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:
--
复制
发表时间:
2017
期刊:
影响因子:
--
通讯作者:
David Page
David Page
中科院分区:
--
文献类型:
--
作者:
Sinong Geng;Zhaobin Kuang;David Page

文献摘要

参考文献

被引文献

相似文献

伪似然方法是学习稀疏二进制成对马尔可夫网络最常用的算法之一。本文将$L_1$正则化伪似然问题表示为稀疏多元Logistic回归问题。通过这种方式,稀疏Logistic回归的许多见解和优化过程可以应用于离散马尔可夫网络的学习。具体地说,我们使用具有凸罚的广义线性模型的坐标下降算法,结合强筛选规则来求解具有$L_1$正则化的伪似然问题。因此,可以在不损失任何精度的情况下实现显著的加速比。此外,对于不平衡的高维数据,当正则化参数较小时,该方法比基于节点的Logistic回归方法更稳定。通过对模拟数据和真实数据的数值实验,验证了该方法的优越性。
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.
使用纵向观察数据计算药物重新定位的基线正则化。
DOI: --
发表时间: 2016
期刊: IJCAI : proceedings of the conference
影响因子: --
作者:
Kuang,Zhaobin;Thomson,James;Caldwell,Michael;Peissig,Peggy;Stewart,Ron;Page,David
通讯作者: Page,David
新的基因变异改善了乳腺癌的个性化诊断。
DOI: --
发表时间: 2014
期刊: AMIA Joint Summits on Translational Science proceedings. AMIA Joint Summits on Translational Science
影响因子: --
作者:
Liu,Jie;Page,David;Peissig,Peggy;McCarty,Catherine;Onitilo,AdedayoA;Trentham-Dietz,Amy;Burnside,Elizabeth
通讯作者: Burnside,Elizabeth