Monday: Algorithms Discussion Group, EM finished

Finished up the EM algorithm today.  Key was getting the right function to maximize.  Turns out wikipedia has a very nice write up of this very example, but in our notation:

$$E_p \log(p f_1) + (1-E_p) \log( (1-p) f_2 )$$

Where $E_p$ comes from the expectation step.

Jamie has joined us and has set up a github repository for the discussion group.  Find the successful abstract algorithm there.