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Cutoff for exact recovery of Gaussian mixture models

Published 5 Jan 2020 in math.ST, cs.DS, cs.IT, math.IT, math.PR, stat.ML, and stat.TH | (2001.01194v3)

Abstract: We determine the information-theoretic cutoff value on separation of cluster centers for exact recovery of cluster labels in a $K$-component Gaussian mixture model with equal cluster sizes. Moreover, we show that a semidefinite programming (SDP) relaxation of the $K$-means clustering method achieves such sharp threshold for exact recovery without assuming the symmetry of cluster centers.

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