TITLE:
Research on Initialization on EM Algorithm Based on Gaussian Mixture Model
AUTHORS:
Ye Li, Yiyan Chen
KEYWORDS:
EM Algorithm, Gaussian Mixture Model, K-Nearest Neighbor, K-Means Algorithm, Initialization
JOURNAL NAME:
Journal of Applied Mathematics and Physics,
Vol.6 No.1,
January
5,
2018
ABSTRACT: The EM algorithm is a very popular maximum likelihood estimation method, the iterative algorithm for solving the maximum likelihood estimator when the observation data is the incomplete data, but also is very effective algorithm to estimate the finite mixture model parameters. However, EM algorithm can not guarantee to find the global optimal solution, and often easy to fall into local optimal solution, so it is sensitive to the determination of initial value to iteration. Traditional EM algorithm select the initial value at random, we propose an improved method of selection of initial value. First, we use the k-nearest-neighbor method to delete outliers. Second, use the k-means to initialize the EM algorithm. Compare this method with the original random initial value method, numerical experiments show that the parameter estimation effect of the initialization of the EM algorithm is significantly better than the effect of the original EM algorithm.