Research Article
A Batch Rival Penalized Expectation-Maximization Algorithm for Gaussian Mixture Clustering with Automatic Model Selection
Algorithm 1
Adaptive RPEM algorithm.
Initialization: Given a specific (, is the true number of clusters), | initialize the parameter . | Step 1: Given the current input and the parameter estimate, written | as , compute ’s and ’s via(2) | and (7), respectively. | Step 2: Given ’s and ’s, we update by | ,
| with | ,
| where is a small positive learning rate. | Step 3: Let, and go to Step 1 for the next iteration until | is converged. |
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