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This œuvre, Bag-of-components an online algorithm for batch learning of mixture models, by Olivier Schwander is licensed under a Creative Commons Attribution-ShareAlike 4.0 International license.

Bag-of-components an online algorithm for batch learning of mixture models


Bag-of-components an online algorithm for batch learning of mixture models
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Practical estimation of mixture models may be problematic when a large number of observations are involved: for such cases, online versions of Expectation-Maximization may be preferred, avoiding the need to store all the observations before running the algorithms. We introduce a new online method well-suited when both the number of observations is large and lots of mixture models need to be learned from different sets of points. Inspired by dictionary methods, our algorithm begins with a training step which is used to build a dictionary of components. The next step, which can be done online, amounts to populating the weights of the components given each arriving observation. The usage of the dictionary of components shows all its interest when lots of mixtures need to be learned using the same dictionary in order to maximize the return on investment of the training step. We evaluate the proposed method on an artificial dataset built from random Gaussian mixture models.
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Bag-of-components an online algorithm for batch learning of mixture models
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