用半定规划求解混合分布逼近问题,可精准估计高维数据聚类数与参数。
Mixtures Closest to a Given Measure: A Semidefinite Programming Approach
- 通过半定松弛层次逼近目标分布,无需预设有限参数集
- 在特定秩条件下实现有限步收敛并恢复最优混合测度
- 适用于高维聚类,能快速给出聚类数和初始参数
混合模型(如高斯混合模型)广泛用于表示复杂数据分布。在高维情形下,关键挑战在于确定混合阶数并估计参数。本文研究如何基于有限个矩信息,用参数族(如高斯、指数、泊松)的混合分布逼近目标测度,以2-Wasserstein距离或总变差距离衡量逼近质量。不同于多数方法,参数集不假设为有限,而是建模为紧致基本半代数集。提出一个半定松弛层次结构,具有渐近收敛性;当满足特定秩条件时,收敛为有限步,并可恢复最优混合测度。此外,该框架应用于聚类任务,既可独立使用,也可作为预处理步骤,同时提供聚类数量与优良初始参数估计,从而加速标准局部聚类算法的收敛。
原文摘要 · Abstract (English)
Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the mixture parameters. We study the problem of approximating a target measure, available only through finitely many of its moments, by a mixture of distributions from a parametric family (e.g., Gaussian, exponential, Poisson), with approximation quality measured by the 2-Wasserstein or the total variation distance. Unlike many existing approaches, the parameter set is not assumed to be finite; it is modeled as a compact basic semi-algebraic set. We introduce a hierarchy of semidefinite relaxations with asymptotic convergence to the desired optimal value. In addition, when a certain rank condition is satisfied, the convergence is even finite and recovery of an optimal mixing measure is obtained. We also present an application to clustering, where our framework serves either as a stand-alone method or as a preprocessing step that yields both the number of clusters and strong initial parameter estimates, thereby accelerating convergence of standard (local) clustering algorithms.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。