From EM To VBEM
1. Introduction When we use K-Means or GMM to solve clustering problem, the most important hyperparameter is the number of the cluster. It is quite hard to decide and cause the good/bad performance significantly. In the mean time, K-Means also cannot handle unbalanced dataset well. However, the variational Bayesian Gaussian mixture model(VB-GMM) can solve these. VB-GMM is a Bayesian model that contains priors over the parameters of GMM. Thus, VB-GMM can be optimized by variational Bayesian expectation maximization(VBEM) and find the optimal cluster number automatically....