Unsupervised learning of finite mixture models
Figueiredo, M.A.F.
Jain, A.K.
Dept. of Electr. & Comput. Eng., Inst. of Telecommun., Lisbon;
This paper appears in: Pattern Analysis and Machine Intelligence, IEEE Transactions on
Publication Date: Mar 2002
Volume: 24,
Issue: 3
On page(s): 381-396
ISSN: 0162-8828
References Cited: 64
CODEN: ITPIDJ
INSPEC Accession Number: 7223261
Digital Object Identifier: 10.1109/34.990138
Current Version Published: 2002-08-07
Abstract
This paper proposes an unsupervised algorithm for learning a
finite mixture model from multivariate data. The adjective
"unsupervised" is justified by two properties of the algorithm: 1) it is
capable of selecting the number of components and 2) unlike the standard
expectation-maximization (EM) algorithm, it does not require careful
initialization. The proposed method also avoids another drawback of EM
for mixture fitting: the possibility of convergence toward a singular
estimate at the boundary of the parameter space. The novelty of our
approach is that we do not use a model selection criterion to choose one
among a set of preestimated candidate models; instead, we seamlessly
integrate estimation and model selection in a single algorithm. Our
technique can be applied to any type of parametric mixture model for
which it is possible to write an EM algorithm; in this paper, we
illustrate it with experiments involving Gaussian mixtures. These
experiments testify for the good performance of our approach
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