11.3EM算法
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11.3 EM 算法 $$ r{n, k} = \frac{\pi{k}\,\mathcal{N}(\boldsymbol{x}{n}|\boldsymbol{\mu}{k}, \boldsymbol{\Sigma}{k})}{\sum{j} \pi{j}\,\mathcal{N}(\boldsymbol{x}{n}|\boldsymbol{\mu}{j}, \boldsymbol{\Sigma}{j}) }. \tag{11.53} $$ $$ \begin{align} \boldsymbol{\mu}{k} &= \frac{1}{N{k}} \sum\limits{n=1}^{N} r{n, k}\boldsymbol{x}{n}, \tag{11.
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