Effective Learning of a GMRF Mixture Model

• URL: http://arxiv.org/abs/2005.09030v3
• Date: Fri, 21 Jan 2022 21:32:34 GMT
• Title: Effective Learning of a GMRF Mixture Model
• Authors: Shahaf E. Finder, Eran Treister, Oren Freifeld
• Abstract summary: We propose restricting the GMM to a Gaussian Markov Random Field Mixture Model (GMRF-MM) When the sparsity pattern of each matrix is known, we propose an efficient optimization method for the Maximum Likelihood Estimate (MLE) of that matrix. We show that our "debiasing" approach outperforms GLASSO in both the single-GMRF and the GMRF-MM cases.
• Score: 8.336315962271396
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Learning a Gaussian Mixture Model (GMM) is hard when the number of parameters is too large given the amount of available data. As a remedy, we propose restricting the GMM to a Gaussian Markov Random Field Mixture Model (GMRF-MM), as well as a new method for estimating the latter's sparse precision (i.e., inverse covariance) matrices. When the sparsity pattern of each matrix is known, we propose an efficient optimization method for the Maximum Likelihood Estimate (MLE) of that matrix. When it is unknown, we utilize the popular Graphical Least Absolute Shrinkage and Selection Operator (GLASSO) to estimate that pattern. However, we show that even for a single Gaussian, when GLASSO is tuned to successfully estimate the sparsity pattern, it does so at the price of a substantial bias of the values of the nonzero entries of the matrix, and we show that this problem only worsens in a mixture setting. To overcome this, we discard the nonzero values estimated by GLASSO, keep only its pattern estimate and use it within the proposed MLE method. This yields an effective two-step procedure that removes the bias. We show that our "debiasing" approach outperforms GLASSO in both the single-GMRF and the GMRF-MM cases. We also show that when learning priors for image patches, our method outperforms GLASSO even if we merely use an educated guess about the sparsity pattern, and that our GMRF-MM outperforms the baseline GMM on real and synthetic high-dimensional datasets.

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