|
@@ -1,7 +1,7 @@
|
|
|
## 13.1
|
|
## 13.1
|
|
|
|
|
|
|
|
$$
|
|
$$
|
|
|
-p(\boldsymbol{x})=\sum_{i=1}^{N} \alpha_{i} \cdot p\left(\boldsymbol{x} | \boldsymbol{\mu}_{i}, \mathbf{\Sigma}_{i}\right)
|
|
|
|
|
|
|
+p(\boldsymbol{x})=\sum_{i=1}^{N} \alpha_{i} \cdot p\left(\boldsymbol{x} | \boldsymbol{\mu}_{i}, \boldsymbol{\Sigma}_{i}\right)
|
|
|
$$
|
|
$$
|
|
|
|
|
|
|
|
[解析]: 高斯混合分布的定义式。
|
|
[解析]: 高斯混合分布的定义式。
|
|
@@ -20,34 +20,34 @@ $$
|
|
|
## 13.3
|
|
## 13.3
|
|
|
|
|
|
|
|
$$
|
|
$$
|
|
|
-p(\Theta=i | \boldsymbol{x})=\frac{\alpha_{i} \cdot p\left(\boldsymbol{x} | \boldsymbol{\mu}_{i}, \mathbf{\Sigma}_{i}\right)}{\sum_{i=1}^{N} \alpha_{i} \cdot p\left(\boldsymbol{x} | \boldsymbol{\mu}_{i}, \mathbf{\Sigma}_{i}\right)}
|
|
|
|
|
|
|
+p(\Theta=i | \boldsymbol{x})=\frac{\alpha_{i} \cdot p\left(\boldsymbol{x} | \boldsymbol{\mu}_{i}, \boldsymbol{\Sigma}_{i}\right)}{\sum_{i=1}^{N} \alpha_{i} \cdot p\left(\boldsymbol{x} | \boldsymbol{\mu}_{i}, \boldsymbol{\Sigma}_{i}\right)}
|
|
|
$$
|
|
$$
|
|
|
|
|
|
|
|
[解析]:根据 13.1
|
|
[解析]:根据 13.1
|
|
|
$$
|
|
$$
|
|
|
-p(\boldsymbol{x})=\sum_{i=1}^{N} \alpha_{i} \cdot p\left(\boldsymbol{x} | \boldsymbol{\mu}_{i}, \mathbf{\Sigma}_{i}\right)
|
|
|
|
|
|
|
+p(\boldsymbol{x})=\sum_{i=1}^{N} \alpha_{i} \cdot p\left(\boldsymbol{x} | \boldsymbol{\mu}_{i}, \boldsymbol{\Sigma}_{i}\right)
|
|
|
$$
|
|
$$
|
|
|
因此
|
|
因此
|
|
|
$$
|
|
$$
|
|
|
-\begin{aligned}p(\Theta=i | \boldsymbol{x})&=\frac{p(\Theta=i , \boldsymbol{x})}{P(x)}\\&=\frac{\alpha_{i} \cdot p\left(\boldsymbol{x} | \boldsymbol{\mu}_{i}, \mathbf{\Sigma}_{i}\right)}{\sum_{i=1}^{N} \alpha_{i} \cdot p\left(\boldsymbol{x} | \boldsymbol{\mu}_{i}, \mathbf{\Sigma}_{i}\right)}\end{aligned}
|
|
|
|
|
|
|
+\begin{aligned}p(\Theta=i | \boldsymbol{x})&=\frac{p(\Theta=i , \boldsymbol{x})}{P(x)}\\&=\frac{\alpha_{i} \cdot p\left(\boldsymbol{x} | \boldsymbol{\mu}_{i}, \boldsymbol{\Sigma}_{i}\right)}{\sum_{i=1}^{N} \alpha_{i} \cdot p\left(\boldsymbol{x} | \boldsymbol{\mu}_{i}, \boldsymbol{\Sigma}_{i}\right)}\end{aligned}
|
|
|
$$
|
|
$$
|
|
|
|
|
|
|
|
## 13.4
|
|
## 13.4
|
|
|
|
|
|
|
|
$$
|
|
$$
|
|
|
-\begin{aligned} L L\left(D_{l} \cup D_{u}\right)=& \sum_{\left(x_{j}, y_{j}\right) \in D_{l}} \ln \left(\sum_{i=1}^{N} \alpha_{i} \cdot p\left(\boldsymbol{x}_{j} | \boldsymbol{\mu}_{i}, \mathbf{\Sigma}_{i}\right) \cdot p\left(y_{j} | \Theta=i, \boldsymbol{x}_{j}\right)\right) \\ &+\sum_{x_{j} \in D_{u}} \ln \left(\sum_{i=1}^{N} \alpha_{i} \cdot p\left(\boldsymbol{x}_{j} | \boldsymbol{\mu}_{i}, \mathbf{\Sigma}_{i}\right)\right) \end{aligned}
|
|
|
|
|
|
|
+\begin{aligned} L L\left(D_{l} \cup D_{u}\right)=& \sum_{\left(x_{j}, y_{j}\right) \in D_{l}} \ln \left(\sum_{i=1}^{N} \alpha_{i} \cdot p\left(\boldsymbol{x}_{j} | \boldsymbol{\mu}_{i}, \boldsymbol{\Sigma}_{i}\right) \cdot p\left(y_{j} | \Theta=i, \boldsymbol{x}_{j}\right)\right) \\ &+\sum_{x_{j} \in D_{u}} \ln \left(\sum_{i=1}^{N} \alpha_{i} \cdot p\left(\boldsymbol{x}_{j} | \boldsymbol{\mu}_{i}, \boldsymbol{\Sigma}_{i}\right)\right) \end{aligned}
|
|
|
$$
|
|
$$
|
|
|
|
|
|
|
|
[解析]:第二项很好解释,当不知道类别信息的时候,样本$x_j$的概率可以用式 13.1 表示,所有无类别信息的样本$D_u$的似然是所有样本的乘积,因为$\ln$函数是单调的,所以也可以将$\ln$函数作用于这个乘积消除因为连乘产生的数值计算问题。第一项引入了样本的标签信息,由
|
|
[解析]:第二项很好解释,当不知道类别信息的时候,样本$x_j$的概率可以用式 13.1 表示,所有无类别信息的样本$D_u$的似然是所有样本的乘积,因为$\ln$函数是单调的,所以也可以将$\ln$函数作用于这个乘积消除因为连乘产生的数值计算问题。第一项引入了样本的标签信息,由
|
|
|
$$
|
|
$$
|
|
|
p(y=j | \Theta=i, \boldsymbol{x})=\left\{\begin{array}{ll}1, & i=j \\0, & i \neq j\end{array}\right.
|
|
p(y=j | \Theta=i, \boldsymbol{x})=\left\{\begin{array}{ll}1, & i=j \\0, & i \neq j\end{array}\right.
|
|
|
$$
|
|
$$
|
|
|
-可知,这项限定了样本$x_j$$只可能来自于$$y_j$所对应的高斯分布。
|
|
|
|
|
|
|
+可知,这项限定了样本$x_j$只可能来自于$y_j$所对应的高斯分布。
|
|
|
|
|
|
|
|
## 13.5
|
|
## 13.5
|
|
|
|
|
|
|
|
$$
|
|
$$
|
|
|
-\gamma_{j i}=\frac{\alpha_{i} \cdot p\left(\boldsymbol{x}_{j} | \boldsymbol{\mu}_{i}, \mathbf{\Sigma}_{i}\right)}{\sum_{i=1}^{N} \alpha_{i} \cdot p\left(\boldsymbol{x}_{j} | \boldsymbol{\mu}_{i}, \mathbf{\Sigma}_{i}\right)}
|
|
|
|
|
|
|
+\gamma_{j i}=\frac{\alpha_{i} \cdot p\left(\boldsymbol{x}_{j} | \boldsymbol{\mu}_{i}, \boldsymbol{\Sigma}_{i}\right)}{\sum_{i=1}^{N} \alpha_{i} \cdot p\left(\boldsymbol{x}_{j} | \boldsymbol{\mu}_{i}, \boldsymbol{\Sigma}_{i}\right)}
|
|
|
$$
|
|
$$
|
|
|
|
|
|
|
|
[解析]:参见式 13.3,这项可以理解成样本$x_j$属于类别标签$i$(或者说由第$i$个高斯分布生成)的后验概率。其中$\alpha_i,\boldsymbol{\mu}_{i}\boldsymbol{\Sigma}_i$可以通过有标记样本预先计算出来。即:
|
|
[解析]:参见式 13.3,这项可以理解成样本$x_j$属于类别标签$i$(或者说由第$i$个高斯分布生成)的后验概率。其中$\alpha_i,\boldsymbol{\mu}_{i}\boldsymbol{\Sigma}_i$可以通过有标记样本预先计算出来。即:
|
|
@@ -105,9 +105,9 @@ $$
|
|
|
[推导]:类似于13.6 由$\cfrac{\partial LL(D_l \cup D_u) }{\partial \Sigma_i}=0$得,化简过程同13.6过程类似
|
|
[推导]:类似于13.6 由$\cfrac{\partial LL(D_l \cup D_u) }{\partial \Sigma_i}=0$得,化简过程同13.6过程类似
|
|
|
首先$LL(D_l)$对$\boldsymbol{\Sigma_i}$求偏导 ,类似于 13.6
|
|
首先$LL(D_l)$对$\boldsymbol{\Sigma_i}$求偏导 ,类似于 13.6
|
|
|
$$
|
|
$$
|
|
|
-\begin{aligned} \frac{\partial L L\left(D_{l}\right)}{\partial \boldsymbol{\Sigma}_{i}} &=\sum_{\left(\boldsymbol{x}_{j}, y_{j}\right) \in D_{l} \wedge y_{j}=i} \frac{\partial \ln \left(\alpha_{i} \cdot p\left(\boldsymbol{x}_{j} | \boldsymbol{\mu}_{i}, \boldsymbol{\Sigma}_{i}\right)\right)}{\partial \boldsymbol{\Sigma}_{i}} \\ &=\sum_{\left(\boldsymbol{x}_{j}, y_{j}\right) \in D_{l} \wedge y_{j}=i} \frac{1}{p\left(\boldsymbol{x}_{j} | \boldsymbol{\mu}_{i}, \mathbf{\Sigma}_{i}\right)} \cdot \frac{\partial p\left(\boldsymbol{x}_{j} | \boldsymbol{\mu}_{i}, \boldsymbol{\Sigma}_{i}\right)}{\partial \boldsymbol{\Sigma}_{i}} \\
|
|
|
|
|
-&=\sum_{\left(\boldsymbol{x}_{j}, y_{j}\right) \in D_{l} \wedge y_{j}=i} \frac{1}{p\left(\boldsymbol{x}_{j} | \boldsymbol{\mu}_{i}, \mathbf{\Sigma}_{i}\right)} \cdot p\left(\boldsymbol{x}_{j} | \boldsymbol{\mu}_{i}, \boldsymbol{\Sigma}_{i}\right) \cdot\left(\boldsymbol{\Sigma}_{i}^{-1}\left(\boldsymbol{x}_{j}-\boldsymbol{\mu}_{i}\right)\left(\boldsymbol{x}_{j}-\boldsymbol{\mu}_{i}\right)^{\top}-\boldsymbol{I}\right) \cdot \frac{1}{2} \boldsymbol{\Sigma}_{i}^{-1}\\
|
|
|
|
|
-&=\sum_{\left(\boldsymbol{x}_{j}, y_{j}\right) \in D_{l} \wedge y_{j}=i}\left(\mathbf{\Sigma}_{i}^{-1}\left(\boldsymbol{x}_{j}-\boldsymbol{\mu}_{i}\right)\left(\boldsymbol{x}_{j}-\boldsymbol{\mu}_{i}\right)^{\top}-\boldsymbol{I}\right) \cdot \frac{1}{2} \boldsymbol{\Sigma}_{i}^{-1}
|
|
|
|
|
|
|
+\begin{aligned} \frac{\partial L L\left(D_{l}\right)}{\partial \boldsymbol{\Sigma}_{i}} &=\sum_{\left(\boldsymbol{x}_{j}, y_{j}\right) \in D_{l} \wedge y_{j}=i} \frac{\partial \ln \left(\alpha_{i} \cdot p\left(\boldsymbol{x}_{j} | \boldsymbol{\mu}_{i}, \boldsymbol{\Sigma}_{i}\right)\right)}{\partial \boldsymbol{\Sigma}_{i}} \\ &=\sum_{\left(\boldsymbol{x}_{j}, y_{j}\right) \in D_{l} \wedge y_{j}=i} \frac{1}{p\left(\boldsymbol{x}_{j} | \boldsymbol{\mu}_{i}, \boldsymbol{\Sigma}_{i}\right)} \cdot \frac{\partial p\left(\boldsymbol{x}_{j} | \boldsymbol{\mu}_{i}, \boldsymbol{\Sigma}_{i}\right)}{\partial \boldsymbol{\Sigma}_{i}} \\
|
|
|
|
|
+&=\sum_{\left(\boldsymbol{x}_{j}, y_{j}\right) \in D_{l} \wedge y_{j}=i} \frac{1}{p\left(\boldsymbol{x}_{j} | \boldsymbol{\mu}_{i}, \boldsymbol{\Sigma}_{i}\right)} \cdot p\left(\boldsymbol{x}_{j} | \boldsymbol{\mu}_{i}, \boldsymbol{\Sigma}_{i}\right) \cdot\left(\boldsymbol{\Sigma}_{i}^{-1}\left(\boldsymbol{x}_{j}-\boldsymbol{\mu}_{i}\right)\left(\boldsymbol{x}_{j}-\boldsymbol{\mu}_{i}\right)^{\top}-\boldsymbol{I}\right) \cdot \frac{1}{2} \boldsymbol{\Sigma}_{i}^{-1}\\
|
|
|
|
|
+&=\sum_{\left(\boldsymbol{x}_{j}, y_{j}\right) \in D_{l} \wedge y_{j}=i}\left(\boldsymbol{\Sigma}_{i}^{-1}\left(\boldsymbol{x}_{j}-\boldsymbol{\mu}_{i}\right)\left(\boldsymbol{x}_{j}-\boldsymbol{\mu}_{i}\right)^{\top}-\boldsymbol{I}\right) \cdot \frac{1}{2} \boldsymbol{\Sigma}_{i}^{-1}
|
|
|
\end{aligned}
|
|
\end{aligned}
|
|
|
$$
|
|
$$
|
|
|
然后$LL(D_u)$ 对$\boldsymbol{\Sigma_i}$求偏导,类似于 9.35
|
|
然后$LL(D_u)$ 对$\boldsymbol{\Sigma_i}$求偏导,类似于 9.35
|
|
@@ -156,7 +156,7 @@ $$
|
|
|
|
|
|
|
|
综合两项结果:
|
|
综合两项结果:
|
|
|
$$
|
|
$$
|
|
|
-\frac{\partial \mathcal{L}\left(D_{l} \cup D_{u}, \lambda\right)}{\partial \alpha_{i}}=\frac{l_{i}}{\alpha_{i}}+\sum_{\boldsymbol{x}_{j} \in D_{u}} \frac{p\left(\boldsymbol{x}_{j} | \boldsymbol{\mu}_{i}, \boldsymbol{\Sigma}_{i}\right)}{\sum_{s=1}^{N} \alpha_{s} \cdot p\left(\boldsymbol{x}_{j} | \boldsymbol{\mu}_{s}, \mathbf{\Sigma}_{s}\right)}+\lambda
|
|
|
|
|
|
|
+\frac{\partial \mathcal{L}\left(D_{l} \cup D_{u}, \lambda\right)}{\partial \alpha_{i}}=\frac{l_{i}}{\alpha_{i}}+\sum_{\boldsymbol{x}_{j} \in D_{u}} \frac{p\left(\boldsymbol{x}_{j} | \boldsymbol{\mu}_{i}, \boldsymbol{\Sigma}_{i}\right)}{\sum_{s=1}^{N} \alpha_{s} \cdot p\left(\boldsymbol{x}_{j} | \boldsymbol{\mu}_{s}, \boldsymbol{\Sigma}_{s}\right)}+\lambda
|
|
|
$$
|
|
$$
|
|
|
|
|
|
|
|
|
|
|