arXiv Machine Learning

Solving the Ho--Nguyen Conjecture for Gaussian Mixtures: Applications to Mixtures of Experts

arXiv Machine Learning
Aug 19

Global Convergence of Gradient EM for Over-Parameterized Gaussian Mixtures

arXiv:2506. 06584v2 Announce Type: replace Abstract: Learning Gaussian Mixture Models (GMMs) is a fundamental problem in statistics and machine learning, with the Expectation-Maximization (EM) algorithm and its popular variant gradient EM being arguably the most widely used algorithms in practice.

By Mo Zhou, Weihang Xu, Maryam Fazel, Simon S. Du
arXiv Machine Learning
Jun 9

Dendrograms of Mixing Measures for Softmax-Gated Gaussian Mixture of Experts: Consistency Without Model Sweeps

arXiv:2510. 12744v2 Announce Type: replace-cross Abstract: We develop a unified statistical framework for softmax-gated Gaussian mixture of experts (SGMoE) that addresses three long-standing obstacles in parameter estimation and model selection: (i) non-identifiability of gating parameters up to common translations, (ii) intrinsic gate-expert interactions that induce coupled differential relations in the likelihood, and (iii) the tight numerator-denominator coupling in the softmax-induced conditional density.

By Do Tien Hai, Trung Nguyen Mai, TrungTin Nguyen, Nhat Ho, Binh T. Nguyen, Christopher Drovandi
arXiv Machine Learning
Sep 10

The EM-algorithm and the Method of Moments in Softmax Mixture Models

arXiv:2409. 09903v3 Announce Type: replace-cross Abstract: Softmax Mixture Models (SMMs) are discrete $K$-component mixture models for the probabilities of selecting one of $p$ candidate feature vectors $X_1,\ldots,X_p\in\mathbb{R}^L$ in heterogeneous populations and are widely used in econometrics and scientific applications.

By Xin Bing, Florentina Bunea, Jonathan Niles-Weed, Marten Wegkamp
arXiv Statistics ML
Sep 2

Deep Skew-t Mixture Models

arXiv:2609.00773v1 Announce Type: cross Abstract: High-dimensional clustering is challenging when component distributions are both heavy-tailed and directionally asymmetric. We propose a deep skew-$t...

By Jinran Wu, You-Gan Wang, Geoffrey J. McLachlan
arXiv Machine Learning
Jul 13

A Fourier analytique approach to Gaussian mixture learning

arXiv:2004. 05813v3 Announce Type: replace-cross Abstract: Suppose that we are given independent, identically distributed random samples $x_1,\cdots,x_n$ from a mixture at most $k$ many $d$-dimensional spherical Gaussian distributions $\mu_1,\cdots,\mu_{k_0}$ of identical and known variance $\sigma^2$ in each coordinate, such that the minimum $\ell^2$ distance between two distinct centers $y_l$ and $y_j$ is greater than $2\Delta\sigma \min\{\sqrt{d},\sqrt k\}$, where $\Delta>C_0$, and $C_0$ is a sufficiently large universal constant.

By Somnath Chakraborty, Hariharan Narayanan
arXiv Statistics ML
Sep 28

Ensembles of Exactly Solved Subsamples for Clusterwise Regression: Trimming Without a Trimming Level

The paper proposes an ensemble method for clusterwise regression that uses exact solutions on many small random subsamples. Each subsample is solved to global optimality, extended to the full data via nearest-surface assignment, and the resulting partitions are combined by voting or selection. The method achieves high accuracy even with up to 20% gross outliers and can estimate the trimming level without prior knowledge, outperforming traditional trimmed alternation in worst‑case scenarios.

By Samir Orujov
arXiv Machine Learning
Oct 22

Minimax Optimality of the NPMLE for Gaussian Mixtures in Hellinger Distance

The paper studies estimation of univariate Gaussian mixture densities using the nonparametric maximum likelihood estimator (NPMLE). It proves that the unconstrained NPMLE attains the minimax optimal rate ∑(n)/n in squared Hellinger distance when the true mixing measure is sub‑Gaussian, and that a compactly constrained NPMLE achieves a slightly faster rate ∑(n)/(n∑∑(n)). The analysis relies on sharp bounds for local Hellinger bracketing entropy and introduces new bounds on the L² bracketing entropy of bounded‑degree polynomial balls.

By Shayan Hundrieser, Tudor Manole
arXiv AI
Oct 15

Optimal Transport Aggregation for Distributed Mixture-of-Experts

The paper addresses how to combine independently fitted local Mixture-of-Experts (MoE) models from distributed datasets into a single global MoE. It proposes reducing the resulting large mixture to a K‑expert model by minimizing an expected transportation divergence that depends on covariates, using a majorization–minimization algorithm for experts and a separate fitting for the gating network. The method guarantees consistency of the aggregated estimator, requires only one one‑way communication round, and achieves accuracy close to centralized estimation while cutting computation time.

By Fa\"icel Chamroukhi, Nhat Thien Pham