Sharp analysis of EM for learning mixtures of pairwise differences
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Abstract (arXiv)
We consider a symmetric mixture of linear regressions with random samples from the pairwise comparison design, which can be seen as a noisy version of a type of Euclidean distance geometry problem. We analyze the expectation-maximization (EM) algorithm locally around the ground truth and establish that the sequence converges linearly, providing an ℓ_∞-norm guarantee on the estimation error of the iterates. Furthermore, we show that the limit of the EM sequence achieves the sharp rate of estimation in the ℓ2-norm, matching the information-theoretically optimal constant. We also argue through simulation that convergence from a random initialization is much more delicate in this setting, and does not appear to occur in general. Our results show that the EM algorithm can exhibit several unique behaviors when the covariate distribution is suitably structured.
Key facts. Cited by 1 paper in the map (data through 7 Oct 2026). Builds on 32 of its 70 references that are in the map. First posted on arXiv 20 Feb 2023.
Builds on
32 of 70 references.
References · 32
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- 2019Learning Mixtures of Linear Regressions in Subexponential Time via Fourier Momentscited by 26
20 more
- 2018Global Convergence of EM Algorithm for Mixtures of Two Component Linear Regressioncited by 25
- 2020On the Minimax Optimality of the EM Algorithm for Learning Two-Component Mixed Linear Regressioncited by 24
- 2013Spectral Experts for Estimating Mixtures of Linear Regressionscited by 22
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- 2021Optimal Full Ranking from Pairwise Comparisonscited by 16
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- 2020Learning Mixtures of Permutations: Groups of Pairwise Comparisons and Combinatorial Method of Momentscited by 6
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- 2023Efficient and Accurate Learning of Mixtures of Plackett-Luce Modelscited by 3
- 2020An extension of the angular synchronization problem to the heterogeneous settingcited by 2
- 2022EM's Convergence in Gaussian Latent Tree Modelscited by 2
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