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## Updating the Gates

Unlike the experts which can be bounded with EM and reduce to logarithms of Gaussians, the gates can not be as easily differentiated and set to 0. They are bounded by Jensen and the bounding and the Gaussians of the gates do not reside nicely within a logarithm. In fact, additional bounding operations are sometimes necessary and thus, it is important to break down the optimization of the gates. We shall separately consider the mixing proportions (), the means () and the covariances ( ). This separation facilitates our derivation but the trade-off is that each iteration involves 4 steps: 1) optimize the experts, 2) optimize the gate mixing proportions, 3) optimize the gate means and 4) optimize the gate covariances7.1. This ECM-type [41] approach may seem cumbersome and theoretically we would like to maximize all simultaneously. However, the above separation yields a surprisingly efficient implementation and in practice the numerical computations converge efficiently.

Tony Jebara
1999-09-15