Is $\sqrt{d}$ Separation Necessary for Gradient EM to Learn Gaussian Mixtures in High Dimensions?
2610.07551

Authors

Simon S. Du,Yiran Zhang,Mo Zhou,Weihang Xu,Maryam Fazel

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 randomly 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 $Ω(\sqrt{d})$, where $d$ is the dimension.

In this paper, we show that this dimensional dependence is unavoidable in high-dimensional settings. Specifically, we consider a hybrid EM algorithm that uses standard EM updates for the mixing weights and gradient EM updates for the component means.

For any $ε> 0$, we prove that when the dimension is sufficiently large, in the worst case a separation of order $Ω(d^{0.5-ε})$ 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 worst-case lower bound on the ground-truth separation required for learning Gaussian mixtures via gradient EM in high dimensions.

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