The Competitive EM Algorithm for Gaussian Mixtures with BYY Harmony Criterion

  • Authors:
  • Hengyu Wang;Lei Li;Jinwen Ma

  • Affiliations:
  • Department of Information Science, School of Mathematical Sciences and LAMA, Peking University, Beijing, China 100871;Department of Information Science, School of Mathematical Sciences and LAMA, Peking University, Beijing, China 100871;Department of Information Science, School of Mathematical Sciences and LAMA, Peking University, Beijing, China 100871

  • Venue:
  • ICIC '08 Proceedings of the 4th international conference on Intelligent Computing: Advanced Intelligent Computing Theories and Applications - with Aspects of Theoretical and Methodological Issues
  • Year:
  • 2008

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Abstract

Gaussian mixture has been widely used for data modeling and analysis and the EM algorithm is generally employed for its parameter learning. However, the EM algorithm may be trapped into a local maximum of the likelihood and even leads to a wrong result if the number of components is not appropriately set. Recently, the competitive EM (CEM) algorithm for Gaussian mixtures, a new kind of split-and-merge learning algorithm with certain competitive mechanism on estimated components of the EM algorithm, has been constructed to overcome these drawbacks. In this paper, we construct a new CEM algorithm through the Bayesian Ying-Yang (BYY) harmony stop criterion, instead of the previously used MML criterion. It is demonstrated by the simulation experiments that our proposed CEM algorithm outperforms the original one on both model selection and parameter estimation.