Split and Merge EM Algorithm for Improving Gaussian Mixture Density Estimates

  • Authors:
  • Naonori Ueda;Ryohei Nakano;Zoubin Ghahramani;Geoffrey E. Hinton

  • Affiliations:
  • NTT Communication Science Laboratories, Hikaridai, Seika-cho, Soraku-gun, Kyoto 619-0237, Japan;NTT Communication Science Laboratories, Hikaridai, Seika-cho, Soraku-gun, Kyoto 619-0237, Japan;Gatsby Computational Neuroscience Unit, University College London, 17 Queen Square, London WC1N 3AR, UK;Gatsby Computational Neuroscience Unit, University College London, 17 Queen Square, London WC1N 3AR, UK

  • Venue:
  • Journal of VLSI Signal Processing Systems
  • Year:
  • 2000

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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.