Expectation Maximization (EM) algo demo in Pytorch

DuaneNielsen · January 19, 2020, 12:43am

Hi guys,

Here are some demos of how to implement the EM algorithm in Pytorch.

If anyone has also done this, would be super interested to see different takes on it.

gist.github.com

https://gist.github.com/DuaneNielsen/45ac9f3a70cb6091a38984c35e372e6a

em_algo_2D.py

import torch
from torch import tensor
from torch.distributions.multivariate_normal import MultivariateNormal
import matplotlib.pyplot as plt
from matplotlib.patches import Ellipse
import matplotlib.patches as mpatches
from math import acos, degrees
from matplotlib.pyplot import cm

"""

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1D example

gist.github.com

https://gist.github.com/DuaneNielsen/8c5bde8d35a46d60640d0579d913dcff

em_algo.py

import torch
from torch.distributions.normal import Normal
import matplotlib.pyplot as plt

"""
EM algo demo, in pytorch

"""

n = 40 # must be even number

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