title: Examining the effect of initialization strategies on the performance of Gaussian mixture modeling.
abstract: Mixture modeling is a popular technique for identifying unobserved subpopulations (e.g., components) within a data set, with Gaussian (normal) mixture modeling being the form most widely used. Generally, the parameters of these Gaussian mixtures cannot be estimated in closed form, so estimates are typically obtained via an iterative process. The most common estimation procedure is maximum likelihood via the expectation-maximization (EM) algorithm. Like many approaches for identifying subpopulations, finite mixture modeling can suffer from locally optimal solutions, and the final parameter estimates are dependent on the initial starting values of the EM algorithm. Initial values have been shown to significantly impact the quality of the solution, and researchers have proposed several approaches for selecting the set of starting values. Five techniques for obtaining starting values that are implemented in popular software packages are compared. Their performances are assessed in terms of the following four measures: (1) the ability to find the best observed solution, (2) settling on a solution that classifies observations correctly, (3) the number of local solutions found by each technique, and (4) the speed at which the start values are obtained. On the basis of these results, a set of recommendations is provided to the user.
authors.affiliation: University of Missouri, Columbia, MO, USA. emr2p7@mail.missouri.edu.
authors.forename: Emilie
authors.initials: E
authors.lastname: Shireman
authors.affiliation: University of Missouri, Columbia, MO, USA.
authors.forename: Douglas
authors.initials: D
authors.lastname: Steinley
authors.affiliation: Florida State University, Tallahassee, FL, USA.
authors.forename: Michael J
authors.initials: MJ
authors.lastname: Brusco
mesh_terms: D000465:Algorithms; D020342:Finite Element Analysis; D008962:Models, Theoretical; D016011:Normal Distribution; D011336:Probability
keywords: Algorithm initialization; EM algorithm; Mixture modeling