Dual form back propagation on the EM algorithm

摘要

Vladimir N. Vapnik. (1998) pointed out that maxlikelihood functions in EM algorithms are just a special risk function. Based on this opinion, a novel EM algorithm uses a risk function differ with maxlikelihood functions, in stead, a risk formula based on the least square method is used. The gradient descending approach should be used in such kind approaches. Such kind EM algorithms can estimate the parameters of a random model from both labeled and unlabeled samples, and are suitable for semi-supervised learning.