Parameter Initialization

Choosing appropriate initial parameter values can have a significant effect on the quality of the solution.

Expectation maximization (EM) is not guaranteed to converge to the global maximum of the likelihood function but may instead converge to a local maximum. Therefore different initial parameter values can lead to different model parameters and different model quality.

In the process of model search, the EM model is grown independently. As new components are added, their parameters are initialized to areas with poor distribution fit.