Convergence Analysis of Gradient EM for Multi-component Gaussian Mixture

23 May 2017Bowei YanMingzhang YinPurnamrita Sarkar

In this paper, we study convergence properties of the gradient Expectation-Maximization algorithm \cite{lange1995gradient} for Gaussian Mixture Models for general number of clusters and mixing coefficients. We derive the convergence rate depending on the mixing coefficients, minimum and maximum pairwise distances between the true centers and dimensionality and number of components; and obtain a near-optimal local contraction radius... (read more)

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