Learning Latent Variable Models By Improving Spectral Solutions With Exterior Point Method

Probabilistic latent-variable models are a fundamental tool in statistics and machine learning. Despite their widespread use, identifying the parameters of basic latent variable models continues to be an extremely challenging problem. Traditional maximum likelihood-based learning algorithms find valid parameters, but suffer from high computational cost, slow convergence, and local optima. In contrast, recently developed spectral algorithms are computationally efficient and provide strong statistical guarantees, but are not guaranteed to find valid parameters. In this work, we introduce a two-stage learning algorithm for latent variable models. We first use a spectral method of moments algorithm to find a solution that is close to the optimal solution but not necessarily in the valid set of model parameters. We then incrementally refine the solution via an exterior point method until a local optima that is arbitrarily near the valid set of parameters is found. We perform several experiments on synthetic and real-world data and show that our approach is more accurate than previous work, especially when training data is limited.