Wojtek Kowalczyk, Nikos Vlassis
We propose a gossip-based distributed algorithm for Gaussian mixture learning, Newscast EM. The algorithm operates on network topologies where each node observes a local quantity and can communicate with other nodes in an arbitrary point-to-point fashion. The main difference between Newscast EM and the standard EM algorithm is that the M-step in our case is implemented in a decentralized manner: (random) pairs of nodes repeatedly exchange their local parameter estimates and com- bine them by (weighted) averaging. We provide theoretical evidence and demonstrate experimentally that, under this protocol, nodes converge ex- ponentially fast to the correct estimates in each M-step of the EM algo- rithm.