[5 P] In this task you have to implement the EM algorithm for Mixture of Gaussians. The algorithm can be found in the slides or in Bishop p.438,439.
emwhich takes the dataset and the number of clusters as arguments. Make sure that you initialize the parameters ( , , ) appropriately.
xcontains the data and
zcontains the correct classes. You can use
zto check if the correct clusters are found.
Let the algorithm run several times with but with different initial cluster centers to see how it performs. Show some plots and describe the behaviour of the algorithm. Does it always find the correct clusters? Does the algorithm have any problems?
Present your results clearly, structured and legible. Document them in such a way that anybody can reproduce them effortless. Send the code of your solution to mailto:firstname.lastname@example.org@igi.tugraz.at