2017
High-Dimensional Variance-Reduced Stochastic Gradient Expectation-Maximization Algorithm
ICML 2017poster
We propose a generic stochastic expectation-maximization (EM) algorithm for the estimation of high-dimensional latent variable models. At the core of our algorithm is a novel semi-stochastic variance-reduced gradient designed for the $Q$-function in the EM algorithm. Under a mild condition on the in…