Machine Learning, Clustering, Python, Gaussian Mixture Model, Unsupervised Learning.
repeats until the algorithm converges, giving a maximum likelihood estimate. Intuitively, the algorithm works because knowing the component assignment 𝐶𝑘 for each 𝑥𝑖 makes solving for 𝜋𝑘 𝜇𝑘 and 𝜎𝑘 easy while knowing 𝜋𝑘 𝜇𝑘 𝜎𝑘 makes inferring 𝑝(𝐶𝑘|𝑥𝑖) easy. The expectation step corresponds to the