Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

related to MachineLearning Problem (1) Assume that X is a random variable with density corresponding to an equal mixture of two Gaussians, with unknown means

image text in transcribed

related to MachineLearning Problem

(1) Assume that X is a random variable with density corresponding to an equal mixture of two Gaussians, with unknown means H1, H2 and unknown variances 01, 02: p(x) = 0.5N (111,09) +0.5N (42, ). Assume you are given a dataset of n iid samples from this distribution: D = {}=1. Your goal is to estimate 41, 42,01 and 02. (a) [10 MARKS) Write down the negative log-likelihood for this problem, for the given dataset D= {}-1. Simplify as far as you can, by explicitly writing the densities for a Gaussian. (b) [10 MARKS] Derive update rules to estimate M1, M2,01, and 02. More specifically, derive the gradient descent update rule, for the negative log likelihood you provided above. (1) Assume that X is a random variable with density corresponding to an equal mixture of two Gaussians, with unknown means H1, H2 and unknown variances 01, 02: p(x) = 0.5N (111,09) +0.5N (42, ). Assume you are given a dataset of n iid samples from this distribution: D = {}=1. Your goal is to estimate 41, 42,01 and 02. (a) [10 MARKS) Write down the negative log-likelihood for this problem, for the given dataset D= {}-1. Simplify as far as you can, by explicitly writing the densities for a Gaussian. (b) [10 MARKS] Derive update rules to estimate M1, M2,01, and 02. More specifically, derive the gradient descent update rule, for the negative log likelihood you provided above

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access with AI-Powered Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Students also viewed these Databases questions