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A new iterative initialization of EM algorithm for Gaussian mixture models

Author

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  • 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
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    References listed on IDEAS

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    1. Biernacki, Christophe & Celeux, Gilles & Govaert, Gerard, 2003. "Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models," Computational Statistics & Data Analysis, Elsevier, vol. 41(3-4), pages 561-575, January.
    2. 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.
    3. 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.
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    Cited by:

    1. Cristina Tortora & Antonio Punzo & Brian C. Franczak, 2025. "Handling skewness and directional tails in model-based clustering," Statistical Papers, Springer, vol. 66(5), pages 1-29, August.

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