Optimal lower bounds for logistic log-likelihoods

• URL: http://arxiv.org/abs/2410.10309v1
• Date: Mon, 14 Oct 2024 09:09:33 GMT
• Title: Optimal lower bounds for logistic log-likelihoods
• Authors: Niccolò Anceschi, Tommaso Rigon, Giacomo Zanella, Daniele Durante,
• Abstract summary: The logit transform is arguably the most widely-employed link function beyond linear settings. It is still unclear whether tangent lower bounds sharper than quadratic ones can be derived without undermining the tractability of the resulting minorizer. This article addresses such a challenging question through the design and study of a novel piece-wise quadratic lower bound.
• Score: 1.3124513975412255
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: The logit transform is arguably the most widely-employed link function beyond linear settings. This transformation routinely appears in regression models for binary data and provides, either explicitly or implicitly, a core building-block within state-of-the-art methodologies for both classification and regression. Its widespread use, combined with the lack of analytical solutions for the optimization of general losses involving the logit transform, still motivates active research in computational statistics. Among the directions explored, a central one has focused on the design of tangent lower bounds for logistic log-likelihoods that can be tractably optimized, while providing a tight approximation of these log-likelihoods. Although progress along these lines has led to the development of effective minorize-maximize (MM) algorithms for point estimation and coordinate ascent variational inference schemes for approximate Bayesian inference under several logit models, the overarching focus in the literature has been on tangent quadratic minorizers. In fact, it is still unclear whether tangent lower bounds sharper than quadratic ones can be derived without undermining the tractability of the resulting minorizer. This article addresses such a challenging question through the design and study of a novel piece-wise quadratic lower bound that uniformly improves any tangent quadratic minorizer, including the sharpest ones, while admitting a direct interpretation in terms of the classical generalized lasso problem. As illustrated in a ridge logistic regression, this unique connection facilitates more effective implementations than those provided by available piece-wise bounds, while improving the convergence speed of quadratic ones.

Related papers

• Stagewise Boosting Distributional Regression [0.0]
  We propose a stagewise boosting-type algorithm for distributional regression. We extend it with a novel regularization method, correlation filtering, to provide additional stability. Besides the advantage of processing large datasets, the nature of the approximations can lead to better results.
  arXiv  Detail & Related papers  (2024-05-28T15:40:39Z)
• A Pseudo-Semantic Loss for Autoregressive Models with Logical Constraints [87.08677547257733]
  Neuro-symbolic AI bridges the gap between purely symbolic and neural approaches to learning. We show how to maximize the likelihood of a symbolic constraint w.r.t the neural network's output distribution. We also evaluate our approach on Sudoku and shortest-path prediction cast as autoregressive generation.
  arXiv  Detail & Related papers  (2023-12-06T20:58:07Z)
• Stable Nonconvex-Nonconcave Training via Linear Interpolation [51.668052890249726]
  This paper presents a theoretical analysis of linearahead as a principled method for stabilizing (large-scale) neural network training. We argue that instabilities in the optimization process are often caused by the nonmonotonicity of the loss landscape and show how linear can help by leveraging the theory of nonexpansive operators.
  arXiv  Detail & Related papers  (2023-10-20T12:45:12Z)
• Differentiable Annealed Importance Sampling and the Perils of Gradient Noise [68.44523807580438]
  Annealed importance sampling (AIS) and related algorithms are highly effective tools for marginal likelihood estimation. Differentiability is a desirable property as it would admit the possibility of optimizing marginal likelihood as an objective. We propose a differentiable algorithm by abandoning Metropolis-Hastings steps, which further unlocks mini-batch computation.
  arXiv  Detail & Related papers  (2021-07-21T17:10:14Z)
• Cogradient Descent for Dependable Learning [64.02052988844301]
  We propose a dependable learning based on Cogradient Descent (CoGD) algorithm to address the bilinear optimization problem. CoGD is introduced to solve bilinear problems when one variable is with sparsity constraint. It can also be used to decompose the association of features and weights, which further generalizes our method to better train convolutional neural networks (CNNs)
  arXiv  Detail & Related papers  (2021-06-20T04:28:20Z)
• Cogradient Descent for Bilinear Optimization [124.45816011848096]
  We introduce a Cogradient Descent algorithm (CoGD) to address the bilinear problem. We solve one variable by considering its coupling relationship with the other, leading to a synchronous gradient descent. Our algorithm is applied to solve problems with one variable under the sparsity constraint.
  arXiv  Detail & Related papers  (2020-06-16T13:41:54Z)
• Second-Order Guarantees in Centralized, Federated and Decentralized Nonconvex Optimization [64.26238893241322]
  Simple algorithms have been shown to lead to good empirical results in many contexts. Several works have pursued rigorous analytical justification for studying non optimization problems. A key insight in these analyses is that perturbations play a critical role in allowing local descent algorithms.
  arXiv  Detail & Related papers  (2020-03-31T16:54:22Z)

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.