Is Separation Necessary for Gradient EM to Learn Gaussian Mixtures in High Dimensions?
Abstract
Learning Gaussian mixture models (GMMs) using the Expectation-Maximization (EM) algorithm and its gradient-based variants is a fundamental problem in machine learning. It is known that random initialized (gradient) EM fails to learn multi-component GMMs in the exact-parameterized setting, where the number of components matches that of the ground-truth GMM. Recently, global convergence of gradient EM has been established in the over-parameterized setting, where more components are used, provided that the ground-truth components are well separated. In particular, the minimum separation between ground-truth components is required to scale as , where is the dimension. In this paper, we show that this dimensional dependence is unavoidable in high-dimensional settings. Specifically, for any , we prove that when the dimension is sufficiently large, a separation of order is insufficient to guarantee global convergence of population gradient EM in sub-exponential time under random initialization, even in the over-parameterized regime. Our result establishes an almost optimal lower bound on the ground-truth separation required for learning Gaussian mixtures via gradient EM in high dimensions.
Related papers
See more related submissions when the market opens.