In this paper, we firstly give a brief introduction of expectation maximization (EM) algorithm, and then discuss the initial value sensitivity of expectation maximization algorithm. Subsequently, we give a short proof of EM's convergence. Then, we implement experiments with the expectation maximization algorithm (We im…
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48 results for “Expectation-Maximization (EM) algorithm”
Fast convergence of the Expectation Maximization algorithm under a logarithmic Sobolev inequalitystat.ML
New framework improves EM algorithm convergence under log-Sobolev inequality.
problem Improving convergence of the EM algorithm.
method Extending gradient flow techniques to EM algorithm, using free energy representation.
result Exponential convergence of EM algorithm under log-Sobolev inequality.
We present a noise-injected version of the Expectation-Maximization (EM) algorithm: the Noisy Expectation Maximization (NEM) algorithm. The NEM algorithm uses noise to speed up the convergence of the EM algorithm. The NEM theorem shows that injected noise speeds up the average convergence of the EM algorithm to a local…
Maximum likelihood estimation (MLE) is one of the most important methods in machine learning, and the expectation-maximization (EM) algorithm is often used to obtain maximum likelihood estimates. However, EM heavily depends on initial configurations and fails to find the global optimum. On the other hand, in the field …
Improves EM algorithm for better local optima in mixture models.
problem EM algorithm's sensitivity to initialization and bad local optima.
method Big Learning principle applied to upgrade EM algorithm.
result BigLearn-EM delivers optimal solution with high probability.
We propose a modified expectation-maximization algorithm by introducing the concept of quantum annealing, which we call the deterministic quantum annealing expectation-maximization (DQAEM) algorithm. The expectation-maximization (EM) algorithm is an established algorithm to compute maximum likelihood estimates and appl…
Paper proposes a faster SPIDER-EM variant for large-scale nonconvex optimization.
problem High computational cost of EM algorithm in large-scale learning.
method Extension of SPIDER-EM for nonconvex finite-sum optimization problems.
result Achieves state-of-the-art complexity bounds and linear convergence under certain conditions.
Paper shows DMS as an EM algorithm with improved convergence.
problem Improving the convergence of DMS algorithm.
method Shows DMS as a generalized EM algorithm and provides new proofs.
result Demonstrates global convergence and linear convergence of DMS.
A new EM algorithm improves inference from large datasets.
problem Efficient inference in latent variable models with large datasets.
method Introduces SPIDER-EM, a novel EM algorithm using SPIDER estimator.
result Finite-time complexity bounds for smooth non-convex likelihood.
We show that a large class of Estimation of Distribution Algorithms, including, but not limited to, Covariance Matrix Adaption, can be written as a Monte Carlo Expectation-Maximization algorithm, and as exact EM in the limit of infinite samples. Because EM sits on a rigorous statistical foundation and has been thorough…
EM algorithm speeds up convergence in federated learning with heterogenous data.
problem Understanding convergence rates of federated learning algorithms under data heterogeneity.
method Characterized convergence rate of EM algorithm for FMLR model under various regimes.
result EM algorithm converges to ground truth with SNR ≥ √K in all regimes.
In this paper, we propose a dynamical systems perspective of the Expectation-Maximization (EM) algorithm. More precisely, we can analyze the EM algorithm as a nonlinear state-space dynamical system. The EM algorithm is widely adopted for data clustering and density estimation in statistics, control systems, and machine…
In this paper we develop an Expectation Maximization(EM) algorithm to estimate the parameter of a Yule-Simon distribution. The Yule-Simon distribution exhibits the "rich get richer" effect whereby an 80-20 type of rule tends to dominate. These distributions are ubiquitous in industrial settings. The EM algorithm presen…
sEM uses optimal transport to improve EM algorithm for better convergence and avoiding local optima.
problem Improving the EM algorithm for better convergence and avoiding local optima.
method sEM uses entropic optimal transport to compute responsibilities in the expectation step, leading to better global convergence guarantees and avoiding local optima.
result sEM learns cell labels significantly better than other approaches, improving convergence and avoiding local optima.
The iterative nature of the expectation maximization (EM) algorithm presents a challenge for privacy-preserving estimation, as each iteration increases the amount of noise needed. We propose a practical private EM algorithm that overcomes this challenge using two innovations: (1) a novel moment perturbation formulation…
Differentially Private (Gradient) Expectation Maximization Algorithm with Statistical Guaranteescs.LG
New DP EM algorithm with statistical guarantees for mixture models.
problem Preserving privacy in EM algorithms for mixture models.
method Proposed a DP EM algorithm with statistical guarantees.
result Near optimal estimation error for GMM in DP model.
Expectation Maximization (EM) is among the most popular algorithms for estimating parameters of statistical models. However, EM, which is an iterative algorithm based on the maximum likelihood principle, is generally only guaranteed to find stationary points of the likelihood objective, and these points may be far from…
Hybridization of Expectation-Maximization and K-Means Algorithms for Better Clustering Performancecs.LG
The present work proposes hybridization of Expectation-Maximization (EM) and K-Means techniques as an attempt to speed-up the clustering process. Though both K-Means and EM techniques look into different areas, K-means can be viewed as an approximate way to obtain maximum likelihood estimates for the means. Along with …
Learning with hidden variables is a central challenge in probabilistic graphical models that has important implications for many real-life problems. The classical approach is using the Expectation Maximization (EM) algorithm. This algorithm, however, can get trapped in local maxima. In this paper we explore a new appro…
The Expectation-Maximization (EM) algorithm is one of the most popular methods used to solve the problem of parametric distribution-based clustering in unsupervised learning. In this paper, we propose to analyze a generalized EM (GEM) algorithm in the context of Gaussian mixture models, where the maximization step in t…
Paper proves EM algorithm convergence for mixtures of discrete and continuous parameters.
problem Nontrivial convergence analysis for EM algorithms with mixed-integer parameters.
method Introduces conditions for EM convergence in mixed-integer optimization.
result Proves convergence of EM-based sparse Bayesian learning algorithm.
We present a family of expectation-maximization (EM) algorithms for binary and negative-binomial logistic regression, drawing a sharp connection with the variational-Bayes algorithm of Jaakkola and Jordan (2000). Indeed, our results allow a version of this variational-Bayes approach to be re-interpreted as a true EM al…
EM algorithm converges to global max in latent Gaussian tree models.
problem Optimizing log-likelihood in latent Gaussian tree models.
method Analyzed the optimization landscape and convergence of EM algorithm.
result EM algorithm converges to global maximum in latent Gaussian tree models.
New algorithm for estimating MLR parameters with non-Gaussian noise.
problem Estimating MLR parameters with non-Gaussian noise.
method Combining ADMM with EM algorithm idea.
result Our method outperforms EM algorithm in non-Gaussian noise case.
Semi-supervised EM improves convergence rate with labeled samples.
problem Improving convergence rate in EM algorithm with labeled and unlabeled data.
method Analysis of semi-supervised EM algorithm for Gaussian mixture models.
result Labeled samples significantly improve the convergence rate for the EM algorithm.
Estimating the Coefficients of a Mixture of Two Linear Regressions by Expectation Maximizationstat.ML
We give convergence guarantees for estimating the coefficients of a symmetric mixture of two linear regressions by expectation maximization (EM). In particular, we show that the empirical EM iterates converge to the target parameter vector at the parametric rate, provided the algorithm is initialized in an unbounded co…
Clustering algorithms are a cornerstone of machine learning applications. Recently, a quantum algorithm for clustering based on the k-means algorithm has been proposed by Kerenidis, Landman, Luongo and Prakash. Based on their work, we propose a quantum expectation-maximization (EM) algorithm for Gaussian mixture models…
DO-EM framework for quantum models improves generative tasks.
problem Lack of Expectation-Maximization framework for density operators.
method Demonstrated inequality for density operators, derived DO-EM framework.
result DO-EM framework outperforms probabilistic models in generative tasks.
Decentralized EM Algorithm for Gaussian Mixtures under Data Heterogeneity and Partial Labelingstat.ML
New algorithms improve Gaussian mixture model estimation in DFL with heterogeneous data.
problem Bias in EM algorithm for Gaussian mixtures in DFL with heterogeneous data.
method MNEM and semi-MNEM algorithms integrating historical and partially labeled data.
result MNEM and semi-MNEM achieve asymptotic efficiency and improved convergence.
New EM algorithm improves deep generative network training.
problem Training deep generative networks with complex posterior and likelihood distributions.
method Derive analytical posterior and marginal distributions using CPA property, derive analytical EM algorithm.
result EM training yields higher likelihood than Variational Autoencoders (VAEs).
We provide a general theory of the expectation-maximization (EM) algorithm for inferring high dimensional latent variable models. In particular, we make two contributions: (i) For parameter estimation, we propose a novel high dimensional EM algorithm which naturally incorporates sparsity structure into parameter estima…
GFlowNet-EM learns complex latent variable models with discrete structures.
problem Challenges in modeling posteriors over discrete compositional latents with expectation-maximization.
method Uses GFlowNets to learn stochastic policies for sampling from complex posterior distributions.
result GFlowNet-EM enables training expressive LVMs with discrete compositional latents.
An Asynchronous Distributed Expectation Maximization Algorithm For Massive Data: The DEM Algorithmstat.CO
The family of Expectation-Maximization (EM) algorithms provides a general approach to fitting flexible models for large and complex data. The expectation (E) step of EM-type algorithms is time-consuming in massive data applications because it requires multiple passes through the full data. We address this problem by pr…
Training deep generative models with maximum likelihood remains a challenge. The typical workaround is to use variational inference (VI) and maximize a lower bound to the log marginal likelihood of the data. Variational auto-encoders (VAEs) adopt this approach. They further amortize the cost of inference by using a rec…
New method estimates Gaussian copulas with missing data using EM algorithm.
problem Estimating Gaussian copulas with missing data and prior assumptions.
method Rigorous application of the Expectation Maximization (EM) algorithm for marginal distributions and dependence structure.
result Joint distribution learned is closer to the underlying distribution.
Fast Incremental Expectation Maximization for finite-sum optimization: nonasymptotic convergencecs.LG
FIEM accelerates EM for large datasets with nonasymptotic convergence bounds.
problem Efficiently optimizing large datasets using EM framework.
method FIEM recasts EM in Stochastic Approximation framework and provides nonasymptotic convergence bounds.
result Nonasymptotic bounds for convergence in expectation as a function of and $\kmax$.
The speed of convergence of the Expectation Maximization (EM) algorithm for Gaussian mixture model fitting is known to be dependent on the amount of overlap among the mixture components. In this paper, we study the impact of mixing coefficients on the convergence of EM. We show that when the mixture components exhibit …
Algorithme EM régulariséstat.ML
Regularized EM algorithm improves clustering performance with small sample sizes.
problem Performance reduction in EM algorithm due to small sample size and poorly conditioned covariance matrices.
method Regularized EM algorithm that uses prior knowledge to ensure positive definiteness of covariance matrices.
result The regularized EM algorithm outperforms standard EM in clustering tasks with small sample sizes.
Gradient EM converges globally for over-parameterized Gaussian mixtures.
problem Recovering ground truth Gaussian mixtures with over-parameterized models.
method Gradient EM with over-parameterization, using Hermite polynomials and tensor decomposition.
result Gradient EM globally converges to ground truth with over-parameterization.
Stochastic EM with biased MCMC improves inference stability.
problem Intractable E-step in EM algorithm.
method Stochastic approximation with biased MCMC.
result ULA is more stable and sometimes faster than MALA.
MLE and CVE are equivalent under exponential families, leading to faster and more stable EM algorithms.
problem Finding maximum likelihood estimators (MLE) efficiently and stably.
method Proved equivalence between MLE and CVE under exponential families, leading to an EM algorithm.
result EM algorithm achieves the same asymptotic variance as MLE and is faster and more stable.
As an automatic method of determining model complexity using the training data alone, Bayesian linear regression provides us a principled way to select hyperparameters. But one often needs approximation inference if distribution assumption is beyond Gaussian distribution. In this paper, we propose a Bayesian linear reg…
Regression mixture models are widely studied in statistics, machine learning and data analysis. Fitting regression mixtures is challenging and is usually performed by maximum likelihood by using the expectation-maximization (EM) algorithm. However, it is well-known that the initialization is crucial for EM. If the init…
Finite mixture models are among the most popular statistical models used in different data science disciplines. Despite their broad applicability, inference under these models typically leads to computationally challenging non-convex problems. While the Expectation-Maximization (EM) algorithm is the most popular approa…
Gradient EM converges exponentially to optimal solution in agnostic mixtures.
problem Fitting parametric functions to given data points without a generative model.
method Gradient EM algorithm for agnostic mixtures of arbitrary parametric functions.
result Gradient EM converges exponentially to population loss minimizers with high probability.
Inference of stochastic time series with missing dataphysics.data-an
Method infers dynamics from incomplete time series data.
problem Challenges in inferring stochastic dynamics from time series with missing data.
method Expectation Maximization (EM) algorithm that iterates between E-step and M-step.
result The EM algorithm effectively recovers missing data points and infers underlying network models from real neuronal activities.
We study a class of weakly identifiable location-scale mixture models for which the maximum likelihood estimates based on i.i.d. samples are known to have lower accuracy than the classical error. We investigate whether the Expectation-Maximization (EM) algorithm also converges slowly for these m…
A new approach for signal parametrization, which consists of a specific regression model incorporating a discrete hidden logistic process, is proposed. The model parameters are estimated by the maximum likelihood method performed by a dedicated Expectation Maximization (EM) algorithm. The parameters of the hidden logis…