The EM-algorithm and the Method of Moments in Softmax Mixture Models

Abstract

Softmax Mixture Models (SMMs) are discrete $K$-component mixture models for the probabilities of selecting one of $p$ candidate feature vectors $X_1,\ldots,X_p\in\mathbb{R}^L$ in heterogeneous populations and are widely used in econometrics and scientific applications. Related softmax mixture mechanisms also appear in modern LLM architectures. We provide a theoretical and methodological study of SMMs, focusing on the Expectation-Maximization (EM) algorithm and the Method of Moments (MoM). We show that EM recovers the mixture atoms at the parametric rate, up to logarithmic factors, after $\mathcal{O}(\log N)$ iterations, provided atom separation is at least of order $\log K$. This improves on separation conditions in existing analyses of EM for high-dimensional Gaussian mixtures. We also develop MoM procedures for parameter and subspace estimation. Although MoM parameter estimates converge more slowly than EM and can deteriorate with $K$, they provide provable warm starts for EM and are useful for small $K$. For general $K$, we estimate the atom subspace via MoM and recommend running EM from multiple random initializations within this subspace. Finally, as $p\to\infty$, we show that SMMs approximate mixtures of exponential tilts of the feature distribution, yielding asymptotic identifiability.