Split and Merge EM Algorithm for Improving Gaussian Mixture Density Estimates |
| |
Authors: | Naonori Ueda Ryohei Nakano Zoubin Ghahramani and Geoffrey E Hinton |
| |
Affiliation: | (1) NTT Communication Science Laboratories, Hikaridai, Seika-cho, Soraku-gun, Kyoto, 619-0237, Japan;(2) Gatsby Computational Neuroscience Unit, University College London, 17 Queen Square, London, WC1N 3AR, UK |
| |
Abstract: | The EM algorithm for Gaussian mixture models often gets caught in local maxima of the likelihood which involve having too many Gaussians in one part of the space and too few in another, widely separated part of the space. We present a new EM algorithm which performs split and merge operations on the Gaussians to escape from these configurations. This algorithm uses two novel criteria for efficiently selecting the split and merge candidates. Experimental results on synthetic and real data show the effectiveness of using the split and merge operations to improve the likelihood of both the training data and of held-out test data. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|