Regularized EM Algorithm
(Redirected from Regularized EM)
A Regularized EM Algorithm is an EM algorithm that is a regularized algorithm.
- See: Regularized Regression.
References
2005
- (Li et al., 2005) ⇒ Haifeng Li, Keshu Zhang, and Tao Jiang. (2005). “The Regularized EM Algorithm.” In: Proceedings of the 20th national conference on Artificial intelligence - Volume 2. ISBN:1-57735-236-x
- QUOTE: The EM algorithm heavily relies on the interpretation of observations as incomplete data but it does not have any control on the uncertainty of missing data. To effectively reduce the uncertainty of missing data, we present a regularized EM algorithm that penalizes the likelihood with the mutual information between the missing data and the incomplete data (or the conditional entropy of the missing data given the observations).