Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: $k$-MLE: A fast algorithm for learning statistical mixture models   We describe $k$-MLE, a fast and efficient local search algorithm for learning
finite statistical mixtures of exponential families such as Gaussian mixture
models. Mixture models are traditionally learned using the
expectation-maximization (EM) soft clustering technique that monotonically
increases the incomplete (expected complete) likelihood. Given prescribed
mixture weights, the hard clustering $k$-MLE algorithm iteratively assigns data
to the most likely weighted component and update the component models using
Maximum Likelihood Estimators (MLEs). Using the duality between exponential
families and Bregman divergences, we prove that the local convergence of the
complete likelihood of $k$-MLE follows directly from the convergence of a dual
additively weighted Bregman hard clustering. The inner loop of $k$-MLE can be
implemented using any $k$-means heuristic like the celebrated Lloyd's batched
or Hartigan's greedy swap updates. We then show how to update the mixture
weights by minimizing a cross-entropy criterion that implies to update weights
by taking the relative proportion of cluster points, and reiterate the mixture
parameter update and mixture weight update processes until convergence. Hard EM
is interpreted as a special case of $k$-MLE when both the component update and
the weight update are performed successively in the inner loop. To initialize
$k$-MLE, we propose $k$-MLE++, a careful initialization of $k$-MLE guaranteeing
probabilistically a global bound on the best possible complete likelihood.

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The categories of this paper are: cmp-lg
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The categories of this paper are: econ
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The categories of this paper are: funct-an
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The categories of this paper are: astro-ph
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The categories of this paper are: cond-mat
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The categories of this paper are: adap-org
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The categories of this paper are: math-ph
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The categories of this paper are: bayes-an
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The categories of this paper are: q-alg
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The categories of this paper are: hep-lat
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The categories of this paper are: patt-sol
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The categories of this paper are: dg-ga
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The categories of this paper are: ao-sci
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The categories of this paper are: quant-ph
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The categories of this paper are: chem-ph
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The categories of this paper are: atom-ph