univariate exponential family
28f0b864598a1291557bed248a998d4e-Reviews.html
First provide a summary of the paper, and then address the following criteria: Quality, clarity, originality and significance. This paper extends the work of Yang et al (2012) on undirected graphical models where the node-wise conditional distributions are from the univariate exponential family; in this paper, the authors allow covariates to be included and also allow the distribution type to be node specific. They derive the form of the natural parameter for the response distributions under the assumption that the node-wise conditional distributions of the covariates are also from the univariate exponential family, and prove guarantees on the learnability of the models. Finally, the authors present some limited experimental results on synthetic and real data. The paper is well written, particularly given the density of material.
Conditional Random Fields via Univariate Exponential Families
Conditional random fields, which model the distribution of a multivariate response conditioned on a set of covariates using undirected graphs, are widely used in a variety of multivariate prediction applications. Popular instances of this class of models such as categorical-discrete CRFs, Ising CRFs, and conditional Gaussian based CRFs, are not however best suited to the varied types of response variables in many applications, including count-valued responses. We thus introduce a "novel subclass of CRFs", derived by imposing node-wise conditional distributions of response variables conditioned on the rest of the responses and the covariates as arising from univariate exponential families. This allows us to derive novel multivariate CRFs given any univariate exponential distribution, including the Poisson, negative binomial, and exponential distributions. Also in particular, it addresses the common CRF problem of specifying feature'' functions determining the interactions between response variables and covariates.
Conditional Random Fields via Univariate Exponential Families
Conditional random fields, which model the distribution of a multivariate response conditioned on a set of covariates using undirected graphs, are widely used in a variety of multivariate prediction applications. Popular instances of this class of models such as categorical-discrete CRFs, Ising CRFs, and conditional Gaussian based CRFs, are not however best suited to the varied types of response variables in many applications, including count-valued responses. We thus introduce a "novel subclass of CRFs", derived by imposing node-wise conditional distributions of response variables conditioned on the rest of the responses and the covariates as arising from univariate exponential families. This allows us to derive novel multivariate CRFs given any univariate exponential distribution, including the Poisson, negative binomial, and exponential distributions. Also in particular, it addresses the common CRF problem of specifying feature'' functions determining the interactions between response variables and covariates.
Feature Programming for Multivariate Time Series Prediction
Reneau, Alex, Hu, Jerry Yao-Chieh, Xu, Chenwei, Li, Weijian, Gilani, Ammar, Liu, Han
We introduce the concept of programmable feature Our key motivation comes from a novel dynamical Ising-like engineering for time series modeling and propose model, the spin-gas Glauber dynamics, originated from a a feature programming framework. This newly debuted gas-like interaction that includes momentum framework generates large amounts of predictive and acceleration information. By using spin-gas Glauber features for noisy multivariate time series while dynamics as the fundamental model for time series generating allowing users to incorporate their inductive bias processes at the smallest time scale, we explore the with minimal effort. The key motivation of our potential of treating time series as the path-sum of infinitesimal framework is to view any multivariate time series increments generated by a series of Markovian coin as a cumulative sum of fine-grained trajectory tosses following the spin-gas Glauber dynamics. From such increments, with each increment governed by a a fine-grained perspective, a set of operators is motivated for novel spin-gas dynamical Ising model.
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Conditional Random Fields via Univariate Exponential Families
Yang, Eunho, Ravikumar, Pradeep K., Allen, Genevera I., Liu, Zhandong
Conditional random fields, which model the distribution of a multivariate response conditioned on a set of covariates using undirected graphs, are widely used in a variety of multivariate prediction applications. Popular instances of this class of models such as categorical-discrete CRFs, Ising CRFs, and conditional Gaussian based CRFs, are not however best suited to the varied types of response variables in many applications, including count-valued responses. We thus introduce a "novel subclass of CRFs", derived by imposing node-wise conditional distributions of response variables conditioned on the rest of the responses and the covariates as arising from univariate exponential families. This allows us to derive novel multivariate CRFs given any univariate exponential distribution, including the Poisson, negative binomial, and exponential distributions. Also in particular, it addresses the common CRF problem of specifying feature'' functions determining the interactions between response variables and covariates.
Generalized Root Models: Beyond Pairwise Graphical Models for Univariate Exponential Families
Inouye, David I., Ravikumar, Pradeep, Dhillon, Inderjit S.
We present a novel k-way high-dimensional graphical model called the Generalized Root Model (GRM) that explicitly models dependencies between variable sets of size k > 2---where k = 2 is the standard pairwise graphical model. This model is based on taking the k-th root of the original sufficient statistics of any univariate exponential family with positive sufficient statistics, including the Poisson and exponential distributions. As in the recent work with square root graphical (SQR) models [Inouye et al. 2016]---which was restricted to pairwise dependencies---we give the conditions of the parameters that are needed for normalization using the radial conditionals similar to the pairwise case [Inouye et al. 2016]. In particular, we show that the Poisson GRM has no restrictions on the parameters and the exponential GRM only has a restriction akin to negative definiteness. We develop a simple but general learning algorithm based on L1-regularized node-wise regressions. We also present a general way of numerically approximating the log partition function and associated derivatives of the GRM univariate node conditionals---in contrast to [Inouye et al. 2016], which only provided algorithm for estimating the exponential SQR. To illustrate GRM, we model word counts with a Poisson GRM and show the associated k-sized variable sets. We finish by discussing methods for reducing the parameter space in various situations.
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