Bayesian Learning

General EM Method

  1. E step: Calculate $Q(h'\,|\,h)$ using the current hypothesis $h$ and the observed data $X$ to estimate the probability distribution over $Y$. \[ Q(h' \,|\, h) \leftarrow E[ \ln P(Y \,|\, h') \,|\, h, X ] \]
  2. M step: Replace hypothesis $h$ by the hypothesis $h'$ that maximizes this $Q$ function. \[ h \leftarrow \argmax_{h'} Q(h' \,|\, h) \]

José M. Vidal .

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