# Characterizing Evolution in Expectation-Maximization Estimates for Overspecified Mixed Linear Regression

arXiv: https://arxiv.org/abs/2508.10154 · HTML: https://mlsanity.com/paper/2508.10154/

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- First posted on arXiv 13 Aug 2025.

## Abstract (arXiv)

Mixture models have attracted significant attention due to practical effectiveness and comprehensive theoretical foundations. A persisting challenge is model misspecification, which occurs when the model to be fitted has more mixture components than those in the data distribution. In this paper, we develop a theoretical understanding of the Expectation-Maximization (EM) algorithm's behavior in the context of targeted model misspecification for overspecified two-component Mixed Linear Regression (2MLR) with unknown d-dimensional regression parameters and mixing weights. In Theorem 5.1 at the population level, with an unbalanced initial guess for mixing weights, we establish linear convergence of regression parameters in O(log(1/ε)) steps. Conversely, with a balanced initial guess for mixing weights, we observe sublinear convergence in O(ε-2) steps to achieve the ε-accuracy at Euclidean distance. In Theorem 6.1 at the finite-sample level, for mixtures with sufficiently unbalanced fixed mixing weights, we demonstrate a statistical accuracy of O((d/n)1/2), whereas for those with sufficiently balanced fixed mixing weights, the accuracy is O((d/n)1/4) given n data samples. Furthermore, we underscore the connection between our population level and finite-sample level results: by setting the desired final accuracy ε in Theorem 5.1 to match that in Theorem 6.1 at the finite-sample level, namely letting ε = O((d/n)1/2) for sufficiently unbalanced fixed mixing weights and ε = O((d/n)1/4) for sufficiently balanced fixed mixing weights, we intuitively derive iteration complexity bounds O(log (1/ε))=O(log (n/d)) and O(ε-2)=O((n/d)1/2) at the finite-sample level for sufficiently unbalanced and balanced initial mixing weights. We further extend our analysis in overspecified setting to low SNR regime.