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 efficient and sample-optimal learning



Interaction Screening: Efficient and Sample-Optimal Learning of Ising Models

Neural Information Processing Systems

We consider the problem of learning the underlying graph of an unknown Ising model on p spins from a collection of i.i.d.


Reviews: Interaction Screening: Efficient and Sample-Optimal Learning of Ising Models

Neural Information Processing Systems

The main effort is to improve upon the recent results provided by Bresler, showing that the complexity of identifying the structure of max degree d Ising model is polynomial in p and independent of d. Strong Points: 1) The timeliness of the topic in this paper is good, meaning that there is currently ongoing interest and work on Ising model reconstruction. Weak points: 1) The whole approach is based on the introduction of the ISO. This is the main trick in the proposed approach. Other than that, the rest of the method and its analysis are usual and well studied (l_1-penalization and connection with the tutorial by Negahban et.



Interaction Screening: Efficient and Sample-Optimal Learning of Ising Models

Neural Information Processing Systems

We consider the problem of learning the underlying graph of an unknown Ising model on p spins from a collection of i.i.d. We suggest a new estimator that is computationally efficient and requires a number of samples that is near-optimal with respect to previously established information theoretic lower-bound. Our statistical estimator has a physical interpretation in terms of "interaction screening". The estimator is consistent and is efficiently implemented using convex optimization. We prove that with appropriate regularization, the estimator recovers the underlying graph using a number of samples that is logarithmic in the system size p and exponential in the maximum coupling-intensity and maximum node-degree.


Interaction Screening: Efficient and Sample-Optimal Learning of Ising Models

Neural Information Processing Systems

We consider the problem of learning the underlying graph of an unknown Ising model on p spins from a collection of i.i.d. samples generated from the model. We suggest a new estimator that is computationally efficient and requires a number of samples that is near-optimal with respect to previously established information theoretic lower-bound. Our statistical estimator has a physical interpretation in terms of "interaction screening". The estimator is consistent and is efficiently implemented using convex optimization. We prove that with appropriate regularization, the estimator recovers the underlying graph using a number of samples that is logarithmic in the system size p and exponential in the maximum coupling-intensity and maximum node-degree.


Interaction Screening: Efficient and Sample-Optimal Learning of Ising Models

arXiv.org Machine Learning

A Graphical Model (GM) describes a probability distribution over a set of random variables which factorizes over the edges of a graph. It is of interest to recover the structure of GMs from random samples. The graphical structure contains valuable information on the dependencies between the random variables. In fact, the neighborhood of a random variable is the minimal set that provides us maximum information about this variable. Unsurprisingly, GM reconstruction plays an important role in various fields such as the study of gene expression [1], protein interactions [2], neuroscience [3], image processing [4], sociology [5] and even grid science [6, 7]. The origin of the GM reconstruction problem is traced back to the seminal 1968 paper by Chow and Liu [8], where the problem was posed and resolved for the special case of tree-structured GMs. In this special tree case the maximum likelihood estimator is tractable and is tantamount to finding a maximum weighted spanning-tree. However, it is also known that in the case of general graphs with cycles, maximum likelihood estimators are intractable as they require computation of the partition function of the underlying GM, with notable exceptions of the Gaussian GM, see for instance [9], and some other special cases, like planar Ising models without magnetic field [10]. 1 A lot of efforts in this field has focused on learning Ising models, which are the most general GMs over binary variables with pairwise interaction/factorization. Early attempts to learn the Ising model structure efficiently were heuristic, based on various mean-field approximations, e.g.