Convergence Rates for Gaussian Mixtures of Experts
Statistics Theory
2022-03-09 v2 Machine Learning
Machine Learning
Statistics Theory
Abstract
We provide a theoretical treatment of over-specified Gaussian mixtures of experts with covariate-free gating networks. We establish the convergence rates of the maximum likelihood estimation (MLE) for these models. Our proof technique is based on a novel notion of \emph{algebraic independence} of the expert functions. Drawing on optimal transport theory, we establish a connection between the algebraic independence and a certain class of partial differential equations (PDEs). Exploiting this connection allows us to derive convergence rates and minimax lower bounds for parameter estimation.
Keywords
Cite
@article{arxiv.1907.04377,
title = {Convergence Rates for Gaussian Mixtures of Experts},
author = {Nhat Ho and Chiao-Yu Yang and Michael I. Jordan},
journal= {arXiv preprint arXiv:1907.04377},
year = {2022}
}
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81 pages