参考李航《统计学习方法》P155“三硬币模型”
参考“三硬币问题”http://www.crescentmoon.info/?p=573
#coding:gbk import math [pi,p,q]=[0.4,0.6,0.7] x=[1,1,0,1,0,0,1,0,1,1] def cal_u(pi1,p1,q1,xi): return pi1*math.pow(p1,xi)*math.pow(1-p1,1-xi)/float(pi1*math.pow(p1,xi)*math.pow(1-p1,1-xi)+(1-pi1)*math.pow(q1,xi)*math.pow(1-q1,1-xi)) def e_step(pi1,p1,q1,x): return [cal_u(pi1,p1,q1,xi) for xi in x] def m_step(u,x): pi1=sum(u)/len(u) p1=sum([u[i]*x[i] for i in range(len(u))]) / sum(u) q1=sum([(1-u[i])*x[i] for i in range(len(u))]) / sum([1-u[i] for i in range(len(u))]) return [pi1,p1,q1] def run(start_x,start_pi,start_p,start_q,iter_num): for i in range(iter_num): u=e_step(start_pi,start_p,start_q,x) print i,[start_pi,start_p,start_q] if [start_pi,start_p,start_q]==m_step(u,x): break else: [start_pi,start_p,start_q]=m_step(u,x) run(x,pi,p,q,100)