Expectation-Maximization Algorithms for Gaussian Mixture Models Using Linear Algebra Libraries on Parallel Shared-Memory Systems
Wojciech Kwedlo
DOI: http://dx.doi.org/10.15439/2023F9859
Citation: Proceedings of the 18th Conference on Computer Science and Intelligence Systems, M. Ganzha, L. Maciaszek, M. Paprzycki, D. Ślęzak (eds). ACSIS, Vol. 35, pages 1047–1052 (2023)
Abstract. In this paper the problem of parameter estimation of Gaussian mixture models using the expectation-maximization (EM) algorithm is considered. Four variants of the EM algorithm parallelized using the OpenMP standard are proposed. The main difference between the variants is the degree of usage of vendor-optimized linear algebra libraries. The computational experiments were performed using 25 large datasets on a system with two 12-core Intel Xeon processors. The results of experiments indicate that the EM variant using level 3 (matrix-matrix) operations and L3 cache blocking is the fastest one. It is 1.75-2.75 times faster than the naive version using level 2 (matrix-vector) operations. Its parallel efficiency relative to the sequential version is always greater than 83\%.
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