- E-step: “augment” data by predicting values of useful hidden variables
- M-step: exploit the “augmented data” to improve estimate of parameters (“improve” is guaranteed in terms of likelihood)
Properties:
- General algorithm for computing ML estimate of mixture models
- Hill-climbing, so can only converge to a local maximum (depending on initial points)
Examples:
- k-means, GMM
- pLSA
- LDA by variational inference
- ...
reference:
Text Mining: https://www.coursera.org/learn/text-mining