Yuchen Zhang
Local Maxima in the Likelihood of Gaussian Mixture Models: Structural Results and Algorithmic Consequences
Chi Jin, Yuchen Zhang, Sivaraman Balakrishnan, Martin J. Wainwright, Michael I. Jordan
We provide two fundamental results on the population (infinite-sample) likelihood function of Gaussian mixture models with M 3 components. Our first main result shows that the population likelihood function has bad local maxima even in the special case of equally-weighted mixtures of well-separated and spherical Gaussians. We prove that the log-likelihood value of these bad local maxima can be arbitrarily worse than that of any global optimum, thereby resolving an open question of Srebro [2007].