Learning mixtures of arbitrary gaussians

  • Authors:
  • Arora Sanjeev;Ravi Kannan

  • Affiliations:
  • Dept of Computer Science, Princeton University;Dept of Computer Science, Yale University

  • Venue:
  • STOC '01 Proceedings of the thirty-third annual ACM symposium on Theory of computing
  • Year:
  • 2001

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Abstract

Mixtures of gaussian (or normal) distributions arise in a variety of application areas. Many techniques have been proposed for the task of finding the component gaussians given samples from the mixture, such as the EM algorithm, a local-search heuristic from Dempster, Laird and Rubin~(1977). However, such heuristics are known to require time exponential in the dimension (i.e., number of variables) in the worst case, even when the number of components is $2$.This paper presents the first algorithm that provably learns the component gaussians in time that is polynomial in the dimension. The gaussians may have arbitrary shape provided they satisfy a “nondegeneracy” condition, which requires their high-probability regions to be not “too close” together.