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EM

Mixture models: datapoint has nonzero probs to belong to multiple k distributions

• So Hidden Var in each datapoint:

e.g for k=2 <xi zi1 zi2>

hypothesis h about parameters of ,say, k Gaussians.

• Estimate posterior: E (P(D|h’) | x, h)

• Maximize : argmax E(P(D|h’)|x, h)

• Result: priors on distribution, mean and variance

binary membership var, hidden

Analytical for multivariate normal distr

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VQ

• vector quantization

• map a set of M coding vectors (red) to a cloud of N data points (not shown) : Q(xi)=cj

..using neighboring relations (Euclidian distance)

• http://www.data-compression.com/vq.html

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SOM

M “neurons”= M coding vectors (cfr. VQ)

But.. neurons are CONNECTED, so they form an “elastic net”.

Elasticity or mutual influence determined by a kernel function that is defined on a 2D grid

the coding vectors and their “projection (visualization)” on the 2D grid constitute the SOM

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Useful Code

sDpima = som_read_data('d:\\patrick\\projects\\oefn_johan\\PIMADATAsorted2.txt');

sDpima=som_normalize(sDpima, 'var')

sMap=som_make(…)

sMap=som_autolabel(sMap, sDpima, 'vote')

som_show(sMap,'norm','d') % basic visualization

som_show(sMap,'umat','all','empty','Labels') % UMatrix

som_show_add('label',sMap,'Textsize',8,'TextColor','r','Subplot',2) %labels

SORT DATASET (file) according to labels with e.g. spreadsheet program

% h1 = som_hits(sMap,sDpima.data(1:500,:)); à -1’s

% h2 = som_hits(sMap,sDpima.data(501:768,:)); à +1’s

% som_show_add('hit',[h1, h2],'MarkerColor',[1 0 0; 0 1 0],'Subplot',1)

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