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Learning Mixtures of Gaussian Processes through Random Projection

ICML 2024 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Structured Gaussian process models

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Clusters functional data from Gaussian process mixtures by projecting curves onto many one-dimensional random functions, fitting a univariate GMM to each projection, and combining the resulting base clusterings through weighted ensemble clustering.

Problem

Learning latent cluster labels and mixture parameters for functional data generated from a Gaussian process mixture, avoiding the cubic cost and local optima of EM-based GP mixture estimation.

Approach

Projection coefficients of GP-mixture functions onto any function follow a univariate GMM, so multiple random 1-D projections each yield a base clustering; these are aggregated via an overlap-weighted co-association ensemble, with theoretical guarantees on separation, identifiability and polynomial learnability.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use GPmix instead of the strongest listed baselineFunctional-data clustering · ArrowHeadAMI: 0.25 -> 0.37Helped
Use GPmix instead of the strongest listed baselineFunctional-data clustering · CBFAMI: 0.53 -> 0.84Helped
Use GPmix instead of the strongest listed baselineFunctional-data clustering · DiatomSizeReductionAMI: 0.82 -> 0.94Helped
Use GPmix instead of the strongest listed baselineFunctional-data clustering · FaceFourARI: 0.54 -> 0.76Helped
Use GPmix instead of the strongest listed baselineFunctional-data clustering · MeatAMI: 0.93 -> 0.70Hurt
Use GPmix instead of the strongest listed baselineFunctional-data clustering · SymbolsARI: 0.80 -> 0.66Hurt
Use GPmix instead of the strongest listed baselineFunctional-data clustering · Functional-data clustering across real datasetsruntime: 551 milliseconds -> 1.2MHelped

Surprising findings

Limitations

Experimental setup

Datasets: 12 simulated GP mixture scenarios (A-L) 10 UEA & UCR time series datasets (ArrowHead, BirdChicken, CBF, DiatomSizeReduction, ECG200, FaceFour, GunPoint, Meat, S

Benchmarks: 12 simulated scenarios 10 UEA & UCR real datasets

Metrics: ARI AMI runtime (ms) absolute error in number of clusters

Baselines: FEM HDD clu FC KM ADP

Builds on: Gaussian process mixture models (Seitz 2021 prior pooling) random projection for high-dimensional GMMs (Dasgupta 1999) Moitra & Valiant 2010 polynomial learnability of GMMs Cuesta-Albertos et al. 2007 random projection theorem Maitra & Melnykov 2010 overlap measure

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