Description

1. Implement the EM algorithm for clustering with multivariate Gaussian models discussed in the LearningGM section. Initialize the algorithm with the K-means result (for example Matlab provides a kmeans function). Assume there are only two clusters. Report the parameters πk,µk,Σk,k =1,2 for the following datasets containing 500-600 observations from R2:
a) The dataset xeasy. (1 point)
b) The dataset x1. (1 point)
c) The dataset x2. (2 points)
Pay attention to the dimensions of the mean centers µk,k = 1,2 and the covariance matrices Σk,k =1,2.
2. Now implement the two-step EM algorithm (also known as provable EM) and repeatthe questions from problem 1. (4 points)
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