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Faster and Sample Near-Optimal Algorithms for Proper Learning Mixtures of Gaussians

机译:适用于适当学习混合物的更快和样本近似最优算法   高斯人

摘要

We provide an algorithm for properly learning mixtures of twosingle-dimensional Gaussians without any separability assumptions. Given$\tilde{O}(1/\varepsilon^2)$ samples from an unknown mixture, our algorithmoutputs a mixture that is $\varepsilon$-close in total variation distance, intime $\tilde{O}(1/\varepsilon^5)$. Our sample complexity is optimal up tologarithmic factors, and significantly improves upon both Kalai et al., whosealgorithm has a prohibitive dependence on $1/\varepsilon$, and Feldman et al.,whose algorithm requires bounds on the mixture parameters and dependspseudo-polynomially in these parameters. One of our main contributions is an improved and generalized algorithm forselecting a good candidate distribution from among competing hypotheses.Namely, given a collection of $N$ hypotheses containing at least one candidatethat is $\varepsilon$-close to an unknown distribution, our algorithm outputs acandidate which is $O(\varepsilon)$-close to the distribution. The algorithmrequires ${O}(\log{N}/\varepsilon^2)$ samples from the unknown distribution and${O}(N \log N/\varepsilon^2)$ time, which improves previous such results (suchas the Scheff\'e estimator) from a quadratic dependence of the running time on$N$ to quasilinear. Given the wide use of such results for the purpose ofhypothesis selection, our improved algorithm implies immediate improvements toany such use.
机译:我们提供了一种算法,可以在没有任何可分性假设的情况下正确学习二维高斯混合。给定$ \ tilde {O}(1 / \ varepsilon ^ 2)$来自未知混合物的样本,我们的算法输出的混合物的总变化距离为$ \ varepsilon $ -close,intime $ \ tilde {O}(1 / \ varepsilon ^ 5)$。我们的样本复杂度在对数因子之前是最优的,并且显着改善了Kalai等人的算法(对算法$ 1 / \ varepsilon $的依赖性很高)和Feldman等人的算法(其算法要求对混合参数进行限制,并且在一定程度上依赖伪多项式)这些参数。我们的主要贡献之一是一种改进的通用算法,用于从竞争假设中选择良好的候选分布。即,给定$ N $假设的集合,其中包含至少一个候选$ \ varepsilon $-接近未知分布,我们的算法输出的候选值是$ O(\ varepsilon)$-接近分布。该算法需要来自未知分布的$ {O}(\ log {N} / \ varepsilon ^ 2)$个样本和$ {O}(N \ log N / \ varepsilon ^ 2)$的时间,从而改善了以前的此类结果(例如Scheff \'e估计量)从运行时间对$ N $的二次依赖性到拟线性。考虑到出于假设选择的目的而广泛使用此类结果,我们的改进算法意味着立即对任何此类使用进行改进。

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