A soft assignment gives each data point a probability of belonging to every candidate cluster. In Gaussian mixture modeling, the expectation step calculates how likely the point is to have been generated by each of the k Gaussian distributions, producing a data-point-by-Gaussian matrix. section 5.6.1
The probabilities support the next EM update:
- Normalize each Gaussian’s probability contribution for a data point. section 5.6.1
- Weight covariance, mean, and distribution strength by the calculated probabilities. section 5.6.1
- Repeat the expectation and maximization logic rather than assigning every point to only one cluster. section 5.6.1
(5.10)
Use the probability formula to inspect how Gaussian likelihoods are normalized into soft assignments. section 5.6.1
