Structured Mixture Models
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Date
2023-08-11
Authors
Hou-Liu, Jason
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Publisher
University of Waterloo
Abstract
Finite mixture models are a staple of model-based clustering approaches for distinguishing subgroups. A common mixture model is the finite Gaussian mixture model, whose degrees of freedom scales quadratically with increasing data dimension. Methods in the literature often tackle the degrees of freedom of the Gaussian mixture model by sharing parameters between the eigendecomposition of covariance matrices across all mixture components. We posit finite Gaussian mixture models with alternate forms of parameter sharing by imposing additional structure on the parameters, such as sharing parameters with other components as a convex combination of the corresponding parent components or by imposing a sequence of hierarchical clustering structure in orthogonal subspaces with common parameters across levels. Estimation procedures using the Expectation-Maximization (EM) algorithm are derived throughout, with application to simulated and real-world datasets. As well, the proposed model structures have an interpretable meaning that can shed light on clustering analyses performed by practitioners in the context of their data.
The EM algorithm is a popular estimation method for tackling issues of latent data, such as in finite mixture models where component memberships are often latent. One aspect of the EM algorithm that hampers estimation is a slow rate of convergence, which affects the estimation of finite Gaussian mixture models. To explore avenues of improvement, we explore the extrapolation of the sequence of conditional expectations admitting general EM procedures, with minimal modifications for many common models. With the same mindset of accelerating iterative algorithms, we also examine the use of approximate sketching methods in estimating generalized linear models via iteratively re-weighted least squares, with emphasis on practical data infrastructure constraints. We propose a sketching method that controls for both data transfer and computation costs, the former of which is often overlooked in asymptotic complexity analyses, and are able to achieve an approximate result in much faster wall-clock time compared to the exact solution on real-world hardware, and can estimate standard errors in addition to point estimates.
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Keywords
mixture models, expectation-maximization, sketching, model-based clustering, generalized linear models