3

Why Gaussian mixture model uses Expectation maximization instead of Gradient descent?

What other models uses Expectation maximization to find best optimal parameters instead of using gradient descent?

Brian Spiering
  • 23,131
  • 2
  • 29
  • 113
star
  • 1,521
  • 7
  • 20
  • 31

1 Answers1

1

Not all the parameters (e.g., the assignment parameters) for a Gaussian mixture model are smoothly differentiable, thus can not be fit with gradient descent.

Other use cases for the expectation–maximization (EM) algorithm are:

  • Clustering
  • Latent variable estimation
  • Missing data estimation
Brian Spiering
  • 23,131
  • 2
  • 29
  • 113