A Precise Hard-Cut EM Algorithm for Mixtures of Gaussian Processes

摘要

The mixture of Gaussian processes (MGP) is a powerful framework for machine learning. However, its parameter learning or estimation is still a very challenging problem. In this paper, a precise hard-cut EM algorithm is proposed for learning the parameters of the MGP without any approximation in the derivation. It is demonstrated by the experimental results that our proposed hard-cut EM algorithm for MGP is feasible and even outperforms two available hard-cut EM algorithms.