EM about beautifulalgorithms.jl HOT 5 CLOSED

Aw yes, the Vector{Vector} is not quite clear :) That's why issue #7 is open! Sometimes the "ugly" is tucked away in the behind-the-scenes to allow the "beauty" to shine

from beautifulalgorithms.jl.

OK, looking at your notebook it seems that the purpose is for teaching. So in that case, I agree that it is sensible to write out the for loops and so on. It can easily be written as

for j in 1:k
    w[:,j] = pdf.(Ref(MvNormal(μ[j], Σ[j])), x) * ϕ[j]
end
	
w = w ./ sum(w[:,j] for j in 1:k)	

which I'm sure you are aware of. So I'm closing this now. Nice idea to make this repo btw.

from beautifulalgorithms.jl.

Could you elaborate on your first comment? I don't agree because the input x is multivariate.

The EM algorithm implemented here is expanded upon in this notebook: https://htmlview.glitch.me/?https://github.com/mossr/PlutoNotebooks/blob/master/html/em_algorithm.html

Reminder that this repo is to highlight the 𝓈𝒾𝓂𝓅𝓁𝒾𝒸𝒾𝓉𝓎 and 𝒷𝑒𝒶𝓊𝓉𝓎 in these algorithms, so things like dealing in log-space for numerical reasons is somewhat out of scope. But I'm open to a PR if you can convince me that it's still beautiful ;) Same thing goes to the double for loop, which I'm not convinced it could be simplified any further without adding unnecessary confusion (again, these are for education and to display the algorithms in a simple/beautiful manner).

from beautifulalgorithms.jl.

I see so x is a vector of vectors, that makes sense but is somewhat unexpected at least for me. :)

I'm happy to post an example implementation today or tomorrow of what I refer to.

from beautifulalgorithms.jl.

Thank you :) It's been very fun to put together—threading the line between concise, educational, correct, and general (usually at the expense of generality).

from beautifulalgorithms.jl.