skip to main content
10.1145/380752.380808acmconferencesArticle/Chapter ViewAbstractPublication PagesstocConference Proceedingsconference-collections
Article

Learning mixtures of arbitrary gaussians

Published: 06 July 2001 Publication History

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.

References

[1]
{1} N. Alon, J. Spencer and P. Erdös. The probabilistic method. Wiley Interscience, 1992.
[2]
{2} J. Bourgain. Random points in isotropic convex sets. Convex geometric analysis (Berkeley, CA, 1996), 53-58, Math. Sci. Res. Inst. Publ., 34, Cambridge Univ. Press, Cambridge, 1999.
[3]
{3} M. Charikar, S. Guha, E. Tardos, and D. Shmoys. A constant-factor approximation algorithm for the k-median problem. Proc. 31st ACM STOC, 1999.
[4]
{4} S. DasGupta. Learning mixtures of gaussians. Proc. IEEE Foundations of Computer Science, 1999.
[5]
{5} S. Dasgupta and L. Schulman. Personal communication, March 2000.
[6]
{6} A. P. Dempster, N. M. Laird, and D. B. Rubin. Maximum likelihood from incomplete data via the EM algorithm. J. Royal Statistics Soc. Ser. B, 39:1-38, 1977.
[7]
{7} Y. Freund and Y. Mansour. Estimating a mixture of two product distributions. ACM Conference on Computational Learning Theory, 1999.
[8]
{8} W. J. Hoeffding. Probability inequalities for sums of bounded random variables. J. American Statistical Assoc, 58(301):13-30, March 1963.
[9]
{9} P. J. Huber. Projection pursuit. Annals of Statistics, 13(2):435-475, June 1985.
[10]
{10} W. B. Johnson and J. Lindenstrauss. Extensions of Lipshitz mapping into Hilbert space. Contemp. Math. 26:189-206, 1984.
[11]
{11} R. Kannan, G. Li, Sampling according to the multivariate normal density, in the Proceedings of the 37th Annual Symposium on the Foundations of Computer Science, IEEE (1996) pp. 204-213.
[12]
{12} L. Leindler. On a certain converse of Hölder's inequality II. stochastic programming. Acta Sci. Math. Szeged 33:217-223(1972).
[13]
{13} B. Lindsay. Mixture models: theory, geometry, and applications. American Statistical Association, Virginia 1995.
[14]
{14} A. Prékopa. Logarithmic concave measures with applications to stochastic programming. Acta Sci. Math. Szeged 32:301-316 (1971).
[15]
{15} A. Prékopa. On logarithmic concave measures and functions. Acta Sci. Math. Szeged 34:335-343 (1973).
[16]
{16} R. A. Redner, H. F. Walker. Mixture densities, maximum likelihood and the EM Algorithm. SIAM Review, 26(2):195-239, 1984.
[17]
{17} M. Rudelson. Random vectors in the isotropic position. J. Func. Anal. 164:60-72, 1999.
[18]
{18} D. M. Titterington, A. F. M. Smith, and U. E. Makov. Statistical analysis of finite mixture distributions, Wiley, 1985.

Cited By

View all

Recommendations

Comments

Information & Contributors

Information

Published In

cover image ACM Conferences
STOC '01: Proceedings of the thirty-third annual ACM symposium on Theory of computing
July 2001
755 pages
ISBN:1581133499
DOI:10.1145/380752
Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

Sponsors

Publisher

Association for Computing Machinery

New York, NY, United States

Publication History

Published: 06 July 2001

Permissions

Request permissions for this article.

Check for updates

Author Tags

  1. clustering
  2. gaussians
  3. learning
  4. mixture distributions

Qualifiers

  • Article

Conference

STOC01
Sponsor:

Acceptance Rates

STOC '01 Paper Acceptance Rate 83 of 230 submissions, 36%;
Overall Acceptance Rate 1,469 of 4,586 submissions, 32%

Upcoming Conference

STOC '25
57th Annual ACM Symposium on Theory of Computing (STOC 2025)
June 23 - 27, 2025
Prague , Czech Republic

Contributors

Other Metrics

Bibliometrics & Citations

Bibliometrics

Article Metrics

  • Downloads (Last 12 months)39
  • Downloads (Last 6 weeks)1
Reflects downloads up to 01 Jan 2025

Other Metrics

Citations

Cited By

View all

View Options

Login options

View options

PDF

View or Download as a PDF file.

PDF

eReader

View online with eReader.

eReader

Media

Figures

Other

Tables

Share

Share

Share this Publication link

Share on social media