On Convergence Properties of the EM Algorithm for Gaussian Mixtures
Author(s) •
Jordan, Michael
Xu, Lei
Date Issued
April 21, 1995
Series/Report no.
AIM-1520
CBCL-111
Abstract
"Expectation-Maximization'' (EM) algorithm and gradient-based approaches for maximum likelihood learning of finite Gaussian mixtures. We show that the EM step in parameter space is obtained from the gradient via a projection matrix $P$, and we provide an explicit expression for the matrix. We then analyze the convergence of EM in terms of special properties of $P$ and provide new results analyzing the effect that $P$ has on the likelihood surface. Based on these mathematical results, we present a comparative discussion of the advantages and disadvantages of EM and other algorithms for the learning of Gaussian mixture models.
Subjects
learning
neural networks
EM algorithm
clustering
mixture models
statistics
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