Analysis of a generalised expectation-maximisation algorithm for Gaussian mixture models: a control systems perspective

DOI10.1080/00207179.2021.1931964MaRDI QIDQ5043530zbMATHOpenAlexFDO

Authors Sarthak Chatterjee, Orlando Romero, Sérgio Pequito

Publication date 6 October 2022

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1903.00979

zbMATH Keywords

output regulationstatistical data analysislinear multivariable systemsrobust control applications

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Feedback control (93B52) Linear systems in control theory (93C05) Multivariable systems, multidimensional control systems (93C35)

Abstract: The Expectation-Maximization (EM) algorithm is one of the most popular methods used to solve the problem of parametric distribution-based clustering in unsupervised learning. In this paper, we propose to analyze a generalized EM (GEM) algorithm in the context of Gaussian mixture models, where the maximization step in the EM is replaced by an increasing step. We show that this GEM algorithm can be understood as a linear time-invariant (LTI) system with a feedback nonlinearity. Therefore, we explore some of its convergence properties by leveraging tools from robust control theory. Lastly, we explain how the proposed GEM can be designed, and present a pedagogical example to understand the advantages of the proposed approach.

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