Scalable and Incremental Learning of Gaussian Mixture Models

2017-01-14 · Rafael Pinto, Paulo Engel

This work presents a fast and scalable algorithm for incremental learning of Gaussian mixture models. By performing rank-one updates on its precision matrices and determinants, its asymptotic time complexity is of \BigO{NKD^2} for $N$ data points, $K$ Gaussian components and $D$ dimensions. The resulting algorithm can be applied to high dimensional tasks, and this is confirmed by applying it to the classification datasets MNIST and CIFAR-10. Additionally, in order to show the algorithm's applicability to function approximation and control tasks, it is applied to three reinforcement learning tasks and its data-efficiency is evaluated.

📄 PDF Abstract BibTeX arXiv:1701.03940

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