Timezone: »

Poster
A Convex Upper Bound on the Log-Partition Function
Laurent El Ghaoui · Assane Gueye

Wed Dec 10 07:30 PM -- 12:00 AM (PST) @
We consider the problem of bounding from above the log-partition function corresponding to second-order Ising models for binary distributions. We introduce a new bound, the cardinality bound, which can be computed via convex optimization. The corresponding error on the log-partition function is bounded above by twice the distance, in model parameter space, to a class of standard'' Ising models, for which variable inter-dependence is described via a simple mean field term. In the context of maximum-likelihood, using the new bound instead of the exact log-partition function, while constraining the distance to the class of standard Ising models, leads not only to a good approximation to the log-partition function, but also to a model that is parsimonious, and easily interpretable. We compare our bound with the log-determinant bound introduced by Wainwright and Jordan (2006), and show that when the $l_1$-norm of the model parameter vector is small enough, the latter is outperformed by the new bound.