IDEAS home Printed from https://ideas.repec.org/a/plo/pone00/0284114.html
   My bibliography  Save this article

A new iterative initialization of EM algorithm for Gaussian mixture models

Author

Listed:
  • Jie You
  • Zhaoxuan Li
  • Junli Du

Abstract

Background: The expectation maximization (EM) algorithm is a common tool for estimating the parameters of Gaussian mixture models (GMM). However, it is highly sensitive to initial value and easily gets trapped in a local optimum. Method: To address these problems, a new iterative method of EM initialization (MRIPEM) is proposed in this paper. It incorporates the ideas of multiple restarts, iterations and clustering. In particular, the mean vector and covariance matrix of sample are calculated as the initial values of the iteration. Then, the optimal feature vector is selected from the candidate feature vectors by the maximum Mahalanobis distance as a new partition vector for clustering. The parameter values are renewed continuously according to the clustering results. Results: To verify the applicability of the MRIPEM, we compared it with other two popular initialization methods on simulated and real datasets, respectively. The comparison results of the three stochastic algorithms indicate that MRIPEM algorithm is comparable in relatively high dimensions and high overlaps and significantly better in low dimensions and low overlaps.

Suggested Citation

  • Jie You & Zhaoxuan Li & Junli Du, 2023. "A new iterative initialization of EM algorithm for Gaussian mixture models," PLOS ONE, Public Library of Science, vol. 18(4), pages 1-17, April.
    • Handle: RePEc:plo:pone00:0284114
    DOI: 10.1371/journal.pone.0284114
    as

    Download full text from publisher

    File URL: https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0284114
    Download Restriction: no
    File URL: https://journals.plos.org/plosone/article/file?id=10.1371/journal.pone.0284114&type=printable
    Download Restriction: no
    File URL: https://libkey.io/10.1371/journal.pone.0284114?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Branislav Panić & Jernej Klemenc & Marko Nagode, 2020. "Improved Initialization of the EM Algorithm for Mixture Model Parameter Estimation," Mathematics, MDPI, vol. 8(3), pages 1-29, March.
    2. Melnykov, Volodymyr & Melnykov, Igor, 2012. "Initializing the EM algorithm in Gaussian mixture models with an unknown number of components," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1381-1395.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Zhu, Xuwen & Melnykov, Volodymyr, 2018. "Manly transformation in finite mixture modeling," Computational Statistics & Data Analysis, Elsevier, vol. 121(C), pages 190-208.
    2. Xu, Wenjing & Pan, Qing & Gastwirth, Joseph L., 2014. "Cox proportional hazards models with frailty for negatively correlated employment processes," Computational Statistics & Data Analysis, Elsevier, vol. 70(C), pages 295-307.
    3. Semhar Michael & Volodymyr Melnykov, 2016. "An effective strategy for initializing the EM algorithm in finite mixture models," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 10(4), pages 563-583, December.
    4. Branislav Panić & Marko Nagode & Jernej Klemenc & Simon Oman, 2022. "On Methods for Merging Mixture Model Components Suitable for Unsupervised Image Segmentation Tasks," Mathematics, MDPI, vol. 10(22), pages 1-22, November.
    5. Luca Scrucca & Adrian Raftery, 2015. "Improved initialisation of model-based clustering using Gaussian hierarchical partitions," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 9(4), pages 447-460, December.
    6. Volodymyr Melnykov, 2013. "Finite mixture modelling in mass spectrometry analysis," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 62(4), pages 573-592, August.
    7. Ye Tian & Yasunari Yokota, 2019. "Estimating the Major Cluster by Mean-Shift with Updating Kernel," Mathematics, MDPI, vol. 7(9), pages 1-25, August.
    8. Galimberti, Giuliano & Soffritti, Gabriele, 2014. "A multivariate linear regression analysis using finite mixtures of t distributions," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 138-150.
    9. Semhar Michael & Volodymyr Melnykov, 2016. "Finite Mixture Modeling of Gaussian Regression Time Series with Application to Dendrochronology," Journal of Classification, Springer;The Classification Society, vol. 33(3), pages 412-441, October.
    10. Ben Wu & Subhadip Pal & Jian Kang & Ying Guo, 2022. "Rejoinder to discussions of “distributional independent component analysis for diverse neuroimaging modalities”," Biometrics, The International Biometric Society, vol. 78(3), pages 1122-1126, September.
    11. Senthil Kumar Jagatheesaperumal & Varun Prakash Rajamohan & Abdul Khader Jilani Saudagar & Abdullah AlTameem & Muhammad Sajjad & Khan Muhammad, 2023. "MoMo: Mouse-Based Motion Planning for Optimized Grasping to Declutter Objects Using a Mobile Robotic Manipulator," Mathematics, MDPI, vol. 11(20), pages 1-25, October.
    12. Volodymyr Melnykov & Xuwen Zhu, 2019. "An extension of the K-means algorithm to clustering skewed data," Computational Statistics, Springer, vol. 34(1), pages 373-394, March.
    13. Morris, Katherine & Punzo, Antonio & McNicholas, Paul D. & Browne, Ryan P., 2019. "Asymmetric clusters and outliers: Mixtures of multivariate contaminated shifted asymmetric Laplace distributions," Computational Statistics & Data Analysis, Elsevier, vol. 132(C), pages 145-166.
    14. Yingkui Jiao & Zhiwei Li & Junchao Zhu & Bin Xue & Baofeng Zhang, 2022. "ABIDE: A Novel Scheme for Ultrasonic Echo Estimation by Combining CEEMD-SSWT Method with EM Algorithm," Sustainability, MDPI, vol. 14(4), pages 1-21, February.
    15. Antonello Maruotti & Antonio Punzo, 2021. "Initialization of Hidden Markov and Semi‐Markov Models: A Critical Evaluation of Several Strategies," International Statistical Review, International Statistical Institute, vol. 89(3), pages 447-480, December.
    16. Lin, Tsung-I & McLachlan, Geoffrey J. & Lee, Sharon X., 2016. "Extending mixtures of factor models using the restricted multivariate skew-normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 398-413.
    17. Shiow-Lan Gau & Jean Dieu Tapsoba & Shen-Ming Lee, 2014. "Bayesian approach for mixture models with grouped data," Computational Statistics, Springer, vol. 29(5), pages 1025-1043, October.
    18. Branislav Panić & Jernej Klemenc & Marko Nagode, 2020. "Optimizing the Estimation of a Histogram-Bin Width—Application to the Multivariate Mixture-Model Estimation," Mathematics, MDPI, vol. 8(7), pages 1-30, July.
    19. Salvatore D. Tomarchio, 2024. "Matrix-variate normal mean-variance Birnbaum–Saunders distributions and related mixture models," Computational Statistics, Springer, vol. 39(2), pages 405-432, April.
    20. Nagode, Marko & Oman, Simon & Klemenc, Jernej & Panić, Branislav, 2023. "Gumbel mixture modelling for multiple failure data," Reliability Engineering and System Safety, Elsevier, vol. 230(C).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:plo:pone00:0284114. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: plosone (email available below). General contact details of provider: https://journals.plos.org/plosone/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.