Showing posts with label computer science. Show all posts
Showing posts with label computer science. Show all posts

2012-10-03

compare EM to other optimization algorithms

For many problems, the computer scientists tell us to use expectation maximization. For example, in fitting a distribution with a mixture of Gaussians, EM is the bee's knees, apparently. This surprises me, because the EM optimization is so slow and predictable; I am guessing that a more aggressive optimization might beat it. Of course a more aggressive optimization might not be protected by the same guarantees as EM (which is super stable, even in high dimensions). It would be a service to humanity to investigate this and report places where EM can be beat. Of course this may all have been done; I would ask my local experts before embarking.