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[IML] Examples
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\smalltext{This is a summary of the 2026 IML Script (FS26). All content from the script is (briefly) covered. There may be errors.}
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\smalltext{This is a summary of the 2026 IML Script (FS26). All content from the script is (briefly) covered. There may be errors. Images belong to the IML team.}
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\subtext{Wherever $\Vert\cdot\Vert_p$ isn't specified, $p=2$.}
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@@ -3,7 +3,7 @@ Note how the features $x, \phi(x)$ are predetermined. Why not learn them?
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\textbf{New Optimization Problem}:
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The new join-optimization problem, for $w$ and $\phi$:\\
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The new joint-optimization problem, for $w$ and $\phi$:\\
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\subtext{$\Theta$ is a set of parameters for $\phi$}
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$$
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\hat{w} = \underset{w\in\R^m,\Theta\in\R^{m\times d}}{\text{arg min}}\Biggl( \frac{1}{n}\sum_{i=1}^n l\Bigl( w^\top \phi(x_i;\Theta),y_i \Bigr) \Biggr)
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@@ -95,6 +95,97 @@ This is an iterative method to find the cluster centers.
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\remark Each iteration is in $\mathcal{O}\bigl( nkd \bigr)$.
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}
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{\footnotesize
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\textbf{Example}: Consider $x_{1,2,3} = \begin{bmatrix}
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2 \\
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1
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\end{bmatrix},
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\begin{bmatrix}
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-1 \\
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-1
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\end{bmatrix},
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\begin{bmatrix}
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-2 \\
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-4
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\end{bmatrix}$ for which we'd like $k=2$ clusters. We choose:
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$$\mu_1^{(0)}= \begin{bmatrix}
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1 \\
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1
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\end{bmatrix} \qquad \mu_2^{(0)} = \begin{bmatrix}
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-1 \\
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-1
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\end{bmatrix}
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$$
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For Lloyd's Heuristic, the initial cluster assignments $z^{(1)}_{1,2,3}$:
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$$
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z_1^{(1)} = \underset{j\in\{1,2\}}{\text{arg min}} \Biggl( \Biggl\Vert \begin{bmatrix}
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2 \\
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1
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\end{bmatrix} - \begin{bmatrix}
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1 \\
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1
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\end{bmatrix} \Biggr\Vert, \Biggl\Vert \begin{bmatrix}
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2 \\
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1
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\end{bmatrix} - \begin{bmatrix}
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-1 \\
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-1
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\end{bmatrix} \Biggr\Vert \Biggr) = 1
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$$
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$$
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z_2^{(1)} = \underset{j\in\{1,2\}}{\text{arg min}} \Biggl( \Biggl\Vert \begin{bmatrix}
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-1 \\
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-1
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\end{bmatrix} - \begin{bmatrix}
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1 \\
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1
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\end{bmatrix} \Biggr\Vert, \Biggl\Vert \begin{bmatrix}
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-1 \\
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-1
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\end{bmatrix} - \begin{bmatrix}
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-1 \\
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-1
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\end{bmatrix} \Biggr\Vert \Biggr) = 2
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$$
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$$
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z_2^{(1)} = \underset{j\in\{1,2\}}{\text{arg min}} \Biggl( \Biggl\Vert \begin{bmatrix}
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-2 \\
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-4
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\end{bmatrix} - \begin{bmatrix}
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1 \\
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1
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\end{bmatrix} \Biggr\Vert, \Biggl\Vert \begin{bmatrix}
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-2 \\
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-4
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\end{bmatrix} - \begin{bmatrix}
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-1 \\
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-1
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\end{bmatrix} \Biggr\Vert \Biggr) = 2
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$$
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And then the updated cluster centers:
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$$
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\mu_1^{(1)} = \frac{1}{1}\Biggl( \begin{bmatrix}
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-1 \\
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-1
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\end{bmatrix} \Biggr) = \begin{bmatrix}
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-1 \\
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-1
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\end{bmatrix}
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$$
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$$
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\mu_2^{(1)} = \frac{1}{2}\Biggl( \begin{bmatrix}
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-1 \\
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-1
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\end{bmatrix} + \begin{bmatrix}
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-2 \\
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-4
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\end{bmatrix} \Biggr) = \frac{1}{2}\begin{bmatrix}
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-3 \\
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-5
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\end{bmatrix}
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$$
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}
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% Continue with convergence analysis, k-means++
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\subsubsection{Convergence}
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@@ -83,6 +83,20 @@ $$
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\end{align*}
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\end{itemize}
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{\footnotesize
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\textbf{Example}: Let $Y \in \{1,2,3\}$ be the clusters, we'd like to assign $X \in \{0,1\}^5$. We're using \textit{Soft Expectation Maximization} to find the cluster assignments $\gamma_j(x_i)$. We assume $\P[X_i = 1 \sep Y]$ follows a $\text{Ber}(p)$ distribution.
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We'd like to find $\gamma_3(x_2) = \P[Y=3 \sep X=x_2]$. The E-step is:
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$$
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\P[Y=3 \sep X=x_2] = \frac{\P[X=x_2\sep Y=3]\cdot \overbrace{\P[Y=3]}^{w_3}}{\sum_{i=1}^{3}\P[X=x_2\sep Y=i]\cdot\P[Y=i]}
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$$
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For the M-step, we update the assignments via MLE. For $\text{Ber}(p)$, this is the \textit{sample mean}.
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$$
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\P[X_i=1 \sep Y=1] = \frac{\sum_{k=1}^{3}\mathbb{I}_{\{x_k^i=1\}}\cdot\P[Y=1\sep X=x_k]}{\sum_{k=1}^3\P[Y=1\sep X=x_k]}
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$$
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Where we use $x\in \R^5$
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}
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\subsubsection{Convergence}
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EM does not generally guarantee global convergence.
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