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Poster

Convex Relaxation of Mixture Regression with Efficient Algorithms

Novi Quadrianto · Tiberio Caetano · John Lim · Dale Schuurmans


Abstract:

We develop a convex relaxation of maximum a posteriori estimation of a mixture of regression models. Although our relaxation involves a semidefinite matrix variable, we reformulate the problem to eliminate the need for general semidefinite programming. In particular, we provide two reformulations that admit fast algorithms. The first is a max-min spectral reformulation exploiting quasi-Newton descent. The second is a min-min reformulation consisting of fast alternating steps of closed-form updates. We evaluate the methods against Expectation-Maximization in a real problem of motion segmentation from video data.

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