Jun 2025· arXiv.org· Vol abs/2506.06584· 2 citations· ⚡ 1 influential
Computer ScienceMathematics
TL;DR
This is the first global convergence and recovery result for EM or Gradient EM beyond the special case of m=2, and it is proved that with only mild over-parameterization, randomly initialized gradient EM converges to the ground truth with polynomial time and samples.
Abstract
Learning Gaussian Mixture Models (GMMs) is a fundamental problem in statistics and machine learning, with the Expectation-Maximization (EM) algorithm and its popular variant gradient EM being arguably the most widely used algorithms in practice. In the exact-parameterized setting, where both the ground truth GMM and the learning model have the same number of components $m$, a vast line of work has aimed to establish rigorous recovery guarantees for EM. However, global convergence has only been proven for the case of $m=2$, and EM is known to fail to recover the ground truth when $m\geq 3$. In this paper, we consider the $\textit{over-parameterized}$ setting, where the learning model uses $n>m$ components to fit an $m$-component ground truth GMM. In contrast to the exact-parameterized case, we provide a guarantee for convergence to the globally optimal solution (the ground truth) for gradient EM. Specifically, for any well-separated GMMs, we prove that with only mild over-parameterization $n = \Omega(m\log m)$, randomly initialized gradient EM converges to the ground truth with polynomial time and samples. Our analysis proceeds in two stages and introduces a suite of novel tools for Gaussian Mixture analysis to study the dynamics of gradient EM and characterize the geometric landscape of the likelihood loss. This is the first global convergence and recovery result for EM or Gradient EM beyond the special case of $m=2$.
A variant of stochastic gradient descent with initial regularization with initial regularization is analyzed and dimension-free upper bounds on its expected excess risk for the squared loss are derived.
Two novel analytical approaches are developed, each tailored to a different separation regime, reflecting two complementary perspectives on the use of EM: parameter estimation and clustering, which allow the number of Gaussian components, the minimum mixing weight, the component separation, and the dimension to grow wi...
Minimizing gradients of a convex function is an important problem across optimization and learning tasks. The gradient provides a directly computable certificate of approximate stationarity, and its minimization usually implies stronger results than those for minimization of function values. In this work, we study grad...
Nico Pelleriti, Maryam Shiran, David Martínez-Rubio et al.· 0 citations
This work presents the first deterministic algorithm that computes local RLCTs exactly for any two-dimensional model whose Kullback-Leibler distance is contact equivalent to a polynomial, derive a bound on its complexity, and demonstrate its effectiveness for a broad class of models, with applications including polynom...
Grégoire Sergeant-Perthuis, E. Tsigaridas, Jules Tsukahara Cqsb et al.· 0 citations
The key innovative new feature in the proof of the analysis are suitable inverse moment bounds for the second moment process in RMSprop that hold not just for all sufficiently large n but hold for every gradient step $n=1,2,3,...$ with all error constants being explicitly specified.
The Expectation–Maximization (EM) algorithm is a standard tool for estimating linear state-space models, but its reliance on dense covariance matrices makes it difficult to use in large dimensions. We show that, for systems with sparse or banded dynamics and simple noise structures, EM can be run without ever forming t...
J. Almutawa· International Conference on...· 0 citations
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