Sample-Efficient Learning of Mixtures

Authors

  • Hassan Ashtiani University of Waterloo
  • Shai Ben-David University of Waterloo
  • Abbas Mehrabian Simons Institute for the Theory of Computing, University of California, Berkeley

Keywords:

mixture models, distribution learning, Gaussian, sample complexity, sample efficient, mixture of Gaussians

Abstract

We consider PAC learning of probability distributions (a.k.a. density estimation), where we are given an i.i.d. sample generated from an unknown target distribution, and want to output a distribution that is close to the target in total variation distance. Let F be an arbitrary class of probability distributions, and let Fk denote the class of k-mixtures of elements of F. Assuming the existence of a method for learning F with sample complexity m(ε), we provide a method for learning Fk with sample complexity O((k.log k .m(ε))/(ε2)). Our mixture learning algorithm has the property that, if the F-learner is proper and agnostic, then the Fk-learner would be proper and agnostic as well. This general result enables us to improve the best known sample complexity upper bounds for a variety of important mixture classes. First, we show that the class of mixtures of k axis-aligned Gaussians in Rd is PAC-learnable in the agnostic setting with O((kd)/(ε4)) samples, which is tight in k and d up to logarithmic factors. Second, we show that the class of mixtures of k Gaussians in Rd is PAC-learnable in the agnostic setting with sample complexity Õ((kd2)/(ε4)), which improves the previous known bounds of Õ((k3.d2)/(ε4)) and Õ(k4.d42) in its dependence on k and d. Finally, we show that the class of mixtures of k log-concave distributions over Rd is PAC-learnable using Õ(k.d((d+5)/2)ε(-(d+9)/2)) samples.

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Published

2018-04-29

How to Cite

Ashtiani, H., Ben-David, S., & Mehrabian, A. (2018). Sample-Efficient Learning of Mixtures. Proceedings of the AAAI Conference on Artificial Intelligence, 32(1). Retrieved from https://ojs.aaai.org/index.php/AAAI/article/view/11627