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| author | jeanpouget-abadie <jean.pougetabadie@gmail.com> | 2015-12-11 17:11:12 -0500 |
|---|---|---|
| committer | jeanpouget-abadie <jean.pougetabadie@gmail.com> | 2015-12-11 17:11:12 -0500 |
| commit | a08f475a5ace6d069ba4cf0c93c6ef4df2b117b0 (patch) | |
| tree | 009cc3d5500765848903afa68dd4e10fe5299a6c | |
| parent | 16493ef0bb95d1faf1a00d67682bca889ed8c55c (diff) | |
| download | cascades-a08f475a5ace6d069ba4cf0c93c6ef4df2b117b0.tar.gz | |
experiments section start
| -rw-r--r-- | finale/final_report.tex | 24 | ||||
| -rw-r--r-- | finale/sections/experiments.tex | 21 |
2 files changed, 43 insertions, 2 deletions
diff --git a/finale/final_report.tex b/finale/final_report.tex index 9e1e33c..159badc 100644 --- a/finale/final_report.tex +++ b/finale/final_report.tex @@ -7,7 +7,7 @@ \usepackage{graphicx} \usepackage{bbm} %\usepackage{fullpage} -\input{def} +\input{def} \usepackage{icml2015} %\usepackage{algpseudocode} \DeclareMathOperator*{\argmax}{arg\,max} @@ -43,6 +43,18 @@ \begin{document} \maketitle +\begin{abstract} + The Network Inference Problem (NIP) is the machine learning challenge of + recovering the edges and edge weights of an unknown weighted graph from the + observations of a random contagion process propagating over this graph. + While previous work has focused on provable convergence guarantees for the + Maximum-Likelihood estimator for the edge weights, a Bayesian treatment of + the problem is still lacking. In this work, we establish a scalable Bayesian + framework for the unified NIP formulation of \cite{pouget}. Furthermore, we + show how this Bayesian framework leads to intuitive and effective heuristics + to greatly speed up learning. +\end{abstract} + \section{Introduction} \input{sections/intro.tex} @@ -51,14 +63,24 @@ \input{sections/model.tex} \section{Bayesian Inference} +\label{sec:bayes} \input{sections/bayesian.tex} \section{Active Learning} +\label{sec:active} \input{sections/active.tex} \section{Experiments} \input{sections/experiments.tex} +\section{Discussion} + \bibliography{sparse} \bibliographystyle{icml2015} + +\newpage +\section{Appendix} +\label{sec:appendix} +\input{sections/appendix.tex} + \end{document} diff --git a/finale/sections/experiments.tex b/finale/sections/experiments.tex index c9cf762..14c83f6 100644 --- a/finale/sections/experiments.tex +++ b/finale/sections/experiments.tex @@ -1,7 +1,26 @@ -implementation: PyMC (scalability), blocks +In this section, we apply the framework from Section~\ref{sec:bayes} +and~\ref{sec:active} on synthetic graphs and cascades to validate the Bayesian +approach as well as the effectiveness of the Active Learning heuristics. + +We started with using the library PyMC to sample from the posterior distribution +directly. This method was shown to scale poorly with the number of nodes in the +graph, such that graphs of size $\geq 100$ could not be reasonably be learned +quickly. In Section~\ref{sec:appendix}, we show the progressive convergence of +the posterior around the true values of the edge weights of the graph for a +graph of size $4$. + +In order to show the effect of the active learning policies, we needed to scale +the experiments to graphs of size $\geq 1000$, which required the use of the +variational inference procedure. A graph of size $1000$ has $1M$ parameters to +be learned ($2M$ in the product-prior in Eq.~\ref{eq:gaussianprior}). The +maximum-likelihood estimator converges to an $l_\infty$-error of $.05$ for most +graphs after having observed at least $100M$ distinct cascade-steps. + baseline +fair comparison of online learning + graphs/datasets bullshit |
