Gaussian Mixture Models - The Math of Intelligence (Week 7)

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We're going to predict customer churn using a clustering technique called the Gaussian Mixture Model! This is a probability distribution that consists of multiple Gaussian distributions, very cool. I also have something important but unrelated to say in the beginning of the video.

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3:44 Intro, Gaussian Distribution, Probability Density Function (PDF)
7:38 GMM Intro
9:08 Covariance matrix
10:15 GMM Definition, K Gaussians
11:30 How to apply GMM for classification
12:30 Problem statement, Fitting a GMM model, Maximum Likelihood Estimate (MLE)
13:58 Similarity to Kmeans clustering algorithm
16:13 Expectation maximization (EM) algorithm and difference to Gradient Descent
18:15 When to apply GMM, anomaly detection, clustering, object tracking
19:30 Coding example with Python
25:10 EM algorithm workflow in practice, Log Likelihood
27:54 EM algorithm visual / walkthrough
36:30 Summary

great video, many Thanks :)

tomhas

From a muddy blur to crystal clear in 30 min, thank you very much for this video Siraj

jericklee

I love how passionate you are about this

alinazari

In case you have bad results using Gaussian mixtures, keep in mind the EM optimization only has local convergence properties, just like gradient descent: it can get stuck. Restarting the the density estimation with other initial parameters might solve it ! :)

jayce

Siraj. The depth and range of your knowledge still continues to amaze me.

antonylawler

I watch 4-5 vídeos of you per day. I'm Learning generative models for drug Design Siraj. Watch your videos not only motivates me, also makes my life & study fun and cool.

RoxanaNoe

warning: when he finger styles his hair, get ready for hardcore info dump.

PS: 3blue1brown series on linear algebra has THE BEST vid on eigen vectors/value pairs, no joking.

idiocracy

Wow! Finally I got my head around this subject. Well done and amazing teaching skills 👏🏻
Andre

getinenglish

Thank you! Your videos helped me a lot... I was so lost and confused about this topic that I was on the verge of giving up. Checked out your tutorials that gave a lot of useful information and insights. Thanks a tonne! :) :D Keep up the good stuff

CrazySkillz

Very well I was lost while our college professor was explaining GMM and EM...

BiranchiNarayanNayak

Very energetic presentation. Kept me attentive throughout the video. Hit the sub 2 minutes in it.

asif

Hey Siraj!

Just found your channel and it doesn't cease to amaze. I am learning a lot about AI and ML with your vibrant and enthusiastic expression. My 2 cents would be to talk a tiny bit slower but it is up to you. Congrats and Keep up the Good Work!

spiderman

suggestion at time 6:45 minutes, the y values aren't the probabilities of the x values, intuitively the probability for a single point on the gaussian will be 0.

jinitgandhi

hey siraj ! EM is a heuristic with no guarantees for global convergence. there have been recent algorithms based on method of moments, random projections etc. which provably recover the gmm under some assumptions

kshiteejsheth

Siraj, I think it would of been helpful if you showed the resulting clusters that you get from the gaussian mixture model approach in your data. You showed how to model your data using the gaussian mixture, but I am unclear on how we get the specific clusters (say 2 clusters) from that?

hammadshaikhha

Your accent reminds me of Mitchell from Modern Family(fav character) :')
Also great video thanks!!

ngplradhika

you are getting better and better at explaining these things Siraj! keep up the great work you are helping a lot of people

IAGIC

You're the best! You've helped turn this 19 year old from a lazy kid into an inspired workaholic

mykle

Siraj never fails to inspire, and I agree with his point strongly - we are the most important community in the world today. We all have a common goal, of making the world better with the best tech we have to offer. I for one am working on a universal translator not just for spoken languages, but for sign, braille and more. ML and NNs has moved my research forward by at least a decade.

McMurchie

Great Video! Really helpful for Data scence students..

adarshsrivastava

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