EM训练混合专家模型有理论保证,收敛更快更准。
Learning Mixtures of Experts with EM: A Mirror Descent Perspective
- 用镜面下降视角重解EM算法,揭示其与KL正则的等价性。
- 在2个线性/逻辑专家情况下,信号噪声比决定线性收敛速度。
- 合成与真实数据实验表明EM比梯度下降收敛更快、精度更高。
经典混合专家(MoE)模型通过将输入空间划分,对每个区域分别训练独立的“专家”模型。近年来,基于MoE的架构因能降低训练和推理成本而流行,其中划分函数与专家模型均通过梯度下降法联合学习。本文研究了期望最大化(EM)算法在训练MoE模型中的理论保障。我们首先严格分析了当目标变量与隐变量在特征变量条件下的分布属于指数族时,EM算法等价于步长为1的投影镜面下降,且带有KL散度正则项。该视角使我们推导出新的收敛结果,并识别出局部线性收敛的条件;在2个线性或逻辑专家的特殊情形下,我们进一步基于信噪比给出了线性收敛保证。在合成数据和小规模真实数据上的实验表明,EM在收敛速度和最终精度上均优于梯度下降方法。
原文摘要 · Abstract (English)
Classical Mixtures of Experts (MoE) are Machine Learning models that involve partitioning the input space, with a separate "expert" model trained on each partition. Recently, MoE-based model architectures have become popular as a means to reduce training and inference costs. There, the partitioning function and the experts are both learnt jointly via gradient descent-type methods on the log-likelihood. In this paper we study theoretical guarantees of the Expectation Maximization (EM) algorithm for the training of MoE models. We first rigorously analyze EM for MoE where the conditional distribution of the target and latent variable conditioned on the feature variable belongs to an exponential family of distributions and show its equivalence to projected Mirror Descent with unit step size and a Kullback-Leibler Divergence regularizer. This perspective allows us to derive new convergence results and identify conditions for local linear convergence; In the special case of mixture of $2$ linear or logistic experts, we additionally provide guarantees for linear convergence based on the signal-to-noise ratio. Experiments on synthetic and (small-scale) real-world data supports that EM outperforms the gradient descent algorithm both in terms of convergence rate and the achieved accuracy.
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