EM算法概念

EM算法是一种非常经典的alternative optimizing算法。alternative optimizing的思想就是对于一个最优化问题，可以计算分为两步或者参数分为两个，就可以随机任意的选择一个起始值或位置，固定一个参数A，以另一个参数B进行优化，然后固定参数B，以参数A进行优化，直到收敛未知。前面博文中所讲述的K-means也就这样的一个过程，或者meanshift均值漂移也是这样的一个思想。今天学习的一个算法也是这样一个概念。这里依然做一个入门级的概念理解指导，不做原理性的深入，后续等用到时在进行深入学习。参考维基百科。

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In statistics, an expectation–maximization (EM) algorithm is an iterative method for finding maximum likelihood or maximum a posteriori (MAP) estimates of parameters in statistical models, where the model depends on unobserved latent variables. The EM iteration alternates between performing an expectation (E) step, which creates a function for the expectation of the log-likelihood evaluated using the current estimate for the parameters, and a maximization (M) step, which computes parameters maximizing the expected log-likelihood found on the E step. These parameter-estimates are then used to determine the distribution of the latent