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Hauptverfasser: Fruytier, Quentin, Mokhtari, Aryan, Sanghavi, Sujay
Format: Preprint
Veröffentlicht: 2024
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Online-Zugang:https://arxiv.org/abs/2411.06056
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author Fruytier, Quentin
Mokhtari, Aryan
Sanghavi, Sujay
author_facet Fruytier, Quentin
Mokhtari, Aryan
Sanghavi, Sujay
contents Classical Mixtures of Experts (MoE) are Machine Learning models that involve partitioning the input space, with a separate "expert" model trained on each partition. Recently, MoE-based model architectures have become popular as a means to reduce training and inference costs. There, the partitioning function and the experts are both learnt jointly via gradient descent-type methods on the log-likelihood. In this paper we study theoretical guarantees of the Expectation Maximization (EM) algorithm for the training of MoE models. We first rigorously analyze EM for MoE where the conditional distribution of the target and latent variable conditioned on the feature variable belongs to an exponential family of distributions and show its equivalence to projected Mirror Descent with unit step size and a Kullback-Leibler Divergence regularizer. This perspective allows us to derive new convergence results and identify conditions for local linear convergence; In the special case of mixture of $2$ linear or logistic experts, we additionally provide guarantees for linear convergence based on the signal-to-noise ratio. Experiments on synthetic and (small-scale) real-world data supports that EM outperforms the gradient descent algorithm both in terms of convergence rate and the achieved accuracy.
format Preprint
id arxiv_https___arxiv_org_abs_2411_06056
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Learning Mixtures of Experts with EM: A Mirror Descent Perspective
Fruytier, Quentin
Mokhtari, Aryan
Sanghavi, Sujay
Machine Learning
Classical Mixtures of Experts (MoE) are Machine Learning models that involve partitioning the input space, with a separate "expert" model trained on each partition. Recently, MoE-based model architectures have become popular as a means to reduce training and inference costs. There, the partitioning function and the experts are both learnt jointly via gradient descent-type methods on the log-likelihood. In this paper we study theoretical guarantees of the Expectation Maximization (EM) algorithm for the training of MoE models. We first rigorously analyze EM for MoE where the conditional distribution of the target and latent variable conditioned on the feature variable belongs to an exponential family of distributions and show its equivalence to projected Mirror Descent with unit step size and a Kullback-Leibler Divergence regularizer. This perspective allows us to derive new convergence results and identify conditions for local linear convergence; In the special case of mixture of $2$ linear or logistic experts, we additionally provide guarantees for linear convergence based on the signal-to-noise ratio. Experiments on synthetic and (small-scale) real-world data supports that EM outperforms the gradient descent algorithm both in terms of convergence rate and the achieved accuracy.
title Learning Mixtures of Experts with EM: A Mirror Descent Perspective
topic Machine Learning
url https://arxiv.org/abs/2411.06056