The Automated Mathematician (AM) is one of the earliest successful discovery systems. It was created by Douglas Lenat in Lisp, and in 1977 led to Lenat being awarded the IJCAI Computers and Thought Award. AM worked by generating and modifying short Lisp programs which were then interpreted as defining various mathematical concepts; for example, a program that tested equality between the length of two lists was considered to represent the concept of numerical equality, while a program that produced a list whose length was the product of the lengths of two other lists was interpreted as representing the concept of multiplication. The system had elaborate heuristics for choosing which programs to extend and modify, based on the experiences of working mathematicians in solving mathematical problems. == Controversy == Lenat claimed that the system was composed of hundreds of data structures called "concepts", together with hundreds of "heuristic rules" and a simple flow of control: "AM repeatedly selects the top task from the agenda and tries to carry it out. This is the whole control structure!" Yet the heuristic rules were not always represented as separate data structures; some had to be intertwined with the control flow logic. Some rules had preconditions that depended on the history, or otherwise could not be represented in the framework of the explicit rules. What's more, the published versions of the rules often involve vague terms that are not defined further, such as "If two expressions are structurally similar, ..." (Rule 218) or "... replace the value obtained by some other (very similar) value..." (Rule 129). Another source of information is the user, via Rule 2: "If the user has recently referred to X, then boost the priority of any tasks involving X." Thus, it appears quite possible that much of the real discovery work is buried in unexplained procedures. Lenat claimed that the system had rediscovered both Goldbach's conjecture and the fundamental theorem of arithmetic. Later critics accused Lenat of over-interpreting the output of AM. In his paper Why AM and Eurisko appear to work, Lenat conceded that any system that generated enough short Lisp programs would generate ones that could be interpreted by an external observer as representing equally sophisticated mathematical concepts. However, he argued that this property was in itself interesting—and that a promising direction for further research would be to look for other languages in which short random strings were likely to be useful. == Successor == This intuition was the basis of AM's successor Eurisko, which attempted to generalize the search for mathematical concepts to the search for useful heuristics.
YaDICs
YaDICs is a program written to perform digital image correlation on 2D and 3D tomographic images. The program was designed to be both modular, by its plugin strategy and efficient, by it multithreading strategy. It incorporates different transformations (Global, Elastic, Local), optimizing strategy (Gauss-Newton, Steepest descent), Global and/or local shape functions (Rigid-body motions, homogeneous dilatations, flexural and Brazilian test models)... == Theoretical background == === Context === In solid mechanics, digital image correlation is a tool that allows to identify the displacement field to register a reference image (called herein fixed image) to images during an experiment (mobile image). For example, it is possible to observe the face of a specimen with a painted speckle on it in order to determine its displacement fields during a tensile test. Before the appearance of such methods, researchers usually used strain gauges to measure the mechanical state of the material but strain gauges only measure the strain on a point and don't allow to understand material with an heterogeneous behavior. One can obtain a full in plane strain tensor by derivation of the displacement fields. Many methods are based upon the optical flow. In fluid mechanics a similar method is used, called Particle Image Velocimetry (PIV); the algorithms are similar to those of DIC but it is impossible to ensure that the optical flow is conserved so a vast majority of the software used the normalized cross correlation metric. In mechanics the displacement or velocity fields are the only concern, registering images is just a side effect. There is another process called image registration using the same algorithms (on monomodal images) but where the goal is to register images and thereby identifying the displacement field is just a side effect. YaDICs uses the general principle of image registration with a particular attention to the displacement fields basis. === Image registration principle === YaDICs can be explained using the classical image registration framework: === Image registration general scheme === The common idea of image registration and digital image correlation is to find the transformation between a fixed image and a moving one for a given metric using an optimization scheme. While there are many methods to achieve such a goal, Yadics focuses on registering images with the same modality. The idea behind the creation of this software is to be able to process data that comes from a μ-tomograph; i.e.: data cube over 10003 voxels. With such a size it is not possible to use naive approach usually used in a two-dimensional context. In order to get sufficient performances OpenMP parallelism is used and data are not globally stored in memory. As an extensive description of the different algorithms is given in. === Sampling === Contrary to image registration, Digital Image Correlation targets the transformation, one wants to extracted the most accurate transformation from the two images and not just match the images. Yadics uses the whole image as a sampling grid: it is thus a total sampling. === Interpolator === It is possible to choose between bilinear interpolation and bicubic interpolation for the grey level evaluation at non integer coordinates. The bi-cubic interpolation is the recommended one. === Metrics === ==== Sum of squared differences (SSD) ==== The SSD is also known as mean squared error. The equation below defines the SSD metric: S S D ( μ , I F , I M ) = 1 | Ω F | ∑ x i ∈ Ω F ( I F ( x i ) − I M ( T μ ( x i ) ) ) 2 , {\displaystyle SSD(\mu ,{\mathcal {I_{F}}},{\mathcal {I_{M}}})={\dfrac {1}{\left|\Omega _{F}\right|}}\sum _{x_{i}\in \Omega _{F}}\left({\mathcal {I_{F}}}(x_{i})-{\mathcal {I_{M}}}({T}_{\mu }(x_{i}))\right)^{2},} where I F {\displaystyle {\mathcal {I_{F}}}} is the fixed image, I M {\displaystyle {\mathcal {I_{M}}}} the moving one, Ω F {\displaystyle \Omega _{F}} the integration area | Ω F | {\displaystyle \left|\Omega _{F}\right|} the number of pi(vo)xels (cardinal) and T μ {\displaystyle {T}_{\mu }} the transformation parametrized by μ The transformation can be written as: T μ ( x ) = x + { Φ ( x ) } t { μ } . {\displaystyle T_{\mu }(x)=x+\left\{\Phi (x)\right\}^{t}\left\{\mu \right\}.} This metric is the main one used in the YaDICs as it works well with same modality images. One has to find the minimum of this metric ==== Normalized cross-correlation ==== The normalized cross-correlation (NCC) is used when one cannot assure the optical flow conservation; it happens in case of change of lighting or if particles disappear from the scene can occur in particle images velocimetry (PIV). The NCC is defined by: N C C ( μ , I F , I M ) = ∑ x i ∈ Ω F ( I F ( x i ) − I F ¯ ) ( I M ( T μ ( x i ) ) − I M ¯ ) ∑ x i ∈ Ω F ( I F ( x i ) − I F ¯ ) 2 ∑ x i ∈ Ω F ( I M ( T μ ( x i ) ) − I M ¯ ) 2 , {\displaystyle NCC(\mu ,{\mathcal {I_{F}}},{\mathcal {I_{M}}})={\dfrac {\sum _{x_{i}\in \Omega _{F}}\left({\mathcal {I_{F}}}(x_{i})-{\overline {\mathcal {I_{F}}}}\right)\left({\mathcal {I_{M}}}({T}_{\mu }(x_{i}))-{\overline {\mathcal {I_{M}}}}\right)}{\sqrt {\sum _{x_{i}\in \Omega _{F}}\left({\mathcal {I_{F}}}(x_{i})-{\overline {\mathcal {I_{F}}}}\right)^{2}\sum _{x_{i}\in \Omega _{F}}\left({\mathcal {I_{M}}}({T}_{\mu }(x_{i}))-{\overline {\mathcal {I_{M}}}}\right)^{2}}}},} where I F ¯ {\displaystyle {\overline {\mathcal {I_{F}}}}} and I M ¯ {\displaystyle {\overline {\mathcal {I_{M}}}}} are the mean values of the fixed and mobile images. This metric is only used to find local translation in Yadics. This metric with translation transform can be solved using cross-correlation methods, which are non iterative and can be accelerated using Fast Fourier Transform . === Classification of transformations === There are three categories of parametrization: elastic, global and local transformation. The elastic transformations respect the partition of unity, there are no holes created or surfaces counted several times. This is commonly used in Image Registration by the use of B-Spline functions and in solid mechanics with finite element basis. The global transformations are defined on the whole picture using rigid body or affine transformation (which is equivalent to homogeneous strain transformation). More complex transformations can be defined such as mechanically based one. These transformations have been used for stress intensity factor identification by and for rod strain by. The local transformation can be considered as the same global transformation defined on several Zone Of Interest (ZOI) of the fixed image. ==== Global ==== Several global transforms have been implemented: Rigid and homogeneous (Tx,Ty,Rz in 2D; Tx,Ty,Tz,Rx,Ry,Rz,Exx,Eyy,Ezz,Eyz,Exz,Exy in 3D) Brazilian (Only in 2D), Dynamic Flexion, ==== Elastic ==== First-order quadrangular finite elements Q4P1 are used in Yadics. ===== Local ===== Every global transform can be used on a local mesh. === Optimization === The YaDICs optimization process follows a gradient descent scheme. The first step is to compute the gradient of the metric regarding the transform parameters ∂ S S D ( μ , I F , I M ) ∂ μ = 2 | Ω F | ∑ x i ∈ Ω F ( I F ( x i ) − I M ( T μ ( x i ) ) ) ∂ I M ( T μ ( x i ) ∂ μ = 2 | Ω F | ∑ x i ∈ Ω F ( I F ( x i ) − I M ( T μ ( x i ) ) ) ( ∂ T μ ( x i ) ∂ μ ) t ∂ I M ( T μ ( x i ) ) ∂ x {\displaystyle {\begin{array}{lcl}{\dfrac {\partial SSD(\mu ,{\mathcal {I_{F}}},{\mathcal {I_{M}}})}{\partial \mu }}&=&{\dfrac {2}{\left|\Omega _{F}\right|}}\sum _{x_{i}\in \Omega _{F}}\left({\mathcal {I_{F}}}(x_{i})-{\mathcal {I_{M}}}({T}_{\mu }(x_{i}))\right){\dfrac {\partial {\mathcal {I_{M}}}({T}_{\mu }(x_{i})}{\partial \mu }}\\&=&{\dfrac {2}{\left|\Omega _{F}\right|}}\sum _{x_{i}\in \Omega _{F}}\left({\mathcal {I_{F}}}(x_{i})-{\mathcal {I_{M}}}({T}_{\mu }(x_{i}))\right)\left({\dfrac {\partial {T}_{\mu }(x_{i})}{\partial \mu }}\right)^{t}{\dfrac {\partial {\mathcal {I_{M}}}({T}_{\mu }(x_{i}))}{\partial x}}\\\end{array}}} ==== Gradient method ==== Once the metric gradient has been computed, one has to find an optimization strategy The gradient method principle is explained below: μ k + 1 = μ k + α k d k {\displaystyle \mu _{k+1}=\mu _{k}+\alpha _{k}d_{k}} The gradient step can be constant or updated at every iteration. d k = − γ k ∂ C ( μ , I F , I M ) ∂ μ {\displaystyle d_{k}=-\gamma _{k}{\dfrac {\partial {\mathcal {C}}(\mu ,{\mathcal {I_{F}}},{\mathcal {I_{M}}})}{\partial \mu }}} , γ k {\displaystyle \gamma _{k}} allows one to choose between the following methods : γ k {\displaystyle \gamma _{k}} ⟹ {\displaystyle \Longrightarrow } steepest descent, γ k = [ ∂ C ( μ , I F , I M ) ∂ μ ∂ C ( μ , I F , I M ) ∂ μ t ] − 1 {\displaystyle \gamma _{k}=\left[{\dfrac {\partial {\mathcal {C}}(\mu ,{\mathcal {I_{F}}},{\mathcal {I_{M}}})}{\partial \mu }}{\dfrac {\partial {\mathcal {C}}(\mu ,{\mathcal {I_{F}}},{\mathcal {I_{M}}})}{\partial \mu }}^{t}\right]^{-1}} ⟹ {\displaystyle \Longrightarrow } Gauss-Newto
Feature (machine learning)
In machine learning and pattern recognition, a feature is an individual measurable property or characteristic of a data set. Choosing informative, discriminating, and independent features is crucial to producing effective algorithms for pattern recognition, classification, and regression tasks. Features are usually numeric, but other types such as strings and graphs are used in syntactic pattern recognition, after some pre-processing step such as one-hot encoding. The concept of "features" is related to that of explanatory variables used in statistical techniques such as linear regression. == Feature types == In feature engineering, two types of features are commonly used: numerical and categorical. Numerical features are continuous values that can be measured on a scale. Examples of numerical features include age, height, weight, and income. Numerical features can be used in machine learning algorithms directly. Categorical features are discrete values that can be grouped into categories. Examples of categorical features include gender, color, and zip code. Categorical features typically need to be converted to numerical features before they can be used in machine learning algorithms. This can be done using a variety of techniques, such as one-hot encoding, label encoding, and ordinal encoding. The type of feature that is used in feature engineering depends on the specific machine learning algorithm that is being used. Some machine learning algorithms, such as decision trees, can handle both numerical and categorical features. Other machine learning algorithms, such as linear regression, can only handle numerical features. == Classification == A numeric feature can be conveniently described by a feature vector. One way to achieve binary classification is using a linear predictor function (related to the perceptron) with a feature vector as input. The method consists of calculating the scalar product between the feature vector and a vector of weights, qualifying those observations whose result exceeds a threshold. Algorithms for classification from a feature vector include nearest neighbor classification, neural networks, and statistical techniques such as Bayesian approaches. == Examples == In character recognition, features may include histograms counting the number of black pixels along horizontal and vertical directions, number of internal holes, stroke detection and many others. In speech recognition, features for recognizing phonemes can include noise ratios, length of sounds, relative power, filter matches, logarithmic Mel-scale spectral vectors and Mel-frequency cepstral coefficients, which represent the frequency characteristics of audio signals. In spam detection algorithms, features may include the presence or absence of certain email headers, the email structure, the language, the frequency of specific terms, the grammatical correctness of the text. In computer vision, there are a large number of possible features, such as edges and objects. == Feature vectors == In pattern recognition and machine learning, a feature vector is an n-dimensional vector of numerical features that represent some object. Many algorithms in machine learning require a numerical representation of objects, since such representations facilitate processing and statistical analysis. When representing images, the feature values might correspond to the pixels of an image, while when representing texts the features might be the frequencies of occurrence of textual terms. Feature vectors are equivalent to the vectors of explanatory variables used in statistical procedures such as linear regression. Feature vectors are often combined with weights using a dot product in order to construct a linear predictor function that is used to determine a score for making a prediction. The vector space associated with these vectors is often called the feature space. In order to reduce the dimensionality of the feature space, a number of dimensionality reduction techniques can be employed. Higher-level features can be obtained from already available features and added to the feature vector; for example, for the study of diseases the feature 'Age' is useful and is defined as Age = 'Year of death' minus 'Year of birth' . This process is referred to as feature construction. Feature construction is the application of a set of constructive operators to a set of existing features resulting in construction of new features. Examples of such constructive operators include checking for the equality conditions {=, ≠}, the arithmetic operators {+,−,×, /}, the array operators {max(S), min(S), average(S)} as well as other more sophisticated operators, for example count(S, C) that counts the number of features in the feature vector S satisfying some condition C or, for example, distances to other recognition classes generalized by some accepting device. Feature construction has long been considered a powerful tool for increasing both accuracy and understanding of structure, particularly in high-dimensional problems. Applications include studies of disease and emotion recognition from speech. == Selection and extraction == The initial set of raw features can be redundant and large enough that estimation and optimization is made difficult or ineffective. Therefore, a preliminary step in many applications of machine learning and pattern recognition consists of selecting a subset of features, or constructing a new and reduced set of features to facilitate learning, and to improve generalization and interpretability. Extracting or selecting features is a combination of art and science; developing systems to do so is known as feature engineering. It requires the experimentation of multiple possibilities and the combination of automated techniques with the intuition and knowledge of the domain expert. Automating this process is feature learning, where a machine not only uses features for learning, but learns the features itself.
Neurocomputing (journal)
Neurocomputing is a peer-reviewed scientific journal covering research on artificial intelligence, machine learning, and neural computation. It was established in 1989 and is published by Elsevier. The editor-in-chief is Zidong Wang (Brunel University London). Independent scientometric studies noted that despite being one of the most productive journals in the field, it has kept its reputation across the years intact and plays an important role in leading the research in the area. The journal is abstracted and indexed in Scopus and Science Citation Index Expanded. According to the Journal Citation Reports, its 2023 impact factor is 5.5.
Data Science and Predictive Analytics
The first edition of the textbook Data Science and Predictive Analytics: Biomedical and Health Applications using R, authored by Ivo D. Dinov, was published in August 2018 by Springer. The second edition of the book was printed in 2023. This textbook covers some of the core mathematical foundations, computational techniques, and artificial intelligence approaches used in data science research and applications. By using the statistical computing platform R and a broad range of biomedical case-studies, the 23 chapters of the book first edition provide explicit examples of importing, exporting, processing, modeling, visualizing, and interpreting large, multivariate, incomplete, heterogeneous, longitudinal, and incomplete datasets (big data). == Structure == === First edition table of contents === The first edition of the Data Science and Predictive Analytics (DSPA) textbook is divided into the following 23 chapters, each progressively building on the previous content. === Second edition table of contents === The significantly reorganized revised edition of the book (2023) expands and modernizes the presented mathematical principles, computational methods, data science techniques, model-based machine learning and model-free artificial intelligence algorithms. The 14 chapters of the new edition start with an introduction and progressively build foundational skills to naturally reach biomedical applications of deep learning. Introduction Basic Visualization and Exploratory Data Analytics Linear Algebra, Matrix Computing, and Regression Modeling Linear and Nonlinear Dimensionality Reduction Supervised Classification Black Box Machine Learning Methods Qualitative Learning Methods—Text Mining, Natural Language Processing, and Apriori Association Rules Learning Unsupervised Clustering Model Performance Assessment, Validation, and Improvement Specialized Machine Learning Topics Variable Importance and Feature Selection Big Longitudinal Data Analysis Function Optimization Deep Learning, Neural Networks == Reception == The materials in the Data Science and Predictive Analytics (DSPA) textbook have been peer-reviewed in the Journal of the American Statistical Association, International Statistical Institute’s ISI Review Journal, and the Journal of the American Library Association. Many scholarly publications reference the DSPA textbook. As of January 17, 2021, the electronic version of the book first edition (ISBN 978-3-319-72347-1) is freely available on SpringerLink and has been downloaded over 6 million times. The textbook is globally available in print (hardcover and softcover) and electronic formats (PDF and EPub) in many college and university libraries and has been used for data science, computational statistics, and analytics classes at various institutions.
Application Lifecycle Framework
The Application Lifecycle Framework (ALF) was a project by the Eclipse Foundation that aimed to create a standardized, open-source system to allow different application lifecycle management (ALM) tools to work together more easily. The goal was to provide common protocols and integration services that would let software development tools from different vendors communicate and share data. However, the project failed to gain sufficient support from major industry players and was terminated in 2008.
EM algorithm and GMM model
In statistics, EM (expectation maximization) algorithm handles latent variables, while GMM is the Gaussian mixture model. == Background == In the picture below, are shown the red blood cell hemoglobin concentration and the red blood cell volume data of two groups of people, the Anemia group and the control group (i.e. the group of people without Anemia). As expected, people with Anemia have lower red blood cell volume and lower red blood cell hemoglobin concentration than those without Anemia. x {\displaystyle x} is a random vector such as x := ( red blood cell volume , red blood cell hemoglobin concentration ) {\displaystyle x:={\big (}{\text{red blood cell volume}},{\text{red blood cell hemoglobin concentration}}{\big )}} , and from medical studies it is known that x {\displaystyle x} are normally distributed in each group, i.e. x ∼ N ( μ , Σ ) {\displaystyle x\sim {\mathcal {N}}(\mu ,\Sigma )} . z {\displaystyle z} is denoted as the group where x {\displaystyle x} belongs, with z i = 0 {\displaystyle z_{i}=0} when x i {\displaystyle x_{i}} belongs to the Anemia group and z i = 1 {\displaystyle z_{i}=1} when x i {\displaystyle x_{i}} belongs to the control group. Also z ∼ Categorical ( k , ϕ ) {\displaystyle z\sim \operatorname {Categorical} (k,\phi )} where k = 2 {\displaystyle k=2} , ϕ j ≥ 0 , {\displaystyle \phi _{j}\geq 0,} and ∑ j = 1 k ϕ j = 1 {\displaystyle \sum _{j=1}^{k}\phi _{j}=1} . See Categorical distribution. The following procedure can be used to estimate ϕ , μ , Σ {\displaystyle \phi ,\mu ,\Sigma } . A maximum likelihood estimation can be applied: ℓ ( ϕ , μ , Σ ) = ∑ i = 1 m log ( p ( x ( i ) ; ϕ , μ , Σ ) ) = ∑ i = 1 m log ∑ z ( i ) = 1 k p ( x ( i ) ∣ z ( i ) ; μ , Σ ) p ( z ( i ) ; ϕ ) {\displaystyle \ell (\phi ,\mu ,\Sigma )=\sum _{i=1}^{m}\log(p(x^{(i)};\phi ,\mu ,\Sigma ))=\sum _{i=1}^{m}\log \sum _{z^{(i)}=1}^{k}p\left(x^{(i)}\mid z^{(i)};\mu ,\Sigma \right)p(z^{(i)};\phi )} As the z i {\displaystyle z_{i}} for each x i {\displaystyle x_{i}} are known, the log likelihood function can be simplified as below: ℓ ( ϕ , μ , Σ ) = ∑ i = 1 m log p ( x ( i ) ∣ z ( i ) ; μ , Σ ) + log p ( z ( i ) ; ϕ ) {\displaystyle \ell (\phi ,\mu ,\Sigma )=\sum _{i=1}^{m}\log p\left(x^{(i)}\mid z^{(i)};\mu ,\Sigma \right)+\log p\left(z^{(i)};\phi \right)} Now the likelihood function can be maximized by making partial derivative over μ , Σ , ϕ {\displaystyle \mu ,\Sigma ,\phi } , obtaining: ϕ j = 1 m ∑ i = 1 m 1 { z ( i ) = j } {\displaystyle \phi _{j}={\frac {1}{m}}\sum _{i=1}^{m}1\{z^{(i)}=j\}} μ j = ∑ i = 1 m 1 { z ( i ) = j } x ( i ) ∑ i = 1 m 1 { z ( i ) = j } {\displaystyle \mu _{j}={\frac {\sum _{i=1}^{m}1\{z^{(i)}=j\}x^{(i)}}{\sum _{i=1}^{m}1\left\{z^{(i)}=j\right\}}}} Σ j = ∑ i = 1 m 1 { z ( i ) = j } ( x ( i ) − μ j ) ( x ( i ) − μ j ) T ∑ i = 1 m 1 { z ( i ) = j } {\displaystyle \Sigma _{j}={\frac {\sum _{i=1}^{m}1\{z^{(i)}=j\}(x^{(i)}-\mu _{j})(x^{(i)}-\mu _{j})^{T}}{\sum _{i=1}^{m}1\{z^{(i)}=j\}}}} If z i {\displaystyle z_{i}} is known, the estimation of the parameters results to be quite simple with maximum likelihood estimation. But if z i {\displaystyle z_{i}} is unknown it is much more complicated. Being z {\displaystyle z} a latent variable (i.e. not observed), with unlabeled scenario, the expectation maximization algorithm is needed to estimate z {\displaystyle z} as well as other parameters. Generally, this problem is set as a GMM since the data in each group is normally distributed. In machine learning, the latent variable z {\displaystyle z} is considered as a latent pattern lying under the data, which the observer is not able to see very directly. x i {\displaystyle x_{i}} is the known data, while ϕ , μ , Σ {\displaystyle \phi ,\mu ,\Sigma } are the parameter of the model. With the EM algorithm, some underlying pattern z {\displaystyle z} in the data x i {\displaystyle x_{i}} can be found, along with the estimation of the parameters. The wide application of this circumstance in machine learning is what makes EM algorithm so important. == EM algorithm in GMM == The EM algorithm consists of two steps: the E-step and the M-step. Firstly, the model parameters and the z ( i ) {\displaystyle z^{(i)}} can be randomly initialized. In the E-step, the algorithm tries to guess the value of z ( i ) {\displaystyle z^{(i)}} based on the parameters, while in the M-step, the algorithm updates the value of the model parameters based on the guess of z ( i ) {\displaystyle z^{(i)}} of the E-step. These two steps are repeated until convergence is reached. The algorithm in GMM is: Repeat until convergence: 1. (E-step) For each i , j {\displaystyle i,j} , set w j ( i ) := p ( z ( i ) = j | x ( i ) ; ϕ , μ , Σ ) {\displaystyle w_{j}^{(i)}:=p\left(z^{(i)}=j|x^{(i)};\phi ,\mu ,\Sigma \right)} 2. (M-step) Update the parameters ϕ j := 1 m ∑ i = 1 m w j ( i ) {\displaystyle \phi _{j}:={\frac {1}{m}}\sum _{i=1}^{m}w_{j}^{(i)}} μ j := ∑ i = 1 m w j ( i ) x ( i ) ∑ i = 1 m w j ( i ) {\displaystyle \mu _{j}:={\frac {\sum _{i=1}^{m}w_{j}^{(i)}x^{(i)}}{\sum _{i=1}^{m}w_{j}^{(i)}}}} Σ j := ∑ i = 1 m w j ( i ) ( x ( i ) − μ j ) ( x ( i ) − μ j ) T ∑ i = 1 m w j ( i ) {\displaystyle \Sigma _{j}:={\frac {\sum _{i=1}^{m}w_{j}^{(i)}\left(x^{(i)}-\mu _{j}\right)\left(x^{(i)}-\mu _{j}\right)^{T}}{\sum _{i=1}^{m}w_{j}^{(i)}}}} With Bayes' rule, the following result is obtained by the E-step: p ( z ( i ) = j | x ( i ) ; ϕ , μ , Σ ) = p ( x ( i ) | z ( i ) = j ; μ , Σ ) p ( z ( i ) = j ; ϕ ) ∑ l = 1 k p ( x ( i ) | z ( i ) = l ; μ , Σ ) p ( z ( i ) = l ; ϕ ) {\displaystyle p\left(z^{(i)}=j|x^{(i)};\phi ,\mu ,\Sigma \right)={\frac {p\left(x^{(i)}|z^{(i)}=j;\mu ,\Sigma \right)p\left(z^{(i)}=j;\phi \right)}{\sum _{l=1}^{k}p\left(x^{(i)}|z^{(i)}=l;\mu ,\Sigma \right)p\left(z^{(i)}=l;\phi \right)}}} According to GMM setting, these following formulas are obtained: p ( x ( i ) | z ( i ) = j ; μ , Σ ) = 1 ( 2 π ) n / 2 | Σ j | 1 / 2 exp ( − 1 2 ( x ( i ) − μ j ) T Σ j − 1 ( x ( i ) − μ j ) ) {\displaystyle p\left(x^{(i)}|z^{(i)}=j;\mu ,\Sigma \right)={\frac {1}{(2\pi )^{n/2}\left|\Sigma _{j}\right|^{1/2}}}\exp \left(-{\frac {1}{2}}\left(x^{(i)}-\mu _{j}\right)^{T}\Sigma _{j}^{-1}\left(x^{(i)}-\mu _{j}\right)\right)} p ( z ( i ) = j ; ϕ ) = ϕ j {\displaystyle p\left(z^{(i)}=j;\phi \right)=\phi _{j}} In this way, a switch between the E-step and the M-step is possible, according to the randomly initialized parameters.