论文标题

高斯混合模型中的局部最小结构

Local Minima Structures in Gaussian Mixture Models

论文作者

Chen, Yudong, Song, Dogyoon, Xi, Xumei, Zhang, Yuqian

论文摘要

我们研究了高斯混合模型(GMM)负模型的负模样函数的景观,其中人口限制的一般数量。由于目标函数是非凸的,因此即使是分离良好的混合模型,也可以有多个局部最小值,这些局部最小值在全球范围内也不是最佳。我们的研究表明,所有局部最小值共享一个共同的结构,该结构部分识别了真实位置混合物的聚类中心(即高斯组件的均值)。具体而言,每个局部最小值可以表示为两种类型的子配置类型的非重叠组合:将单个平均值估算拟合到多个高斯组件或将多个估计值拟合到单个真实组件中。这些结果适用于设置,在该设置中,真正的混合组件满足一定的分离条件,即使组件数量过高或指定不足,也是有效的。我们还为设置具有三个组件的一维GMM的设置提供了更细粒度的分析,该分量提供了更清晰的近似误差界限,并改善了对分离的依赖性。

We investigate the landscape of the negative log-likelihood function of Gaussian Mixture Models (GMMs) with a general number of components in the population limit. As the objective function is non-convex, there can be multiple local minima that are not globally optimal, even for well-separated mixture models. Our study reveals that all local minima share a common structure that partially identifies the cluster centers (i.e., means of the Gaussian components) of the true location mixture. Specifically, each local minimum can be represented as a non-overlapping combination of two types of sub-configurations: fitting a single mean estimate to multiple Gaussian components or fitting multiple estimates to a single true component. These results apply to settings where the true mixture components satisfy a certain separation condition, and are valid even when the number of components is over- or under-specified. We also present a more fine-grained analysis for the setting of one-dimensional GMMs with three components, which provide sharper approximation error bounds with improved dependence on the separation.

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