Sketching for large-scale learning of mixture models
@article{Keriven2016SketchingFL,
title={Sketching for large-scale learning of mixture models},
author={N. Keriven and Anthony Bourrier and R. Gribonval and P. P{\'e}rez},
journal={2016 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)},
year={2016},
pages={6190-6194}
}Learning parameters from voluminous data can be prohibitive in terms of memory and computational requirements. We propose a "compressive learning" framework where we first sketch the data by computing random generalized moments of the underlying probability distribution, then estimate mixture model parameters from the sketch using an iterative algorithm analogous to greedy sparse signal recovery. We exemplify our framework with the sketched estimation of Gaussian Mixture Models (GMMs). We… CONTINUE READING
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