Year: 2014
Type: preprint
Abstract: We consider the problem of learning mixtures of generalized linear models (GLM) which arise in classification and regression problems. Typical learning approaches such as expectation maximization (EM) or variational Bayes can get stuck in spurious local optima. In contrast, we present a tensor decomposition method which is guaranteed to correctly recover the parameters. The key insight is to employ certain feature transformations of the input, which depend on the input generative model. Specifically, we employ score function tensors of the input and compute their cross-correlation with the response variable. We establish that the decomposition of this tensor consistently recovers the parameters, under mild non-degeneracy conditions. We demonstrate that the computational and sample complexity of our method is a low order polynomial of the input and the latent dimensions.
Source: arXiv (Cornell University)
Institution: University of California, Irvine
Language: English
Subfield: Computational Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2268437874