Finite mixture modelling is a popular method in the field of clustering and is beneficial largely due to its soft cluster membership probabilities. However, the most common algorithm for fitting finite mixture models, the EM algorithm, falls victim to a number of issues. We address these issues that plague clustering using finite mixture models, including convergence to solutions corresponding to local maxima and algorithm speed concerns in high dimensional cases. This is done by developing two novel algorithms that incorporate a spectral decomposition of the data matrix and a non-parametric bootstrap sampling scheme. Simulations show the validity of our algorithms and demonstrate not only their flexibility but also their ability to avoid solutions corresponding to local-maxima, when compared to other (bootstrapped) clustering algorithms for estimating finite mixture models. Our novel algorithms have a typically more consistent convergence criteria as well as a significant increase in speed over other bootstrapped algorithms that fit finite mixture models.
翻译:有限混合物建模是集群领域流行的一种方法,主要得益于其软集群成员概率。然而,安装有限混合物模型的最常见算法,EM算法,即EM算法,却成为若干问题的受害者。我们用有限混合物模型解决这些问题,包括结合与高维情况下当地最大值和算法速度问题相对应的解决办法。这是通过开发两种新奇算法,包括数据矩阵的光谱分解和非参数式靴套采样办法来实现的。模拟显示我们的算法的有效性,不仅显示其灵活性,而且显示其避免与当地-马西西马相对应的解决方案的能力,而与其他估算有限混合物模型的(已启动的)组算法相比,我们的新算法通常具有更为一致的标准,而且相对于其他适合有限混合物模型的固定算法,其速度也显著提高。