Tensor decomposition for learning Gaussian mixtures from moments

In data processing and machine learning, an important challenge is to recover and exploit models that can represent accurately the data. We consider the problem of recovering Gaussian mixture models from datasets. We investigate symmetric tensor decomposition methods for tackling this problem, where...

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Bibliographic Details
Main Authors: Khouja, R. (Author), Mattei, P.-A (Author), Mourrain, B. (Author)
Format: Article
Language:English
Published: Academic Press 2022
Subjects:
Online Access:View Fulltext in Publisher
Description
Summary:In data processing and machine learning, an important challenge is to recover and exploit models that can represent accurately the data. We consider the problem of recovering Gaussian mixture models from datasets. We investigate symmetric tensor decomposition methods for tackling this problem, where the tensor is built from empirical moments of the data distribution. We consider identifiable tensors, which have a unique decomposition, showing that moment tensors built from spherical Gaussian mixtures have this property. We prove that symmetric tensors with interpolation degree strictly less than half their order are identifiable and we present an algorithm, based on simple linear algebra operations, to compute their decomposition. Illustrative experimentations show the impact of the tensor decomposition method for recovering Gaussian mixtures, in comparison with other state-of-the-art approaches. © 2022 Elsevier Ltd
ISBN:07477171 (ISSN)
DOI:10.1016/j.jsc.2022.04.002