NDLI: Analysis of stopping criteria for the EM algorithm in the context of patient grouping according to length of stay

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2004 2nd International IEEE Conference on 'Intelligent Systems'. Proceedings (IEEE Cat. No.04EX791)

Proceedings First International IEEE Symposium Intelligent Systems

Analysis of stopping criteria for the EM algorithm in the context of patient grouping according to length of stay

Content Provider	IEEE Xplore Digital Library
Author	Abbi, R. El-Darzi, E. Vasilakis, C. Millard, P.
Copyright Year	2008
Description	Author affiliation: Dept. of Comput. Sci., Univ. of Westminster, London (Abbi, R.; El-Darzi, E.) \|\| St. George's Univ. of London, London (Millard, P.) \|\| Clinical Res. Unit, Univ. Coll. London, London (Vasilakis, C.)
Abstract	The expectation maximisation (EM) algorithm is an iterative maximum likelihood procedure often used for estimating the parameters of a mixture model. Theoretically, increases in the likelihood function are guaranteed as the algorithm iteratively improves upon previously derived parameter estimates. The algorithm is considered to converge when all parameter estimates become stable and no further improvements can be made to the likelihood value. However, to reduce computational time, it is often common practice for the algorithm to be stopped before complete convergence using heuristic approaches. In this paper, we consider various stopping criteria and evaluate their effect on fitting Gaussian mixture models (GMMs) to patient length of stay (LOS) data. Although the GMM can be successfully fitted to positively skewed data such as LOS, the fitting procedure often requires many iterations of the EM algorithm. To our knowledge, no previous study has evaluated the effect of different stopping criteria on fitting GMMs to skewed distributions. Hence, the aim of this paper is to evaluate the effect of various stopping criteria in order to select and justify their use within a patient spell classification methodology. Results illustrate that criteria based on the difference in the likelihood value and on the GMM parameters may not always be a good indicator for stopping the algorithm. In fact we show that the values of the difference in the variance parameters should be used instead, as these parameters are the last to stabilise. In addition, we also specify threshold values for the other stopping criteria.
File Size	450824
File Format	PDF
ISBN	9781424417391
DOI	10.1109/IS.2008.4670413
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2008-09-06
Publisher Place	Bulgaria
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Algorithm design and analysis Iterative algorithms Parameter estimation Maximum likelihood estimation Maximum likelihood detection Convergence Computer science Intelligent systems Context modeling Medical services stopping criteria GMM fitting LOS data patient classification
Content Type	Text
Resource Type	Article

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