EM and hierarchies of experts
Michael Jordan
jordan at psyche.mit.edu
Tue Apr 27 18:19:19 EDT 1993
The following technical report has been placed in the neuroprose
directory, as jordan.hierarchies.ps.Z:
Hierarchical mixtures of experts
and the EM algorithm
Michael I. Jordan
MIT
Robert A. Jacobs
University of Rochester
We present a tree-structured architecture for supervised learning.
The statistical model underlying the architecture is a hierarchical
mixture model in which both the mixture coefficients and the mixture
components are generalized linear models (GLIM's). Learning is
treated as a maximum likelihood problem; in particular, we present an
Expectation-Maximization (EM) algorithm for adjusting the parameters
of the architecture. We also develop an on-line learning algorithm
in which the parameters are updated incrementally. Comparative
simulation results are presented in the robot dynamics domain.
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