K-means clustering
A simple clustering algorithm from a simple approach
Gaussian mixture model is a widely used probabilistic model. For inference (model learning), we may use either EM algorithm which is a MLE approach or use Bayesian approach, which leads to variational inference. We would study this topic next week. For now, let us introduce one of the well-known nonparameteric methods for unsupervised learning, and introduce Gaussian mixture as a parametric counterpart.
K-means clustering Let us suppose that we know the total number of clusters is fixed as $K$.