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| author | Thibaut Horel <thibaut.horel@gmail.com> | 2015-05-19 00:20:40 +0200 |
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| committer | Thibaut Horel <thibaut.horel@gmail.com> | 2015-05-19 00:20:40 +0200 |
| commit | 26bfc9b9e69facabe838fc35a96263e5c487c8b3 (patch) | |
| tree | 2c9889a206ce2a55335814cf16b16dd978c3d521 /paper | |
| parent | 282349d87a75e930bb4d2ac7bc389106d0519f0b (diff) | |
| download | cascades-26bfc9b9e69facabe838fc35a96263e5c487c8b3.tar.gz | |
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| -rw-r--r-- | paper/sections/experiments.tex | 1 | ||||
| -rw-r--r-- | paper/sections/model.tex | 43 | ||||
| -rw-r--r-- | paper/sections/results.tex | 26 |
3 files changed, 34 insertions, 36 deletions
diff --git a/paper/sections/experiments.tex b/paper/sections/experiments.tex index cacc882..7336f93 100644 --- a/paper/sections/experiments.tex +++ b/paper/sections/experiments.tex @@ -36,6 +36,7 @@ graph which is: (d) exactly sparse (e) non-exactly sparse, as a function of the number of cascades $n$. Figure (f) plots the F$1$-score for the Watts-Strogatz graph as a function of $p_{init}$.}~\label{fig:four_figs} +\vspace{-2em} \end{table*} In this section, we validate empirically the results and assumptions of diff --git a/paper/sections/model.tex b/paper/sections/model.tex index 532ee5e..5d3a232 100644 --- a/paper/sections/model.tex +++ b/paper/sections/model.tex @@ -130,14 +130,12 @@ Defining $\Theta_{i,j} \defeq \log(\frac{1}{1-p_{i,j}})$, this can be rewritten \end{align*} Therefore, the independent cascade model is a Generalized Linear Cascade model -with inverse link function $f : z \mapsto 1 - e^{-z}$. - -Note that to write the Independent Cascade Model as a Generalized Linear -Cascade Model, we had to introduce the change of variable $\Theta_{i,j} -= \log(\frac{1}{1-p_{i,j}})$. The recovery results in Section~\ref{sec:results} -pertain to the $\Theta_j$ parameters. Fortunately, the following lemma shows that -the recovery error on $\Theta_j$ is an upper bound on the error on the original -$p_j$ parameters. +with inverse link function $f : z \mapsto 1 - e^{-z}$. Note that to write the +Independent Cascade Model as a Generalized Linear Cascade Model, we had to +introduce the change of variable $\Theta_{i,j} = \log(\frac{1}{1-p_{i,j}})$. +The recovery results in Section~\ref{sec:results} pertain to the $\Theta_j$ +parameters. Fortunately, the following lemma shows that the recovery error on +$\Theta_j$ is an upper bound on the error on the original $p_j$ parameters. \begin{lemma} \label{lem:transform} @@ -181,12 +179,12 @@ Let $\text{Exp}(p)$ be an exponentially-distributed random variable of parameter and let $\Theta_{i,j}$ be the rate of transmission along directed edge $(i,j)$ in the CICE model. By the memoryless property of the exponential, if $X^k_j \neq 1$: -\begin{align*} - \mathbb{P}(X^{k+1}_j = 1 | X^k) & = \mathbb{P}(\min_{i \in {\cal N}(j)} +\begin{multline*} + \mathbb{P}(X^{k+1}_j = 1 | X^k) = \mathbb{P}(\min_{i \in {\cal N}(j)} \text{Exp}(\Theta_{i,j}) \leq \epsilon) \\ - & = \mathbb{P}(\text{Exp}( \sum_{i=1}^m \Theta_{i,j} X^t_i) \leq \epsilon) \\ - & = 1 - e^{- \epsilon \Theta_j \cdot X^t} -\end{align*} + = \mathbb{P}(\text{Exp}( \sum_{i=1}^m \Theta_{i,j} X^t_i) \leq \epsilon) + = 1 - e^{- \epsilon \Theta_j \cdot X^t} +\end{multline*} Therefore, the $\epsilon$-discretized CICE-induced process is a Generalized Linear Cascade model with inverse link function $f:z\mapsto 1-e^{-\epsilon\cdot z}$. @@ -194,10 +192,8 @@ Generalized Linear Cascade model with inverse link function $f:z\mapsto \subsubsection{Logistic Cascades} \label{sec:logistic_cascades} ``Logistic cascades'' is the specific case where the inverse link function is -given by the logistic function: -\begin{displaymath} - f(z) = \frac{1}{1+e^{-z + t}} -\end{displaymath} +given by the logistic function +$f(z) = 1/(1+e^{-z + t})$. Intuitively, this captures the idea that there is a threshold $t$ such that when the sum of the parameters of the infected parents of a node is larger than the threshold, the probability of getting infected is close to one. This is @@ -277,11 +273,11 @@ and: \end{multline*} In the case of the voter model, the measurements include all time steps until -we reach the time horizon $T$ or the graph coalesces to a single state. In the -case of the independent cascade model, the measurements include all time steps -until node $i$ becomes contagious, after which its behavior is deterministic. -Contrary to prior work, our results depend on the number of -measurements and not the number of cascades. +we reach the time horizon $T$ or the graph coalesces to a single state. For the +independent cascade model, the measurements include all time steps until node +$i$ becomes contagious, after which its behavior is deterministic. Contrary to +prior work, our results depend on the number of measurements and not the number +of cascades. \paragraph{Regularity assumptions} @@ -294,12 +290,13 @@ Model and Voter Model. Furthermore, the data-dependent bounds in Section~\ref{sec:main_theorem} will require the following regularity assumption on the inverse link function $f$: +there exists $\alpha\in(0,1)$ such that \begin{equation} \tag{LF} \max \big\{ | (\log f)'(z_x) |, |(\log (1-f))'(z_x) | \big\} \leq \frac{1}{\alpha} \end{equation} -for some $\alpha\in(0, 1)$ and for all $z_x\defeq\inprod{\theta^*}{x}$ such that +for all $z_x\defeq\inprod{\theta^*}{x}$ such that $f(z_x)\notin\{0,1\}$. In the voter model, $\frac{f'(z)}{f(z)} = \frac{1}{z}$ and diff --git a/paper/sections/results.tex b/paper/sections/results.tex index cab27a7..e91cad4 100644 --- a/paper/sections/results.tex +++ b/paper/sections/results.tex @@ -242,22 +242,15 @@ this probabilistic model. Several recent papers show that large classes of correlated designs obey the restricted eigenvalue property with high probability \cite{raskutti:10, rudelson:13}. -The {\bf(RE)}-condition is well-behaved in the following sense: if it holds for -the expected Hessian matrix $\E[\nabla^2\mathcal{L}(\theta^*)]$, then it holds -for the finite sample Hessian matrix $\nabla^2\mathcal{L}(\theta^*)$ with high -probability. +The {\bf(RE)}-condition has the following concentration property: if it holds +for the expected Hessian matrix $\E[\nabla^2\mathcal{L}(\theta^*)]$, then it +holds for the finite sample Hessian matrix $\nabla^2\mathcal{L}(\theta^*)$ with +high probability. -If $f$ and $1-f$ are strictly log-convex, then the previous observations yields -the following natural interpretation of the {\bf(RE)}-condition: the expected -\emph{Gram matrix} $A \equiv \mathbb{E}[X^T X]$ is a matrix whose entry -$a_{i,j}$ is the average fraction of times node $i$ and node $j$ are infected -at the same time during several runs of the cascade process. Note that the -diagonal terms $a_{i,i}$ are simply the average fraction of times the -corresponding node $i$ is infected. Therefore, under an assumption which only involves the probabilistic model and -not the actual observations, Proposition~\ref{prop:fi} allows us to draw the -same conclusion as in Theorem~\ref{thm:main}. +not the actual observations, we can obtain the same conclusion as in +Theorem~\ref{thm:main}: \begin{proposition} \label{prop:fi} @@ -274,6 +267,13 @@ cascade, which are independent, we can apply Theorem 1.8 from \cite{rudelson:13}, lowering the number of required cascades to $s\log m \log^3( s\log m)$. +If $f$ and $1-f$ are strictly log-convex, then the previous observations show +that the quantity $\E[\nabla2\mathcal{L}(\theta^*)]$ in +Proposition~\ref{prop:fi} can be replaced by the expected \emph{Gram matrix}: +$A \equiv \mathbb{E}[X^T X]$. This matrix $A$ has a natural interpretation: the +entry $a_{i,j}$ is the probability that node $i$ and node $j$ are infected at +the same time during a cascade. In particular, the diagonal term $a_{i,i}$ is +simply the probability that node $i$ is infected during a cascade. %\paragraph{(RE) vs Irrepresentability Condition} %\cite{Daneshmand:2014} rely on an `incoherence' condition on the hessian of the |
