matlab em分类算法,EM聚类算法matlab实现

最近看到了朴素贝叶斯定理，看着看着就看到了em聚类的算法中(K-means聚类的原型)。

动手自己编个程序：

%EM algorithm

clc;

clear;

sigma = 1.5;

miu1 = 3;

miu2 = 7;

N = 1000;

x = zeros(1,N);

for i = 1:N

if rand>0.5

x(1,i) = randn*sigma + miu1;

y(1,i) = randn*sigma + miu1;

else

%sigma = 0.5;

x(1,i) = randn*sigma + miu2;

y(1,i) = randn*sigma + miu2;

end

end

plot(x,y,'o');

k = 2;

%miu = rand(1,k)*40;

miu(1) = 4;

miu(2) = 6;

cov(1) = 2;

cov(2) = 2;

%cov = rand(1,k)*6;

a(1) = 1.5;

a(2) = 1.5;

% expectations = zeros(N,k);

num = [0,0];

n = 1;

for step = 1:10000

n = 1;

m = 1;

x1 = [];

y1 = [];

x2 = [];

y2 = [];

num = [1 1];

for i = 1:N

p1 = exp(-(x(i)-miu(1))*(x(i)-miu(1))/(2*cov(1)*cov(1)))/sqrt((2*pi))*cov(1);

p2 = exp(-(x(i)-miu(2))*(x(i)-miu(2))/(2*cov(2)*cov(2)))/sqrt((2*pi))*cov(2);

p(i) = a(1)*p1+a(2)*p2;

if p1>p2

x1(n) = x(i);

y1(n) = y(i);

n = n+1;

num(1) = num(1) + 1;

else

x2(m) = x(i);

y2(m) = y(i);

m = m+1;

num(2) = num(2) + 1;

end

end

oldmiu = miu;

oldcov = cov;

miu(1) = sum(x1)/num(1);

miu(2) = sum(x2)/num(2);

cov(1) = sqrt(sum((x1-miu(1))*(x1-miu(1))')/num(1));

cov(2) = sqrt(sum((x2-miu(2))*(x2-miu(2))')/num(2));

a(1) = num(1)/N;

a(2) = num(2)/N;

plot(x1,y1,'ro',x2,y2,'go');

epsilon = 0.0001;

if sum(abs(oldmiu-miu))

break;

end

step

% miu

end

plot(x1,y1,'ro',x2,y2,'go');

运行后的结果图如下：

不知道是我自己编的不对，还是别的原因(应该是我编的不对)，在初始化参数的时候，不能跟实际的偏离太大，如果偏离太大了

最终的结果就完全不对。不知道是算法本身的缺陷还是自己没有把算法理解对。

希望有高手来指导下。