An Efficient Pseudo-likelihood Method for Sparse Binary Pairwise Markov Network Estimation
An Efficient Pseudo-likelihood Method for Sparse Binary Pairwise Markov Network Estimation
复制标题
稀疏二元成对马尔可夫网络估计的高效伪似然方法
DOI:
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发表时间:
2017
期刊:
影响因子:
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通讯作者:
David Page
中科院分区:
文献类型:
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作者:
Sinong Geng;Zhaobin Kuang;David Page
The pseudo-likelihood method is one of the most popular algorithms for learning sparse binary pairwise Markov networks. In this paper, we formulate the $L_1$ regularized pseudo-likelihood problem as a sparse multiple logistic regression problem. In this way, many insights and optimization procedures for sparse logistic regression can be applied to the learning of discrete Markov networks. Specifically, we use the coordinate descent algorithm for generalized linear models with convex penalties, combined with strong screening rules, to solve the pseudo-likelihood problem with $L_1$ regularization. Therefore a substantial speedup without losing any accuracy can be achieved. Furthermore, this method is more stable than the node-wise logistic regression approach on unbalanced high-dimensional data when penalized by small regularization parameters. Thorough numerical experiments on simulated data and real world data demonstrate the advantages of the proposed method.
DOI:
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发表时间:
2016
期刊:
IJCAI : proceedings of the conference
影响因子:
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作者:
Kuang,Zhaobin;Thomson,James;Caldwell,Michael;Peissig,Peggy;Stewart,Ron;Page,David
通讯作者:
Page,David
DOI:
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发表时间:
2014
期刊:
AMIA Joint Summits on Translational Science proceedings. AMIA Joint Summits on Translational Science
影响因子:
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作者:
Liu,Jie;Page,David;Peissig,Peggy;McCarty,Catherine;Onitilo,AdedayoA;Trentham-Dietz,Amy;Burnside,Elizabeth
通讯作者:
Burnside,Elizabeth