EM Converges for a Mixture of Many Linear Regressions
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Abstract (arXiv)
We study the convergence of the Expectation-Maximization (EM) algorithm for mixtures of linear regressions with an arbitrary number k of components. We show that as long as signal-to-noise ratio (SNR) is tildeOmega(k), well-initialized EM converges to the true regression parameters. Previous results for k ≥ 3 have only established local convergence for the noiseless setting, i.e., where SNR is infinitely large. Our results enlarge the scope to the environment with noises, and notably, we establish a statistical error rate that is independent of the norm (or pairwise distance) of the regression parameters. In particular, our results imply exact recovery as σ rightarrow 0, in contrast to most previous local convergence results for EM, where the statistical error scaled with the norm of parameters. Standard moment-method approaches may be applied to guarantee we are in the region where our local convergence guarantees apply.
Key facts. Cited by 27 papers in the map (data through 14 Oct 2026). First posted on arXiv 28 May 2019.
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Citing papers per year: 2021: 4; 2022: 4; 2023: 10; 2024: 5; 2025: 3; 2026: 1.
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- 2023A General Theory for Softmax Gating Multinomial Logistic Mixture of Experts22 Oct 2023
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- 2023On the robust learning mixtures of linear regressions23 May 2023
- 2023Towards Convergence Rates for Parameter Estimation in Gaussian-gated Mixture of Experts12 May 2023
- 2023Demystifying Softmax Gating Function in Gaussian Mixture of Experts5 May 2023
- 2023Sharp analysis of EM for learning mixtures of pairwise differences20 Feb 2023
- 2023Imbalanced Mixed Linear Regression29 Jan 2023
- 2022EM's Convergence in Gaussian Latent Tree Models21 Nov 2022
- 2022Prediction Sets for High-Dimensional Mixture of Experts Models30 Oct 2022
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- 2022What Makes A Good Fisherman? Linear Regression under Self-Selection Bias6 May 2022
- 2021Uniform Consistency in Nonparametric Mixture Models31 Aug 2021
- 2021Statistical Query Lower Bounds for List-Decodable Linear Regression17 Jun 2021
- 2021A Wasserstein Minimax Framework for Mixed Linear Regression14 Jun 2021
- 2021RL for Latent MDPs: Regret Guarantees and a Lower Bound9 Feb 2021
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- 2023Statistical Perspective of Top-K Sparse Softmax Gating Mixture of Expertscited by 29
- 2023A General Theory for Softmax Gating Multinomial Logistic Mixture of Expertscited by 23
- 2023Towards Convergence Rates for Parameter Estimation in Gaussian-gated Mixture of Expertscited by 17
- 2022Prediction Sets for High-Dimensional Mixture of Experts Modelscited by 8
- 2025On Minimax Estimation of Parameters in Softmax-Contaminated Mixture of Expertscited by 1
- 2025On Minimax Estimation of Parameters in Softmax-Contaminated Mixture of Experts24 May 2025
- 2023A General Theory for Softmax Gating Multinomial Logistic Mixture of Experts22 Oct 2023
- 2023Statistical Perspective of Top-K Sparse Softmax Gating Mixture of Experts25 Sep 2023
- 2023Towards Convergence Rates for Parameter Estimation in Gaussian-gated Mixture of Experts12 May 2023
- 2023Demystifying Softmax Gating Function in Gaussian Mixture of Experts5 May 2023
- 2022Prediction Sets for High-Dimensional Mixture of Experts Models30 Oct 2022
- 2021RL for Latent MDPs: Regret Guarantees and a Lower Boundcited by 70
- 2021Statistical Query Lower Bounds for List-Decodable Linear Regressioncited by 25
- 2021A Wasserstein Minimax Framework for Mixed Linear Regressioncited by 7
- 2022What Makes A Good Fisherman? Linear Regression under Self-Selection Biascited by 7
- 2023Towards the Theory of Unsupervised Federated Learning: Non-asymptotic Analysis of Federated EM Algorithmscited by 7
- 2024Multi-Model 3D Registration: Finding Multiple Moving Objects in Cluttered Point Cloudscited by 7
- 2024Implicit High-Order Moment Tensor Estimation and Learning Latent Variable Modelscited by 6
- 2021Uniform Consistency in Nonparametric Mixture Modelscited by 5
- 2023Imbalanced Mixed Linear Regressioncited by 3
- 2022EM's Convergence in Gaussian Latent Tree Modelscited by 2
- 2023Sharp analysis of EM for learning mixtures of pairwise differencescited by 1
- 2023EM for Mixture of Linear Regression with Clustered Datacited by 1
12 most cited of 20 All 20 (JSON)
- 2025Linearly Solving Robust Rotation Estimation13 Jun 2025
- 2025Learning a Class of Mixed Linear Regressions: Global Convergence under General Data Conditions24 Mar 2025
- 2024Implicit High-Order Moment Tensor Estimation and Learning Latent Variable Models23 Nov 2024
- 2024In-context Learning for Mixture of Linear Regressions: Existence, Generalization and Training Dynamics18 Oct 2024
- 2024Fast convergence of a Federated Expectation-Maximization Algorithm11 Aug 2024
- 2024Sample-Efficient Linear Regression with Self-Selection Bias22 Feb 2024
- 2024Multi-Model 3D Registration: Finding Multiple Moving Objects in Cluttered Point Clouds16 Feb 2024
- 2023Global Convergence of Online Identification for Mixed Linear Regression30 Nov 2023
- 2023Towards the Theory of Unsupervised Federated Learning: Non-asymptotic Analysis of Federated EM Algorithms23 Oct 2023
- 2023EM for Mixture of Linear Regression with Clustered Data22 Aug 2023
- 2023On the robust learning mixtures of linear regressions23 May 2023
- 2023Sharp analysis of EM for learning mixtures of pairwise differences20 Feb 2023
12 newest of 20 All 20 (JSON)