2024/06/29 by Weihang Xu, Maryam Fazel, Xu, Weihang +3 · 2 citations
Computer Science · #Algorithms and Data Compression #Bayesian Methods and Mixture Models #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC)
paper · pdf · doi:10.48550/arxiv.2407.00490
openalex publication_date 2024/06/29 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/30
We study the gradient Expectation-Maximization (EM) algorithm for Gaussian Mixture Models (GMM) in the over-parameterized setting, where a general GMM with n>1 components learns from data that are generated by a single ground truth Gaussian distribution. While results for the special case of 2-Gaussian mixtures are well-known, a general global convergence analysis for arbitrary n remains unresolved and faces several new technical barriers since the convergence becomes sub-linear and non-monotonic. To address these challenges, we construct a novel likelihood-based convergence analysis framework and rigorously prove that gradient EM converges globally with a sublinear rate O(1/√(t)). This is the first global convergence result for Gaussian mixtures with more than 2 components. The sublinear convergence rate is due to the algorithmic nature of learning over-parameterized GMM with gradient EM. We also identify a new emerging technical challenge for learning general over-parameterized GMM: the existence of bad local regions that can trap gradient EM for an exponential number of steps.