EM algorithm for PCA

(35 minutes to learn)

Summary

While probabilistic PCA has a closed-form solution, it is infeasible to compute for large and high-dimensional datasets. The expectation-maximization (EM) algorithm provides an alternative. Despite its iterative nature, it can be far more computationally efficient.

Context

This concept has the prerequisites:

Core resources (read/watch one of the following)

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See also

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