Title
Singularity and Slow Convergence of the EM algorithm for Gaussian Mixtures
Abstract
Singularities in the parameter spaces of hierarchical learning machines are known to be a main cause of slow convergence of gradient descent learning. The EM algorithm, which is another learning algorithm giving a maximum likelihood estimator, is also suffering from its slow convergence, which often appears when the component overlap is large. We analyze the dynamics of the EM algorithm for Gaussian mixtures around singularities and show that there exists a slow manifold caused by a singular structure, which is closely related to the slow convergence of the EM algorithm. We also conduct numerical simulations to confirm the theoretical analysis. Through the simulations, we compare the dynamics of the EM algorithm with that of the gradient descent algorithm, and show that their slow dynamics are caused by the same singular structure, and thus they have the same behaviors around singularities.
Year
DOI
Venue
2009
10.1007/s11063-009-9094-4
Neural Processing Letters
Keywords
Field
DocType
EM algorithm,Gradient descent learning,Learning dynamics,Singularity,Slow convergence
Convergence (routing),Applied mathematics,Search algorithm,Artificial intelligence,Gaussian process,Estimation theory,Slow manifold,Gradient descent,Mathematical optimization,Pattern recognition,Expectation–maximization algorithm,Gaussian,Mathematics
Journal
Volume
Issue
ISSN
29
1
1370-4621
Citations 
PageRank 
References 
12
0.78
16
Authors
2
Name
Order
Citations
PageRank
Hyeyoung Park119432.70
Tomoko Ozeki21039.71