Inference, estimation, and decision-making from data
Sometimes the most important variable is one you never observe. Which cluster did this point come from? Which topic generated this document? These hidden latent variables Z make maximum likelihood hard: you can't just maximize the log-likelihood because it now contains a sum inside a log. Expectation–Maximization (EM) is the elegant fix.
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▶ Expectation-Maximization (EM)