Mixture of experts (ME) is a modular neural network architecture for supervised classification. The double-loop expectation-maximization (EM) algorithm has been developed for learning the parameters of the ME architecture, and the iteratively reweighted least squares (IRLS) algorithm and the Newton-Raphson algorithm are two popular schemes for learning the parameters in the inner loop or gating network. In this letter, we investigate asymptotic convergence properties of the EM algorithm for ME using either the IRLS or Newton-Raphson approach. With the help of an overlap measure for the ME model, we obtain an upper bound of the asymptotic convergence rate of the EM algorithm in each case. Moreover, we find that for the Newton approach as a specific Newton-Raphson approach to learning the parameters in the inner loop, the upper bound of asymptotic convergence rate of the EM algorithm locally around the true solution Θ* is , where ϵ>0 is an arbitrarily small number, o(x) means that it is a higher-order infinitesimal as x → 0 , and e(Θ*) is a measure of the average overlap of the ME model. That is, as the average overlap of the true ME model with large sample tends to zero, the EM algorithm with the Newton approach to learning the parameters in the inner loop tends to be asymptotically superlinear. Finally, we substantiate our theoretical results by simulation experiments.

The one-bit-matching conjecture for independent component analysis (ICA) has been widely believed in the ICA community. Theoretically, it has been proved that under the assumption of zero skewness for the model probability density functions, the global maximum of a cost function derived from the typical objective function on the ICA problem with the one-bit-matching condition corresponds to a feasible solution of the ICA problem. In this note, we further prove that all the local maximums of the cost function correspond to the feasible solutions of the ICA problem in the two-source case under the same assumption. That is, as long as the one-bit-matching condition is satisfied, the two-source ICA problem can be successfully solved using any local descent algorithm of the typical objective function with the assumption of zero skewness for all the model probability density functions.

It is well known that the convergence rate of the expectation-maximization (EM) algorithm can be faster than those of convention first-order iterative algorithms when the overlap in the given mixture is small. But this argument has not been mathematically proved yet. This article studies this problem asymptotically in the setting of gaussian mixtures under the theoretical framework of Xu and Jordan (1996). It has been proved that the asymptotic convergence rate of the EM algorithm for gaussian mixtures locally around the true solution Θ* is o( e 0.5−ε (Θ*) ), where ε > 0 is an arbitrarily small number, o ( x ) means that it is a higher-order infinitesimal as x → 0, and e (Θ*) is a measure of the average overlap of gaussians in the mixture. In other words, the large sample local convergence rate for the EM algorithm tends to be asymptotically superlinear when e (Θ*) tends to zero.