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Implement the EM algorithm for a Gaussian mixture model and apply it to cluster images

Goals

  • implement the EM algorithm for a Gaussian mixture model
  • apply your implementation to cluster images
  • explore clustering results and interpret the output of the EM algorithm

Packages used

  • graphlab
  • numpy
  • matplotlib
  • copy
  • scipy.stats - multivariate_normal -

Used data set

used data is generated inside the notebook.

Algorithms used :

  • EM algorithm .
  • Gaussian mixture model .