically made an assumption that the data are generated by a mixture of an underlying probability distribution. The EM algorithm is just an extension of the popular k-means partitioning algorithm.

## Why EM algorithm(Model-Based Algorithm)?

According to the math, we know that the data is a mixture of probabilistic distributions, where a parametric probability distribution represents each cluster. Here each individual distribution is typically referred to as â€ścomponent distribution.â€ť The main problem of introducing model-based algorithms or methods is to solve the problem of estimating the probability distributions' parameters to fit the data best.

Example:

A simple finite mixture density model. The two clusters follow a Gaussian distribution with their own mean and standard deviation.

Reference: Data Mining Concepts and Techniques Second Edition Jiawei Han

### The EM Algorithm

The EM Algorithm, Expectation-Maximization Algorithm, is a popular iterative refinement algorithm used for finding the parameter estimates. It is simple and easy to implement. In general, it converges fast and may not lead to generating the global optimal. We said that this algorithm is an extension of k-means. This is because in this EM algorithm, instead of assigning each object to a dedicated cluster, EM gives each object to a cluster according to a weight representing the probability of membership. In other words, there are no strict boundaries between clusters. Therefore, new means are computed based on weighted measures.
The main idea of the EM algorithm is to start with an initial guess estimate of parameters. Then it iteratively rescores the objects against the mixture density produced by the parameter vector. Then the parameter estimates are updated by the use of rescored objects. This can be done in two important steps.

Step-1: Randomly make an initial guess of the parameter vector. In this step, we will randomly select k objects as cluster means or centers and make guesses for additional parameters needed.

Step-2: Update the parameters estimates by using two steps:

(i) Expectation Step:

In this step, we will assign each object xi to cluster Ck with the above probability, where each probability follows the gaussian distribution with mean mk and with expectation EkThus we can say that this step will give how probable that each object will belong to a particular cluster. We can say that these probabilities are the expected cluster membership probabilities for object xi.

(II) Maximization Step: Here, we try to maximize the probabilities of each object belonging to that cluster by re-estimating the model parameters by using

### Applications

• It has the ability to fill the missing data in a sample.
• It can be used as a simple unsupervised data clustering algorithm.
• It is frequently used in estimating parameters for mixed models or any other mathematical models. For example, it is estimating the parameters for HMM model.
• The fields of image reconstruction and other fields like medicine and structural engineering also use the EM algorithm.
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1. What is the EM algorithm in machine learning?
The Expectation-Maximization algorithm is a model-based clustering algorithm mainly used to estimate the parameter values of a mathematical model. It was developed in 1997 and mainly introduced to find the local maximum likelihood parameters.
2. What are the steps in the EM algorithm?
EM algorithm mainly contains two steps, and the first step is to initialize the random guess parameters. And in the second step, these parameters are updated by using the Expectation and Maximization steps. These are used to update the variables and update the hypothesis, respectively.
3. Does the EM algorithm fall into an optimal local state?
As we discussed early, the EM algorithm is an iterative refinement algorithm. Thus it easily falls into the local optima state. The algorithm converges fast and thus may not lead to finding the global optima too.
4. What are the main applications of the EM algorithm?
The EM algorithm's main applications are filling the missing data, used in data clustering, finding the best latent variables, etc.

## Conclusion

In this article, we have mainly discussed the concept of the Expectation-Maximization algorithm, what it is, how it can be used, what are the applications of the EM algorithm, etc.
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