We develop a new approach to learn the parameters of regression models with hidden variables. In a nutshell, we estimate the gradient of the regression function at a set of random points, and cluster the estimated gradients. The centers of the clusters are used as estimates for the parameters of hidden units. We justify this approach by studying a toy model, whereby the regression function is a linear combination of sigmoids. We prove that indeed the estimated gradients concentrate around the parameter vectors of the hidden units, and provide non-asymptotic bounds on the number of required samples. To the best of our knowledge, no comparable guarantees have been proven for linear combinations of sigmoids.
Typical approaches to learning mixtures, like EM come with no guarantees, and suffer from convergence to local minima. Providing guarantees for even the idealized case of learning mixtures of Gaussians is non-trivial, and has been the subject of several recent studies . There are relatively few rigorous results that guarantee learning for regression models with latent variables. @cite_3 consider mixtures of linear regressions. In this setting, they show that regressing the response from second and third order tensors of the covariates yields coefficients, also higher order tensors, whose decomposition reveals the model parameters. A different approach, relying only on the second-order tensor (i.e., the covariance) and alternating minimization is followed by @cite_7 , for a mixture composed of two linear models in the absence of noise; the same setting, in the presence of noise, is studied by @cite_10 . None of these approaches can be applied to our model: our components are non-linear (sigmoids), while the above works focus on linear components; moreover, both @cite_7 and @cite_10 limit their analysis to @math hidden units.
@cite_10 @cite_7 @cite_3
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We consider the problem of learning associative mixtures for classification and regression problems, where the output is modeled as a mixture of conditional distributions, conditioned on the input. In contrast to approaches such as expectation maximization (EM) or variational Bayes, which can get stuck in bad local optima, we present a tensor decomposition method which is guaranteed to correctly recover the parameters. The key insight is to learn score function features of the input, and employ them in a moment-based approach for learning associative mixtures. Specifically, we construct the cross-moment tensor between the label and higher order score functions of the input. We establish that the decomposition of this tensor consistently recovers the components of the associative mixture under some simple non-degeneracy assumptions. Thus, we establish that feature learning is the critical ingredient for consistent estimation of associative mixtures using tensor decomposition approaches. Latent variable models are a fundamental modeling tool in machine learning applications, but they present significant computational and analytical challenges. The popular EM algorithm and its variants, is a much used algorithmic tool; yet our rigorous understanding of its performance is highly incomplete. Recently, work in (2014) has demonstrated that for an important class of problems, EM exhibits linear local convergence. In the high-dimensional setting, however, the M-step may not be well defined. We address precisely this setting through a unified treatment using regularization. While regularization for high-dimensional problems is by now well understood, the iterative EM algorithm requires a careful balancing of making progress towards the solution while identifying the right structure (e.g., sparsity or low-rank). In particular, regularizing the M-step using the state-of-the-art high-dimensional prescriptions (e.g., Wainwright (2014)) is not guaranteed to provide this balance. Our algorithm and analysis are linked in a way that reveals the balance between optimization and statistical errors. We specialize our general framework to sparse gaussian mixture models, high-dimensional mixed regression, and regression with missing variables, obtaining statistical guarantees for each of these examples. In previous work on "transformed mixtures of Gaussians" and "transformed hidden Markov models", we showed how the EM algorithm in a discrete latent variable model can be used to jointly normalize data (e.g., center images, pitch-normalize spectrograms) and learn a mixture model of the normalized data. The only input to the algorithm is the data, a list of possible transformations, and the number of clusters to find. The main criticism of this work was that the exhaustive computation of the posterior probabilities over transformations would make scaling up to large feature vectors and large sets of transformations intractable. Here, we describe how a tremendous speed-up is acheived through the use of a variational technique for decoupling transformations, and a fast Fourier transform method for computing posterior probabilities. For N × N images, learning C clusters under N rotations, N scales, N x-translations and N y-translations takes only (C + 2 log N)N2 scalar operations per iteration. In contrast, the original algorithm takes CN6 operations to account for these transformations. We give results on learning a 4-component mixture model from a video sequence with frames of size 320×240. The model accounts for 360 rotations and 76,800 translations. Each iteration of EM takes only 10 seconds per frame in MATLAB, which is over 5 million times faster than the original algorithm. Discriminative latent-variable models are typically learned using EM or gradient-based optimization, which suffer from local optima. In this paper, we develop a new computationally efficient and provably consistent estimator for a mixture of linear regressions, a simple instance of a discriminative latent-variable model. Our approach relies on a low-rank linear regression to recover a symmetric tensor, which can be factorized into the parameters using a tensor power method. We prove rates of convergence for our estimator and provide an empirical evaluation illustrating its strengths relative to local optimization (EM).