A Probabilistic Analysis of EM for Mixtures of Separated, Spherical Gaussians

  • Authors:
  • Sanjoy Dasgupta;Leonard Schulman

  • Affiliations:
  • -;-

  • Venue:
  • The Journal of Machine Learning Research
  • Year:
  • 2007

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Abstract

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