Transfer Learning for Latent Variable Network Models
- URL: http://arxiv.org/abs/2406.03437v2
- Date: Thu, 6 Jun 2024 16:13:41 GMT
- Title: Transfer Learning for Latent Variable Network Models
- Authors: Akhil Jalan, Arya Mazumdar, Soumendu Sundar Mukherjee, Purnamrita Sarkar,
- Abstract summary: We study transfer learning for estimation in latent variable network models.
We show that if the latent variables are shared, then vanishing error is possible.
Our algorithm achieves $o(1)$ error and does not assume a parametric form on the source or target networks.
- Score: 18.31057192626801
- License: http://creativecommons.org/licenses/by-nc-nd/4.0/
- Abstract: We study transfer learning for estimation in latent variable network models. In our setting, the conditional edge probability matrices given the latent variables are represented by $P$ for the source and $Q$ for the target. We wish to estimate $Q$ given two kinds of data: (1) edge data from a subgraph induced by an $o(1)$ fraction of the nodes of $Q$, and (2) edge data from all of $P$. If the source $P$ has no relation to the target $Q$, the estimation error must be $\Omega(1)$. However, we show that if the latent variables are shared, then vanishing error is possible. We give an efficient algorithm that utilizes the ordering of a suitably defined graph distance. Our algorithm achieves $o(1)$ error and does not assume a parametric form on the source or target networks. Next, for the specific case of Stochastic Block Models we prove a minimax lower bound and show that a simple algorithm achieves this rate. Finally, we empirically demonstrate our algorithm's use on real-world and simulated graph transfer problems.
Related papers
- Turnstile $\ell_p$ leverage score sampling with applications [56.403488578703865]
We develop a novel algorithm for sampling rows $a_i$ of a matrix $AinmathbbRntimes d$, proportional to their $ell_p$ norm, when $A$ is presented in a turnstile data stream.
Our algorithm not only returns the set of sampled row indexes, it also returns slightly perturbed rows $tildea_i approx a_i$, and approximates their sampling probabilities up to $varepsilon$ relative error.
For logistic regression, our framework yields the first algorithm that achieves a $
arXiv Detail & Related papers (2024-06-01T07:33:41Z) - A statistical perspective on algorithm unrolling models for inverse
problems [2.7163621600184777]
In inverse problems where the conditional distribution of the observation $bf y$ given the latent variable of interest $bf x$ is known, we consider algorithm unrolling.
We show that the unrolling depth needed for the optimal statistical performance of GDNs is of order $log(n)/log(varrho_n-1)$, where $n$ is the sample size.
We also show that when the negative log-density of the latent variable $bf x$ has a simple proximal operator, then a GDN unrolled at depth $
arXiv Detail & Related papers (2023-11-10T20:52:20Z) - Compressive Recovery of Sparse Precision Matrices [5.557600489035657]
We consider the problem of learning a graph modeling the statistical relations of the $d$ variables from a dataset with $n$ samples $X in mathbbRn times d$.
We show that it is possible to estimate it from a sketch of size $m=Omegaleft((d+2k)log(d)right)$ where $k$ is the maximal number of edges of the underlying graph.
We investigate the possibility of achieving practical recovery with an iterative algorithm based on the graphical lasso, viewed as a specific denoiser.
arXiv Detail & Related papers (2023-11-08T13:29:08Z) - Sparse Gaussian Graphical Models with Discrete Optimization:
Computational and Statistical Perspectives [8.403841349300103]
We consider the problem of learning a sparse graph underlying an undirected Gaussian graphical model.
We propose GraphL0BnB, a new estimator based on an $ell_0$-penalized version of the pseudolikelihood function.
Our numerical experiments on real/synthetic datasets suggest that our method can solve, to near-optimality, problem instances with $p = 104$.
arXiv Detail & Related papers (2023-07-18T15:49:02Z) - Data Structures for Density Estimation [66.36971978162461]
Given a sublinear (in $n$) number of samples from $p$, our main result is the first data structure that identifies $v_i$ in time sublinear in $k$.
We also give an improved version of the algorithm of Acharya et al. that reports $v_i$ in time linear in $k$.
arXiv Detail & Related papers (2023-06-20T06:13:56Z) - Detection of Dense Subhypergraphs by Low-Degree Polynomials [72.4451045270967]
Detection of a planted dense subgraph in a random graph is a fundamental statistical and computational problem.
We consider detecting the presence of a planted $Gr(ngamma, n-alpha)$ subhypergraph in a $Gr(n, n-beta) hypergraph.
Our results are already new in the graph case $r=2$, as we consider the subtle log-density regime where hardness based on average-case reductions is not known.
arXiv Detail & Related papers (2023-04-17T10:38:08Z) - Mean Estimation in High-Dimensional Binary Markov Gaussian Mixture
Models [12.746888269949407]
We consider a high-dimensional mean estimation problem over a binary hidden Markov model.
We establish a nearly minimax optimal (up to logarithmic factors) estimation error rate, as a function of $|theta_*|,delta,d,n$.
arXiv Detail & Related papers (2022-06-06T09:34:04Z) - Structure Learning in Graphical Models from Indirect Observations [17.521712510832558]
This paper considers learning of the graphical structure of a $p$-dimensional random vector $X in Rp$ using both parametric and non-parametric methods.
Under mild conditions, we show that our graph-structure estimator can obtain the correct structure.
arXiv Detail & Related papers (2022-05-06T19:24:44Z) - Clustering Mixture Models in Almost-Linear Time via List-Decodable Mean
Estimation [58.24280149662003]
We study the problem of list-decodable mean estimation, where an adversary can corrupt a majority of the dataset.
We develop new algorithms for list-decodable mean estimation, achieving nearly-optimal statistical guarantees.
arXiv Detail & Related papers (2021-06-16T03:34:14Z) - Sparse sketches with small inversion bias [79.77110958547695]
Inversion bias arises when averaging estimates of quantities that depend on the inverse covariance.
We develop a framework for analyzing inversion bias, based on our proposed concept of an $(epsilon,delta)$-unbiased estimator for random matrices.
We show that when the sketching matrix $S$ is dense and has i.i.d. sub-gaussian entries, the estimator $(epsilon,delta)$-unbiased for $(Atop A)-1$ with a sketch of size $m=O(d+sqrt d/
arXiv Detail & Related papers (2020-11-21T01:33:15Z) - Model-Free Reinforcement Learning: from Clipped Pseudo-Regret to Sample
Complexity [59.34067736545355]
Given an MDP with $S$ states, $A$ actions, the discount factor $gamma in (0,1)$, and an approximation threshold $epsilon > 0$, we provide a model-free algorithm to learn an $epsilon$-optimal policy.
For small enough $epsilon$, we show an improved algorithm with sample complexity.
arXiv Detail & Related papers (2020-06-06T13:34:41Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.