On convergence and parameter selection of the EM and DA-EM algorithms for Gaussian mixtures

作者:

Highlights:

• We investigate theoretical behaviors of the EM and DA-EM algorithms.

• We propose a theoretical lower bound for initialization of the annealing parameter in the DA-EM algorithm.

• We theoretically prove that, the EM algorithm for Gaussian mixtures actually exhibits the self-annealing behavior.

• Experimental results actually indicate that our theoretical results are applicable in practice.

摘要

•We investigate theoretical behaviors of the EM and DA-EM algorithms.•We propose a theoretical lower bound for initialization of the annealing parameter in the DA-EM algorithm.•We theoretically prove that, the EM algorithm for Gaussian mixtures actually exhibits the self-annealing behavior.•Experimental results actually indicate that our theoretical results are applicable in practice.

论文关键词:Expectation & maximization (EM) algorithm,Deterministic annealing EM (DA-EM),GAUSSIAN mixtures,Self-annealing,Convergence,Parameter selection

论文评审过程:Received 13 November 2016, Revised 6 December 2017, Accepted 17 December 2017, Available online 19 December 2017, Version of Record 4 January 2018.

论文官网地址:https://doi.org/10.1016/j.patcog.2017.12.014