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Gaussian mixture model semantics
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mossr committed May 1, 2021
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10 changes: 5 additions & 5 deletions chapters/cem_variants.tex
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Expand Up @@ -130,7 +130,7 @@ \subsection{Mixture Models}
The probability density of the GMM then becomes:
% Mixture model PDF
\begin{gather*}
P( \mat{X} = \vec{x} ; \vec{\mu}, \mat{\Sigma}, \vec{w}) = \sum_{i=1}^n w_i \Normal(\vec{x} ; \vec{\mu}_i, \mat{\Sigma}_i)
p( \mat{X} = \vec{x} \mid \vec{\mu}, \mat{\Sigma}, \vec{w}) = \sum_{i=1}^n w_i \Normal(\vec{x} \mid \vec{\mu}_i, \mat{\Sigma}_i)
\end{gather*}

To fit the parameters of a Gaussian mixture model, it is well known that the \textit{expectation-maximization} (EM) algorithm can be used \cite{dempster1977maximum,aitkin1980mixture}.
Expand Down Expand Up @@ -294,11 +294,11 @@ \subsection{Test Objective Function Generation}\label{sec:sierra}
\Sierra \sim \operatorname{Mixture}\left(\left\{ \vec{\theta} ~\Big|~ \Normal\left(\vec{g} + s\vec{p}_i + \mathbf{\widetilde{\vec{\mu}}},\; \mathbf{\widetilde{\mat{\Sigma}}} \cdot i^{\text{decay}}/\eta \right) \right\} \right) \quad\text{for}\quad (\vec{g}, \vec{p}_i, s) \in (\mat{G}, \mat{P}, \vec{s})
\end{gather*}
We add a final component to be our global minimum centered at $\mathbf{\widetilde{\vec{\mu}}}$ and with a covariance scaled by $\sigma\eta$. Namely, the global minimum is $\vec{x}^* = \E\left[\Normal(\mathbf{\widetilde{\vec{\mu}}}, \mathbf{\widetilde{\mat{\Sigma}}}/(\sigma\eta))\right] = \mathbf{\widetilde{\vec{\mu}}}$.
We can now use this constant mixture model with $49$ components and define the sierra objective function $\mathcal{S}(\vec{x})$ to be the negative probability density of the mixture at input $\vec{x}$ with uniform weights:
We can now use this constant mixture model with $49$ components and define the sierra objective function $\mathcal{S}(\vec{x})$ to be the negative probability density of the mixture at input $\vec{x}$ with uniform weights (where $|\Sierra|$ denotes the number of components in the mixture model, i.e., 49):

\begin{align*}
\mathcal{S}(\vec{x}) &= -P(\Sierra = \vec{x}) = -\frac{1}{|\Sierra|}\sum_{j=1}^{n}\Normal(\vec{x} ; \vec{\mu}_j, \mat{\Sigma}_j)
\end{align*}
\begin{equation}
\mathcal{S}(\vec{x}) = -p(\vec{x}) = -\frac{1}{|\Sierra|}\sum_{j=1}^{n}\Normal(\vec{x} \mid \vec{\mu}_j, \mat{\Sigma}_j)
\end{equation}
An example of six different objective functions generated using the sierra function are shown in \cref{fig:sierra}, sweeping over the spread rate $\eta$, with and without decay.

\subsection{Experimental Setup} \label{sec:cem_experiment_setup}
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