Timezone: »

Multiscale Dictionary Learning for Estimating Conditional Distributions
Francesca Petralia · Joshua T Vogelstein · David B Dunson

Thu Dec 05 07:00 PM -- 11:59 PM (PST) @ Harrah's Special Events Center, 2nd Floor #None

Nonparametric estimation of the conditional distribution of a response given high-dimensional features is a challenging problem. It is important to allow not only the mean but also the variance and shape of the response density to change flexibly with features, which are massive-dimensional. We propose a multiscale dictionary learning model, which expresses the conditional response density as a convex combination of dictionary densities, with the densities used and their weights dependent on the path through a tree decomposition of the feature space. A fast graph partitioning algorithm is applied to obtain the tree decomposition, with Bayesian methods then used to adaptively prune and average over different sub-trees in a soft probabilistic manner. The algorithm scales efficiently to approximately one million features. State of the art predictive performance is demonstrated for toy examples and two neuroscience applications including up to a million features.

Author Information

Francesca Petralia (Mt Sinai School of Medicine)
jovo T Vogelstein (Duke University)
David B Dunson (Duke University)

More from the Same Authors