arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1805.08045cs.LGeess.SPstat.ML
收藏

椭圆混合模型的通用学习框架

A universal framework for learning the elliptical mixture model

Imperial College London(帝国理工学院)

Shengxi Li, Zeyang Yu, Danilo Mandic

摘要:

混合建模使用椭圆分布承诺增强鲁棒性,灵活性和稳定性,广泛采用高斯混合模型(GMM)。然而,现有的研究基于椭圆混合模型(EMM)仅限于几种特定类型的椭圆概率密度函数,这是不支持的一般解决方案或系统的分析框架,这显着限制了严格性和权力的椭圆混合模型在应用中。为此,我们提出了一个新的一般框架,估计和分析的EMM,通过黎曼流形优化。首先,我们调查黎曼流形和椭圆分布之间的关系,并建立连接之间的原始流形和一个重新表示这些流形之间的不匹配,现有的优化解决一般EMM失败的主要原因。接下来,我们提出了一个通用的求解器,这是基于重新设计的成本优化,并证明存在相同的最佳在原来的问题,这是在一个简单,快速和稳定的方式实现。我们进一步计算EMM的影响函数作为理论界,以量化对离群值的鲁棒性。综合的数值结果表明,所提出的框架,以适应不同的属性的个别功能的EMM在一个稳定的方式和快速收敛的速度的能力。最后,增强的鲁棒性和灵活性,建议的框架在标准的GMM证明分析和全面的模拟。

英文摘要:

Mixture modelling using elliptical distributions promises enhanced robustness, flexibility and stability over the widely employed Gaussian mixture model (GMM). However, existing studies based on the elliptical mixture model (EMM) are restricted to several specific types of elliptical probability density functions, which are not supported by general solutions or systematic analysis frameworks; this significantly limits the rigour and the power of EMMs in applications. To this end, we propose a novel general framework for estimating and analysing the EMMs, achieved through Riemannian manifold optimisation. First, we investigate the relationships between Riemannian manifolds and elliptical distributions, and the so established connection between the original manifold and a reformulated one indicates a mismatch between those manifolds, the major cause of failure of the existing optimisation for solving general EMMs. We next propose a universal solver which is based on the optimisation of a re-designed cost and prove the existence of the same optimum as in the original problem; this is achieved in a simple, fast and stable way. We further calculate the influence functions of the EMM as theoretical bounds to quantify robustness to outliers. Comprehensive numerical results demonstrate the ability of the proposed framework to accommodate EMMs with different properties of individual functions in a stable way and with fast convergence speed. Finally, the enhanced robustness and flexibility of the proposed framework over the standard GMM are demonstrated both analytically and through comprehensive simulations.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑