Tamara Broderick
Coresets for Scalable Bayesian Logistic Regression
Jonathan Huggins, Trevor Campbell, Tamara Broderick
The use of Bayesian methods in large-scale data settings is attractive because of the rich hierarchical models, uncertainty quantification, and prior specification they provide. Standard Bayesian inference algorithms are computationally expensive, however, making their direct application to large datasets difficult or infeasible. Recent work on scaling Bayesian inference has focused on modifying the underlying algorithms to, for example, use only a random data subsample at each iteration. We leverage the insight that data is often redundant to instead obtain a weighted subset of the data (called a coreset) that is much smaller than the original dataset. We can then use this small coreset in any number of existing posterior inference algorithms without modification.
Edge-exchangeable graphs and sparsity
Diana Cai, Trevor Campbell, Tamara Broderick
Many popular network models rely on the assumption of (vertex) exchangeability, in which the distribution of the graph is invariant to relabelings of the vertices. However, the Aldous-Hoover theorem guarantees that these graphs are dense or empty with probability one, whereas many real-world graphs are sparse. We present an alternative notion of exchangeability for random graphs, which we call edge exchangeability, in which the distribution of a graph sequence is invariant to the order of the edges. We demonstrate that edge-exchangeable models, unlike models that are traditionally vertex exchangeable, can exhibit sparsity. To do so, we outline a general framework for graph generative models; by contrast to the pioneering work of Caron and Fox [12], models within our framework are stationary across steps of the graph sequence. In particular, our model grows the graph by instantiating more latent atoms of a single random measure as the dataset size increases, rather than adding new atoms to the measure.