Em algorithm how many iterations

Analysis of stopping criteria for the EM algorithm in the context of patient grouping according to length of stay Abstract: The expectation maximisation EM algorithm is an iterative maximum likelihood procedure often used for estimating the parameters of a mixture model. Theoretically, increases in the likelihood function are guaranteed as the algorithm iteratively improves upon previously derived parameter estimates.

The algorithm is considered to converge when all parameter estimates become stable and no further improvements can be made to the likelihood value.

However, to reduce computational time, it is often common practice for the algorithm to be stopped before complete convergence using heuristic approaches.

In this paper, we consider various stopping criteria and evaluate their effect on fitting Gaussian mixture models GMMs to patient length of stay LOS data. Although the GMM can be successfully fitted to positively skewed data such as LOS, the fitting procedure often requires many iterations of the EM algorithm.

To our knowledge, no previous study has evaluated the effect of different stopping criteria on fitting GMMs to skewed distributions. Hence, the aim of this paper is to evaluate the effect of various stopping criteria in order to select and justify their use within a patient spell classification methodology. I was hoping I could stay in R. Yet the sklearn.

GaussianMixture reads very promising. It is definitely an option to run the relevant algorithms in python and extract the number of iterations there. Add a comment. Active Oldest Votes. Improve this answer. StupidWolf StupidWolf 4, 3 3 gold badges 10 10 silver badges 26 26 bronze badges.

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