%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % Name: M_step.m % Input: x - a nxd matrix (nx3 if using RGB) % Q - vector of values from the complete data log-likelihood function % h - a nxk matrix, the expectation of the hidden variable z given the data set and distribution params % S - cluster covariance matrices % k - the number of clusters % flag - flag to use improved EM to avoid singular covariance matrix % Output: S - cluster covariance matrices % m - cluster means % pi - mixing coefficients %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% function [S, m, pi] = M_step(x, h, S, k, flag) % get size of data [num_data, dim] = size(x); eps = 1e-15; lambda = 1e-3; % value for improved version of EM %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % update mixing coefficients %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% pi = zeros(k, 1); N_i = zeros(k, 1); for i = 1:k N_i(i) = sum(h(:, i)); end pi = N_i / num_data; %%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % update cluster means %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% m = zeros(k, dim); m = h' * x ./ N_i; % for i = 1:k % m(i, :) = sum(h(:, i) .* x(i, :)) / N_i(i); % end %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % Calculate the covariance matrix estimate % further modifications will need to be made when doing 2(d) %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% S = zeros(dim, dim, k); for i = 1:k % for j = 1:num_data % S(:, :, i) = S(:, :, i) + h(j, i) * (x(j, :) - m(i, :)) * (x(j, :) - m(i, :))'; % end s = (x - m(i, :))' * ((x - m(i, :)) .* h(:, i)) / N_i(i); % % MAKE IT SYMMETRIC https://stackoverflow.com/a/38730499 % S(:, :, i) = (s + s') / 2; % https://www.mathworks.com/matlabcentral/answers/366140-eig-gives-a-negative-eigenvalue-for-a-positive-semi-definite-matrix#answer_290270 s = (s + s') / 2; [V, D] = eig(s); S(:, :, i) = V * max(D,eps) / V; end end