论文标题
与复合运输发散的高斯混合物还原
Gaussian Mixture Reduction with Composite Transportation Divergence
论文作者
论文摘要
高斯混合物被广泛用于在各种应用中近似密度函数,例如密度估计,信念传播和贝叶斯滤波。这些应用通常利用高斯混合物作为递归更新的初始近似值。这些递归过程中的一个关键挑战源于混合物顺序的指数增加,导致了棘手的推断。为了克服难度,可以使用高斯混合物还原(GMR),该混合物(GMR)可以使用较低的高阶混合物近似高阶高斯混合物。尽管现有的基于聚类的方法以其令人满意的性能和计算效率而闻名,但它们的收敛属性和最佳目标仍然未知。在本文中,我们提出了一种基于复合运输差异(CTD)的新型基于优化的GMR方法。我们开发了一种用于计算还原混合物并在一般条件下建立其理论收敛的大型最小化算法。此外,我们证明了许多基于聚类的方法是我们的特殊情况,有效地弥合了基于优化的基于优化的技术和基于聚类的技术之间的差距。我们的统一框架使用户能够在CTD中选择最合适的成本功能,以在其特定应用程序中实现卓越的性能。通过广泛的经验实验,我们证明了我们提出的方法的效率和有效性,展示了其在各个领域的潜力。
Gaussian mixtures are widely used for approximating density functions in various applications such as density estimation, belief propagation, and Bayesian filtering. These applications often utilize Gaussian mixtures as initial approximations that are updated recursively. A key challenge in these recursive processes stems from the exponential increase in the mixture's order, resulting in intractable inference. To overcome the difficulty, the Gaussian mixture reduction (GMR), which approximates a high order Gaussian mixture by one with a lower order, can be used. Although existing clustering-based methods are known for their satisfactory performance and computational efficiency, their convergence properties and optimal targets remain unknown. In this paper, we propose a novel optimization-based GMR method based on composite transportation divergence (CTD). We develop a majorization-minimization algorithm for computing the reduced mixture and establish its theoretical convergence under general conditions. Furthermore, we demonstrate that many existing clustering-based methods are special cases of ours, effectively bridging the gap between optimization-based and clustering-based techniques. Our unified framework empowers users to select the most appropriate cost function in CTD to achieve superior performance in their specific applications. Through extensive empirical experiments, we demonstrate the efficiency and effectiveness of our proposed method, showcasing its potential in various domains.