Abstract
The EM algorithm is a very popular maximum likelihood estimation method, the iterative algorithm for solving the maximum likelihood estimator when the observation data is the incomplete data, but also is very effective algorithm to estimate the finite mixture model parameters. However, EM algorithm can not guarantee to find the global optimal solution, and often easy to fall into local optimal solution, so it is sensitive to the determination of initial value to iteration. Traditional EM algorithm select the initial value at random, we propose an improved method of selection of initial value. First, we use the k-nearest-neighbor method to delete outliers. Second, use the k-means to initialize the EM algorithm. Compare this method with the original random initial value method, numerical experiments show that the parameter estimation effect of the initialization of the EM algorithm is significantly better than the effect of the original EM algorithm.
Highlights
Assessment of this performance of an algorithm generally relates to its efficiency, ease of operation and operation results
EM algorithm can not guarantee to find the global optimal solution, and often easy to fall into local optimal solution, so it is sensitive to the determination of initial value to iteration
Traditional EM algorithm select the initial value at random, we propose an improved method of selection of initial value
Summary
Assessment of this performance of an algorithm generally relates to its efficiency, ease of operation and operation results. In order to get the parameter estimation of the closest to the true value, we have to find a method to initialize the EM algorithm. We can list several usual methods with initialization: random center, hierarchical clustering, k-means algorithm and so on [1]. As a result of the k-means clustering algorithm is a kind of dynamic iterative algorithm and decides the classification number by subjective factors. It is accordant with EM algorithm for parameter estimation of finite mixture model. A rough estimate of parameters is given based on packet data
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