Premium
An introduction to MM algorithms for machine learning and statistical estimation
Author(s) -
Hien D. Nguyen
Publication year - 2017
Publication title -
wiley interdisciplinary reviews: data mining and knowledge discovery
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.506
H-Index - 47
eISSN - 1942-4795
pISSN - 1942-4787
DOI - 10.1002/widm.1205
Subject(s) - computer science , algorithm , machine learning , artificial intelligence , minification , citation , world wide web
MM (majorization--minimization) algorithms are an increasingly popular tool for solving optimization problems in machine learning and statistical estimation. This article introduces the MM algorithm framework in general and via three popular example applications: Gaussian mixture regressions, multinomial logistic regressions, and support vector machines. Specific algorithms for the three examples are derived and numerical demonstrations are presented. Theoretical and practical aspects of MM algorithm design are discussed.