Presentation 2014-11-18
Support Consistency of Direct Sparse-Change Learning in Markov Networks
Song LIU, Taiji SUZUKI, Masashi SUGIYAMA,
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Abstract(in English) We study the problem of learning sparse structure changes between two Markov networks P and Q. Rather than fitting two Markov networks separately to two sets of data and figuring out their differences, a recent work proposed to learn changes directly via estimating the ratio between two Markov network models. Such a direct approach was demonstrated to perform excellently in experiments, although its theoretical properties remained unexplored. In this paper, we give sufficient conditions for successful change detection with respect to the sample size n_p, n_q, the dimension of data m, and the number of changed edges d. More specifically, we prove that the true sparse changes can be consistently identified for n_p=Ω(d^2 log(m^2+m)/2) and n_q=Ω(n^2_p/d), with an exponentially decaying upper-bound on learning error. Our theoretical guarantee can be applied to a wide range of discrete/continuous Markov networks.
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Keyword(in English) Density Ratio Estimation / Change Detection / Markov Network
Paper # IBISML2014-70
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Conference Information
Committee IBISML
Conference Date 2014/11/10(1days)
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Registration To Information-Based Induction Sciences and Machine Learning (IBISML)
Language ENG
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Support Consistency of Direct Sparse-Change Learning in Markov Networks
Sub Title (in English)
Keyword(1) Density Ratio Estimation
Keyword(2) Change Detection
Keyword(3) Markov Network
1st Author's Name Song LIU
1st Author's Affiliation Department of Computer Science, Tokyo Institute of Technology()
2nd Author's Name Taiji SUZUKI
2nd Author's Affiliation Department of Mathematical and Computing Sciences, Tokyo Institute of Technology
3rd Author's Name Masashi SUGIYAMA
3rd Author's Affiliation Department of Complexity Science and Engineering, University of Tokyo
Date 2014-11-18
Paper # IBISML2014-70
Volume (vol) vol.114
Number (no) 306
Page pp.pp.-
#Pages 7
Date of Issue