Unsupervised Clustering, Expectation Maximization, Gaussian Mixture Model, K Means Clustering, Tensorflow Probability.
estimate μk’s, Σk’s, and πk’s we need γ(znk) (which we also don’t have). So, there are interdependencies in all formulas, hence we cannot apply the analytical solution in this unsupervised setting. It’s a chicken and egg problem. Here, comes the expectation-maximization algorithm, which will give