Expectation Maximization — OpenCV 2.4.10.0 documentation

### Navigation

- index
- next |
- previous |
- OpenCV 2.4.10.0 documentation »
- OpenCV API Reference »
- ml. Machine Learning »

# Expectation Maximization

The Expectation Maximization(EM) algorithm estimates the parameters of the multivariate probability density function in the form of a Gaussian mixture distribution with a specified number of mixtures.

Consider the set of the N feature vectors {

System Message: WARNING/2 (`x_1, x_2,...,x_{N}`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
} from a d-dimensional Euclidean space drawn from a Gaussian mixture:

System Message: WARNING/2 (`p(x;a_k,S_k, \pi _k) = \sum _{k=1}^{m} \pi _kp_k(x), \quad \pi _k \geq 0, \quad \sum _{k=1}^{m} \pi _k=1,`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.

System Message: WARNING/2 (`p_k(x)= \varphi (x;a_k,S_k)= \frac{1}{(2\pi)^{d/2}\mid{S_k}\mid^{1/2}} exp \left \{ - \frac{1}{2} (x-a_k)^TS_k^{-1}(x-a_k) \right \} ,`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.

where

System Message: WARNING/2 (`m`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
is the number of mixtures,

System Message: WARNING/2 (`p_k`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
is the normal distribution density with the mean

System Message: WARNING/2 (`a_k`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
and covariance matrix

System Message: WARNING/2 (`S_k`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
,

System Message: WARNING/2 (`\pi_k`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
is the weight of the k-th mixture. Given the number of mixtures

System Message: WARNING/2 (`M`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
and the samples

System Message: WARNING/2 (`x_i`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
,

System Message: WARNING/2 (`i=1..N`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
the algorithm finds the maximum-likelihood estimates (MLE) of all the mixture parameters, that is,

System Message: WARNING/2 (`a_k`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
,

System Message: WARNING/2 (`S_k`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
and

System Message: WARNING/2 (`\pi_k`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
:

System Message: WARNING/2 (`L(x, \theta )=logp(x, \theta )= \sum _{i=1}^{N}log \left ( \sum _{k=1}^{m} \pi _kp_k(x) \right ) \to \max _{ \theta \in \Theta },`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.

System Message: WARNING/2 (`\Theta = \left \{ (a_k,S_k, \pi _k): a_k \in \mathbbm{R} ^d,S_k=S_k^T>0,S_k \in \mathbbm{R} ^{d \times d}, \pi _k \geq 0, \sum _{k=1}^{m} \pi _k=1 \right \} .`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.

The EM algorithm is an iterative procedure. Each iteration includes two steps. At the first step (Expectation step or E-step), you find a probability

System Message: WARNING/2 (`p_{i,k}`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
(denoted

System Message: WARNING/2 (`\alpha_{i,k}`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
in the formula below) of sample `i` to belong to mixture `k` using the currently available mixture parameter estimates:

System Message: WARNING/2 (`\alpha _{ki} = \frac{\pi_k\varphi(x;a_k,S_k)}{\sum\limits_{j=1}^{m}\pi_j\varphi(x;a_j,S_j)} .`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.

At the second step (Maximization step or M-step), the mixture parameter estimates are refined using the computed probabilities:

System Message: WARNING/2 (`\pi _k= \frac{1}{N} \sum _{i=1}^{N} \alpha _{ki}, \quad a_k= \frac{\sum\limits_{i=1}^{N}\alpha_{ki}x_i}{\sum\limits_{i=1}^{N}\alpha_{ki}} , \quad S_k= \frac{\sum\limits_{i=1}^{N}\alpha_{ki}(x_i-a_k)(x_i-a_k)^T}{\sum\limits_{i=1}^{N}\alpha_{ki}}`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.

Alternatively, the algorithm may start with the M-step when the initial values for

System Message: WARNING/2 (`p_{i,k}`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
can be provided. Another alternative when

System Message: WARNING/2 (`p_{i,k}`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
are unknown is to use a simpler clustering algorithm to pre-cluster the input samples and thus obtain initial

System Message: WARNING/2 (`p_{i,k}`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
. Often (including machine learning) the `kmeans()` algorithm is used for that purpose.

One of the main problems of the EM algorithm is a large number of parameters to estimate. The majority of the parameters reside in covariance matrices, which are

System Message: WARNING/2 (`d \times d`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
elements each where

System Message: WARNING/2 (`d`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
is the feature space dimensionality. However, in many practical problems, the covariance matrices are close to diagonal or even to

System Message: WARNING/2 (`\mu_k*I`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
, where

System Message: WARNING/2 (`I`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
is an identity matrix and

System Message: WARNING/2 (`\mu_k`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
is a mixture-dependent “scale” parameter. So, a robust computation scheme could start with harder constraints on the covariance matrices and then use the estimated parameters as an input for a less constrained optimization problem (often a diagonal covariance matrix is already a good enough approximation).

References:

- Bilmes98 J. A. Bilmes. A Gentle Tutorial of the EM Algorithm and its Application to Parameter Estimation for Gaussian Mixture and Hidden Markov Models. Technical Report TR-97-021, International Computer Science Institute and Computer Science Division, University of California at Berkeley, April 1998.

## EM

class `EM` : public `Algorithm`

The class implements the EM algorithm as described in the beginning of this section. It is inherited from `Algorithm`.

## EM::EM

The constructor of the class

C++:`` `EM::``EM`(int nclusters=EM::DEFAULT_NCLUSTERS, int covMatType=EM::COV_MAT_DIAGONAL, const TermCriteria& termCrit=TermCriteria(TermCriteria::COUNT+TermCriteria::EPS, EM::DEFAULT_MAX_ITERS, FLT_EPSILON) )

Python:`` `cv2.` `EM`([nclusters[, covMatType[, termCrit]]]) → <EM object>

  Parameters: | nclusters – The number of mixture components in the Gaussian mixture model. Default value of the parameter is `EM::DEFAULT_NCLUSTERS=5`. Some of EM implementation could determine the optimal number of mixtures within a specified value range, but that is not the case in ML yet. covMatType – Constraint on covariance matrices which defines type of matrices. Possible values are: EM::COV_MAT_SPHERICAL A scaled identity matrix System Message: WARNING/2 (`\mu_k * I`) latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log. . There is the only parameter System Message: WARNING/2 (`\mu_k`) latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log. to be estimated for each matrix. The option may be used in special cases, when the constraint is relevant, or as a first step in the optimization (for example in case when the data is preprocessed with PCA). The results of such preliminary estimation may be passed again to the optimization procedure, this time with `covMatType=EM::COV_MAT_DIAGONAL`. EM::COV_MAT_DIAGONAL A diagonal matrix with positive diagonal elements. The number of free parameters is `d` for each matrix. This is most commonly used option yielding good estimation results. EM::COV_MAT_GENERIC A symmetric positively defined matrix. The number of free parameters in each matrix is about System Message: WARNING/2 (`d^2/2`) latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log. . It is not recommended to use this option, unless there is pretty accurate initial estimation of the parameters and/or a huge number of training samples. termCrit – The termination criteria of the EM algorithm. The EM algorithm can be terminated by the number of iterations `termCrit.maxCount` (number of M-steps) or when relative change of likelihood logarithm is less than `termCrit.epsilon`. Default maximum number of iterations is `EM::DEFAULT_MAX_ITERS=100`.

## EM::train

Estimates the Gaussian mixture parameters from a samples set.

C++:`` bool `EM::``train`(InputArray samples, OutputArray logLikelihoods=noArray(), OutputArray labels=noArray(), OutputArray probs=noArray())

C++:`` bool `EM::``trainE`(InputArray samples, InputArray means0, InputArray covs0=noArray(), InputArray weights0=noArray(), OutputArray logLikelihoods=noArray(), OutputArray labels=noArray(), OutputArray probs=noArray())

C++:`` bool `EM::``trainM`(InputArray samples, InputArray probs0, OutputArray logLikelihoods=noArray(), OutputArray labels=noArray(), OutputArray probs=noArray())

Python:`` `cv2.EM.` `train`(samples[, logLikelihoods[, labels[, probs]]]) → retval, logLikelihoods, labels, probs

Python:`` `cv2.EM.` `trainE`(samples, means0[, covs0[, weights0[, logLikelihoods[, labels[, probs]]]]]) → retval, logLikelihoods, labels, probs

Python:`` `cv2.EM.` `trainM`(samples, probs0[, logLikelihoods[, labels[, probs]]]) → retval, logLikelihoods, labels, probs

  Parameters: | samples – Samples from which the Gaussian mixture model will be estimated. It should be a one-channel matrix, each row of which is a sample. If the matrix does not have `CV_64F` type it will be converted to the inner matrix of such type for the further computing. means0 – Initial means System Message: WARNING/2 (`a_k`) latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log. of mixture components. It is a one-channel matrix of System Message: WARNING/2 (`nclusters \times dims`) latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log. size. If the matrix does not have `CV_64F` type it will be converted to the inner matrix of such type for the further computing. covs0 – The vector of initial covariance matrices System Message: WARNING/2 (`S_k`) latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log. of mixture components. Each of covariance matrices is a one-channel matrix of System Message: WARNING/2 (`dims \times dims`) latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log. size. If the matrices do not have `CV_64F` type they will be converted to the inner matrices of such type for the further computing. weights0 – Initial weights System Message: WARNING/2 (`\pi_k`) latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log. of mixture components. It should be a one-channel floating-point matrix with System Message: WARNING/2 (`1 \times nclusters`) latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log. or System Message: WARNING/2 (`nclusters \times 1`) latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log. size. probs0 – Initial probabilities System Message: WARNING/2 (`p_{i,k}`) latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log. of sample System Message: WARNING/2 (`i`) latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log. to belong to mixture component System Message: WARNING/2 (`k`) latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log. . It is a one-channel floating-point matrix of System Message: WARNING/2 (`nsamples \times nclusters`) latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log. size. logLikelihoods – The optional output matrix that contains a likelihood logarithm value for each sample. It has System Message: WARNING/2 (`nsamples \times 1`) latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log. size and `CV_64FC1` type. labels – The optional output “class label” for each sample: System Message: WARNING/2 (`\texttt{labels}_i=\texttt{arg max}_k(p_{i,k}), i=1..N`) latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log. (indices of the most probable mixture component for each sample). It has System Message: WARNING/2 (`nsamples \times 1`) latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log. size and `CV_32SC1` type. probs – The optional output matrix that contains posterior probabilities of each Gaussian mixture component given the each sample. It has System Message: WARNING/2 (`nsamples \times nclusters`) latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log. size and `CV_64FC1` type.

Three versions of training method differ in the initialization of Gaussian mixture model parameters and start step:

- train - Starts with Expectation step. Initial values of the model parameters will be estimated by the k-means algorithm.
- trainE - Starts with Expectation step. You need to provide initial means

  System Message: WARNING/2 (`a_k`)

  latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
  of mixture components. Optionally you can pass initial weights

  System Message: WARNING/2 (`\pi_k`)

  latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
  and covariance matrices

  System Message: WARNING/2 (`S_k`)

  latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
  of mixture components.
- trainM - Starts with Maximization step. You need to provide initial probabilities

  System Message: WARNING/2 (`p_{i,k}`)

  latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
  to use this option.

The methods return `true` if the Gaussian mixture model was trained successfully, otherwise it returns `false`.

Unlike many of the ML models, EM is an unsupervised learning algorithm and it does not take responses (class labels or function values) as input. Instead, it computes the Maximum Likelihood Estimate of the Gaussian mixture parameters from an input sample set, stores all the parameters inside the structure:

System Message: WARNING/2 (`p_{i,k}`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
in `probs`,

System Message: WARNING/2 (`a_k`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
in `means` ,

System Message: WARNING/2 (`S_k`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
in `covs[k]`,

System Message: WARNING/2 (`\pi_k`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
in `weights` , and optionally computes the output “class label” for each sample:

System Message: WARNING/2 (`\texttt{labels}_i=\texttt{arg max}_k(p_{i,k}), i=1..N`)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log.
(indices of the most probable mixture component for each sample).

The trained model can be used further for prediction, just like any other classifier. The trained model is similar to the `CvNormalBayesClassifier`.

## EM::predict

Returns a likelihood logarithm value and an index of the most probable mixture component for the given sample.

C++:`` Vec2d `EM::``predict`(InputArray sample, OutputArray probs=noArray())`const`

Python:`` `cv2.EM.` `predict`(sample[, probs]) → retval, probs

  Parameters: | sample – A sample for classification. It should be a one-channel matrix of System Message: WARNING/2 (`1 \times dims`) latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log. or System Message: WARNING/2 (`dims \times 1`) latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log. size. probs – Optional output matrix that contains posterior probabilities of each component given the sample. It has System Message: WARNING/2 (`1 \times nclusters`) latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.15 (TeX Live 2014-OpenBSD_Ports) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2014/05/01> Babel <3.9k> and hyphenation patterns for 78 languages loaded. (/usr/local/share/texmf-dist/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/local/share/texmf-dist/tex/latex/base/size12.clo)) (/usr/local/share/texmf-dist/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.165 \endinput ^^M No pages of output. Transcript written on math.log. size and `CV_64FC1` type.

The method returns a two-element `double` vector. Zero element is a likelihood logarithm value for the sample. First element is an index of the most probable mixture component for the given sample.

## CvEM::isTrained

Returns `true` if the Gaussian mixture model was trained.

C++:`` bool `EM::``isTrained`()`const`

Python:`` `cv2.EM.` `isTrained`() → retval

## EM::read, EM::write

See `Algorithm::read()` and `Algorithm::write()`.

## EM::get, EM::set

See `Algorithm::get()` and `Algorithm::set()`. The following parameters are available:

- `"nclusters"`
- `"covMatType"`
- `"maxIters"`
- `"epsilon"`
- `"weights"` (read-only)
- `"means"` (read-only)
- `"covs"` (read-only)

## Help and Feedback

You did not find what you were looking for?

- Ask a question on the Q&A forum.
- If you think something is missing or wrong in the documentation, please file a bug report.

### Navigation

- index
- next |
- previous |
- OpenCV 2.4.10.0 documentation »
- OpenCV API Reference »
- ml. Machine Learning »