EFFECTIVE EXPECTATION MAXIMIZATION ALGORITHM IMPLEMENTATION USING MULTICORE COMPUTER SYSTEMS


Abstract

A popular expectation maximization algorithm that is widely used in modern data processing systems to solve various problems including optimization and parameter estimation is considered in the paper. The task of the study was to enhance effectiveness of the algorithm execution in time. An enhancement of execution rate for the EM algorithm using multicore architecture of modern computer systems was carried out. Necessary modifications aimed at better parallelism were proposed for implementation of the EM algorithm. An efficiency of the software implementation was tested on the classic problem of Gaussian random variables mixture separation. It is shown that in the mixture separation problem EM algorithm performance degrades when the distance between mean values of distributions is less than three standard deviations, which is totally in the spirit of three sigma law. In such cases, it is very important to have an efficient EM algorithm implementation to be able to process such test cases in a reasonable time.


Keywords

expectation maximization algorithm; multicore architecture; parallelism; problem of Gaussian random variables mixture separation; three sigma law

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Published : 2014-12-09


Kasitskij, A., Bidyuk, P., & Gozhyi, A. (2014). EFFECTIVE EXPECTATION MAXIMIZATION ALGORITHM IMPLEMENTATION USING MULTICORE COMPUTER SYSTEMS. Informatyka, Automatyka, Pomiary W Gospodarce I Ochronie Środowiska, 4(4), 35-37. https://doi.org/10.5604/20830157.1130179

Alexei Kasitskij  pbidyuke_00@ukr.net
National Technical University "Kyiv Polytechnic Institute", Institute for Applied System Analysis  Ukraine
Peter Bidyuk 
National Technical University "Kyiv Polytechnic Institute", Institute for Applied System Analysis  Ukraine
Alexander Gozhyi 
Petro Mohyla Black Sea State University, Department of Information Technologies and Program Systems  Ukraine