arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 1702.08320stat.ML
收藏

稀疏二进制两两马尔可夫网络估计的一种有效伪似然方法

An Efficient Pseudo-likelihood Method for Sparse Binary Pairwise Markov Network Estimation

Sinong Geng, Zhaobin Kuang, David Page

摘要:

伪似然方法是学习稀疏二进制两两马尔可夫网络的最流行的算法之一。在本文中,我们制定了$L_1$正则化的伪似然问题作为一个稀疏的多重逻辑斯谛回归问题。通过这种方式,稀疏逻辑斯谛回归的许多见解和优化过程可以应用于离散马尔可夫网络的学习。具体来说,我们使用坐标下降算法的广义线性模型与凸罚,结合强筛选规则,解决伪似然问题与$L_1$正则化。因此,可以在不损失任何精度的情况下实现显著的加速。此外,该方法是更稳定的节点方式的逻辑斯谛回归的方法对不平衡的高维数据时,由小的正则化参数惩罚。通过对模拟数据和真实数据的数值实验,验证了该方法的优越性。

英文摘要:

The pseudo-likelihood method is one of the most popular algorithms for learning sparse binary pairwise Markov networks. In this paper, we formulate the $L_1$ regularized pseudo-likelihood problem as a sparse multiple logistic regression problem. In this way, many insights and optimization procedures for sparse logistic regression can be applied to the learning of discrete Markov networks. Specifically, we use the coordinate descent algorithm for generalized linear models with convex penalties, combined with strong screening rules, to solve the pseudo-likelihood problem with $L_1$ regularization. Therefore a substantial speedup without losing any accuracy can be achieved. Furthermore, this method is more stable than the node-wise logistic regression approach on unbalanced high-dimensional data when penalized by small regularization parameters. Thorough numerical experiments on simulated data and real world data demonstrate the advantages of the proposed method.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑