EM (cont.)

Formal Guarantees:

• L(?1:D) ? L(?0:D)

  • Each iteration improves the likelihood

• If ?1 = ?0 , then ?0 is a stationary point of L(?:D)

  • Usually, this means a local maximum

Main cost:

• Computations of expected counts in E-Step

• Requires a computation pass for each instance in training set

  • These are exactly the same as for gradient ascent!

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