A two-round variant of EM for Gaussian mixtures

  • Authors:
  • Sanjoy Dasgupta;Leonard J. Schulman

  • Affiliations:
  • AT&T Labs - Research;Georgia Institute of Technology

  • Venue:
  • UAI'00 Proceedings of the Sixteenth conference on Uncertainty in artificial intelligence
  • Year:
  • 2000

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Abstract

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