Published February 2007 | Version Published
Journal Article Open

A Probabilistic Analysis of EM for Mixtures of Separated, Spherical Gaussians

Abstract

We show that, given data from a mixture of k well-separated spherical Gaussians in ℜ^d, a simple two-round variant of EM will, with high probability, learn the parameters of the Gaussians to near-optimal precision, if the dimension is high (d >> ln k). We relate this to previous theoretical and empirical work on the EM algorithm.

Additional Information

© 2007 Sanjoy Dasgupta and Leonard Schulman. The first author is indebted to Daniel Hsu for suggesting many simplifications to the analysis, to the reviewers for significantly improving the presentation, and to the NSF for support under grant IIS-0347646.

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Identifiers

Eprint ID
8474
Resolver ID
CaltechAUTHORS:DASjmlr07

Funding

NSF
IIS-0347646

Dates

Created
2007-08-15
Created from EPrint's datestamp field
Updated
2020-02-24
Created from EPrint's last_modified field