Convergence Rates for Gaussian Mixtures of Experts

被引:0
|
作者
Ho, Nhat [1 ]
Yang, Chiao-Yu [2 ]
Jordan, Michael I. [3 ,4 ]
机构
[1] Univ Texas Austin, Div Stat & Data Sci, Austin, TX 78712 USA
[2] Univ Calif Berkeley, Dept Stat, Berkeley, CA 94720 USA
[3] Univ Calif Berkeley, Div Comp Sci, Berkeley, CA 94720 USA
[4] Univ Calif Berkeley, Dept Stat, Berkeley, CA 94720 USA
关键词
Mixture of experts; maximum likelihood estimation; convergence rate; optimal transport; partial differential equation; algebraic geometry; HIERARCHICAL MIXTURES; REGRESSION-MODELS; FINITE MIXTURE; OF-EXPERTS; PARAMETER-ESTIMATION; MAXIMUM-LIKELIHOOD; IDENTIFIABILITY; APPROXIMATION; SINGULARITY;
D O I
暂无
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
We provide a theoretical treatment of over-sp ecified Gaussian mixtures of experts with covariate-free gating networks. We establish the convergence rates of the maximum likelihood estimation (MLE) for these models. Our proof technique is based on a novel notion of algebraic independence of the expert functions. Drawing on optimal transport, we establish a connection between the algebraic independence of the expert functions and a certain class of partial differential equations (PDEs) with respect to the parameters. Exploiting this connection allows us to derive convergence rates for parameter estimation.
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页数:81
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