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Poster
Sparse Logistic Regression Learns All Discrete Pairwise Graphical Models
Shanshan Wu · Sujay Sanghavi · Alexandros Dimakis
Wed Dec 11 10:45 AM -- 12:45 PM (PST) @ East Exhibition Hall B + C #183
We characterize the effectiveness of a classical algorithm for recovering the Markov graph of a general discrete pairwise graphical model from i.i.d. samples. The algorithm is (appropriately regularized) maximum conditional log-likelihood, which involves solving a convex program for each node; for Ising models this is $\ell_1$-constrained logistic regression, while for more general alphabets an $\ell_{2,1}$ group-norm constraint needs to be used. We show that this algorithm can recover any arbitrary discrete pairwise graphical model, and also characterize its sample complexity as a function of model width, alphabet size, edge parameter accuracy, and the number of variables. We show that along every one of these axes, it matches or improves on all existing results and algorithms for this problem. Our analysis applies a sharp generalization error bound for logistic regression when the weight vector has an $\ell_1$ (or $\ell_{2,1}$) constraint and the sample vector has an $\ell_{\infty}$ (or $\ell_{2, \infty}$) constraint. We also show that the proposed convex programs can be efficiently solved in $\tilde{O}(n^2)$ running time (where $n$ is the number of variables) under the same statistical guarantees. We provide experimental results to support our analysis.
Author Information
Shanshan Wu (University of Texas at Austin)
Here is my homepage: http://wushanshan.github.io/
Sujay Sanghavi (UT-Austin)
Alexandros Dimakis (University of Texas, Austin)
Related Events (a corresponding poster, oral, or spotlight)
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2019 Spotlight: Sparse Logistic Regression Learns All Discrete Pairwise Graphical Models »
Wed. Dec 11th 06:20 -- 06:25 PM Room West Ballroom C
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