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authorThibaut Horel <thibaut.horel@gmail.com>2015-12-11 20:52:47 -0500
committerThibaut Horel <thibaut.horel@gmail.com>2015-12-11 20:52:47 -0500
commit7ea0f81933617fa188e0eddf603bb69a05a66c53 (patch)
tree19e4d0a1619154d5ef74eabe55c00d9d8a005818 /finale/sections
parent14d059f48d102b8ed727059379d6c56a62242781 (diff)
downloadcascades-7ea0f81933617fa188e0eddf603bb69a05a66c53.tar.gz
Cleanup of the first half of Bayesian section
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@@ -9,7 +9,6 @@ $\sigma_{ij}$. The source distribution, parameterized by $\phi$, is considered
fixed here.}
\end{figure}
-\subsection{Advantages of the Bayesian Framework}
In this section, we develop a Bayesian approach to the Network Inference Problem
by placing priors on the edge weights of the graph. The quantity of interest is
the posterior distribution, given through Bayes' rule by:
@@ -20,41 +19,43 @@ the posterior distribution, given through Bayes' rule by:
where $\mathcal{L}_\Theta(\bx)$ is the likelihood expressed in
Eq.~\ref{eq:dist}.
+\subsection{Advantages for Graph inference}
+
One advantage of the Bayesian approach is its ability to convey distributional
-information about our belief for each parameter rather than the pointwise
-estimates accessible by MLE.~For example, exploring the entropy
-of the posterior on each parameter allows us to quantify how uncertain we are of
-each edge parameters' value. In the next section, we will explore how to
-exploit this knowledge to improve the rate at which we decrease our uncertainty
-by focusing on the most relevant parts of the network.
+information about our belief of each parameter rather than the pointwise
+estimates accessible by MLE.~For example, exploring the entropy of the
+posterior on each parameter allows us to quantify the uncertainty on edge
+weights. In the next section, we will exploit this information to improve the
+rate at which we decrease the uncertainty (and hence learn the network) by
+focusing on the most relevant parts of the network.
Another advantage of the Bayesian approach is the ability to encode
domain-knowledge through well-chosen prior distributions. For example, there is
an extensive literature~\cite{} on parametric representations of social
-networks, which attempt to reproduce certain properties of such networks:
-density of triangles, diameter, degree distribution, clustering coefficient etc.
-Accounting for known graph properties, such as reciprocal links or the high
-density of triangles has the potential to greatly increase the information we
-leverage from each cascade. Of course, such priors no longer allow us to
+networks, which attempt to reproduce observed properties of such networks:
+density of triangles, diameter, degree distribution, clustering coefficient
+etc. Accounting for known graph properties, such as reciprocal links or the
+high density of triangles has the potential to greatly increase the information
+we extract from each cascade. Of course, such priors no longer allow us to
perform inference in parallel, which was leveraged in prior work.
\subsection{Inference}
Depending on the link function $f$, the GLC model may not possess conjugate
-priors (e.g.~the IC model). Even if conjugate priors exist, they may be
-restricted to product form. In these cases, we resort to the use of sampling
-algorithms (MCMC) and approximate Bayesian methods (variational inference),
-which we cover here.
+priors (this is for example the case in the IC model). Even if conjugate priors
+exist, they may be restricted to product form. In these cases, we resort to the
+use of sampling algorithms (MCMC) and approximate Bayesian methods (variational
+inference), which we cover here.
-\paragraph{MCMC}
+\paragraph{MCMC.}
The Metropolis-Hastings (MCMC) algorithm allows us to draw samples from the
-posterior directly using the un-normalized posterior distribution. The advantage
-of this method is the ability to sample from the exact posterior and the wide
-availability of software packages which will work `out-of-the-box'. However,
-vanilla MCMC scales badly and is unsuitable for Bayesian learning of large
-networks ($\geq 100$ nodes).
+posterior directly using the un-normalized posterior distribution. The
+advantage of this method is the ability to sample from the exact posterior and
+the wide availability of software packages which will work `out-of-the-box'.
+However, as we show in our experiments, vanilla MCMC scales badly and is
+unsuitable for Bayesian learning of large networks ($\geq 100$ nodes).
-\paragraph{Variational Inference}
+\paragraph{Variational Inference.}
Variational inference algorithms consist in fitting an approximate family of
distributions to the exact posterior. The variational objective can be