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Diffstat (limited to 'notes/presentation/beamer_2.tex')
| -rw-r--r-- | notes/presentation/beamer_2.tex | 113 |
1 files changed, 78 insertions, 35 deletions
diff --git a/notes/presentation/beamer_2.tex b/notes/presentation/beamer_2.tex index 0066511..ecc66ed 100644 --- a/notes/presentation/beamer_2.tex +++ b/notes/presentation/beamer_2.tex @@ -62,11 +62,17 @@ What do we know? What do we want to know? \begin{itemize} \item At $t=0$, nodes are in three possible states: susceptible, {\color{blue} infected}, {\color{red} dead} -\item Each {\color{blue} infected} node $i$ has a ``one-shot'' probability $p_{i,j}$ of infecting each of his susceptible neighbors $j$ at $t+1$. +\pause +\item At time step $t$, each {\color{blue} infected} node $i$ has a ``one-shot'' probability $p_{i,j}$ of infecting each of his susceptible neighbors $j$ at $t+1$. +\pause \item A node stays {\color{blue} infected} for one round, then it {\color{red} dies} +\pause \item At $t=0$, each node is {\color{blue} infected} with probability $p_{\text{init}}$ +\pause \item Process continues until random time $T$ when no more nodes can become infected. +\pause \item $X_t$: set of {\color{blue} infected} nodes at time $t$ +\pause \item A {\bf cascade} is an instance of the ICC model: $(X_t)_{t=0, t=T}$ \end{itemize} @@ -158,7 +164,7 @@ $$(j \in X_{t+1} | X_t) \sim {\cal B} \big(f(X_t \cdot \theta_j) \big)$$ \begin{block}{Decomposability} \begin{itemize} -\item Conditioned on $X_t$, the state of node $j$ is sampled independently from node $j+1$ +\item Conditioned on $X_t$, the state of the nodes at the next time step are mutually independent \item We can learn the parents of each node independently \end{itemize} \end{block} @@ -173,14 +179,17 @@ $$(j \in X_{t+1} | X_t) \sim {\cal B} \big(f(X_t \cdot \theta_j) \big)$$ -%%%%%%%%%%%%%%%%%%%%%%%%% +%%%%%%%%%%%%%%%%%%%%%%% \begin{frame} -\frametitle{Sparse Recovery} -\begin{figure} -\includegraphics[scale=.6]{../images/sparse_recovery_illustration_copy.pdf} -\caption{$\mathbb{P}(j \in X_{t+1}| X_t) = f(X_t\cdot \theta)$} -\end{figure} +\frametitle{Learning from Diffusion Processes} +\begin{block}{Problem Statement} +\begin{itemize} +\item We are given a graph ${\cal G}$, and a diffusion process $f$ parameterized by $\left((\theta_j)_j, p_{\text{init}}\right)$. +\item Suppose we {\bf only} observe $(X_t)$ from the diffusion process. +\item Under what conditions can we learn $\theta_{i,j}$ for all $(i,j)$? +\end{itemize} +\end{block} \end{frame} %%%%%%%%%%%%%%%%%%%%%%%%% @@ -188,24 +197,12 @@ $$(j \in X_{t+1} | X_t) \sim {\cal B} \big(f(X_t \cdot \theta_j) \big)$$ \begin{frame} \frametitle{Sparse Recovery} \begin{figure} -\includegraphics[scale=.6]{../images/sparse_recovery_illustration.pdf} +\includegraphics[scale=.6]{../images/sparse_recovery_illustration_copy.pdf} \caption{$\mathbb{P}(j \in X_{t+1}| X_t) = f(X_t\cdot \theta)$} \end{figure} \end{frame} -%%%%%%%%%%%%%%%%%%%%%%% - -\begin{frame} -\frametitle{Learning from Diffusion Processes} -\begin{block}{Problem Statement} -\begin{itemize} -\item We are given a graph ${\cal G}$, and a diffusion process $f$ parameterized by $\left((\theta_j)_j, p_{\text{init}}\right)$. -\item Suppose we {\bf only} observe $(X_t)$ from the diffusion process. -\item Under what conditions can we learn $\theta_{i,j}$ for all $(i,j)$? -\end{itemize} -\end{block} -\end{frame} %%%%%%%%%%%%%%%%%%%%% @@ -225,7 +222,7 @@ $$(j \in X_{t+1} | X_t) \sim {\cal B} \big(f(X_t \cdot \theta_j) \big)$$ \end{block} \begin{block}{MLE} -For each node $i$, $$\theta_i \in \arg \max {\cal {L}}_i(\theta_i | X_1, X_2, \dots, X_n) - \lambda \|\theta_i\|_1$$ +For each node $i$, $$\theta_i \in \arg \max \frac{1}{n_i}{\cal {L}}_i(\theta_i | X_1, X_2, \dots, X_{n_i}) - \lambda \|\theta_i\|_1$$ \end{block} \end{frame} @@ -243,7 +240,7 @@ For each node $i$, $$\theta_i \in \arg \max {\cal {L}}_i(\theta_i | X_1, X_2, \d \begin{block}{On $(X_t)$} \begin{itemize} -\item Want ${\cal H}$ be the hessian of ${\cal L}$ with respect to $\theta$ to be ``inversible'' +\item Want ${\cal H}$, the hessian of ${\cal L}$ with respect to $\theta$, to be well-conditioned. \item $ n < dim(\theta) \implies {\cal H}$ is degenerate. \item {\bf Restricted Eigenvalue condition} = ``almost invertible'' on sparse vectors. \end{itemize} @@ -257,7 +254,7 @@ For each node $i$, $$\theta_i \in \arg \max {\cal {L}}_i(\theta_i | X_1, X_2, \d \frametitle{Restricted Eigenvalue Condition} \begin{definition} -Let $S$ be the set of parents of node $i$. +For a set $S$, $${\cal C} := \{ \Delta : \|\Delta\|_2 = 1, \|\Delta_{\bar S}\|_1 \leq 3 \| \Delta_S\|_1 \}$$ ${\cal H}$ verifies the $(S, \gamma)$-RE condition if: $$\forall \Delta \in {\cal C}, \Delta {\cal H} \Delta \geq \gamma$$ @@ -270,9 +267,9 @@ $$\forall \Delta \in {\cal C}, \Delta {\cal H} \Delta \geq \gamma$$ Adapting a result from \cite{Negahban:2009}, we have the following theorem: \begin{theorem} -Assume +For node $i$, assume \begin{itemize} -\item the Hessian verifies the $(S,\gamma)$-RE condition +\item the Hessian verifies the $(S,\gamma)$-RE condition where $S$ is the set of parents of node $i$ (support of $\theta_i$) \item $f$ and $1-f$ are log-concave \item $|(\log f)'| < \frac{1}{\alpha}$ and $|(\log 1- f)'| < \frac{1}{\alpha}$ \end{itemize} then with high probability: @@ -311,37 +308,83 @@ By thresholding $\hat \theta_i$, if $n > C' s \log m$, we recover the support of \begin{frame} \frametitle{Restricted Eigenvalue Condition} -\begin{block}{From Hessian to Expected Hessian} +\begin{block}{From Hessian to Gram Matrix} \begin{itemize} -\item If $n > C' s^2 \log m$ and $(S, \gamma)$-RE holds for $\mathbb{E}({\cal H})$, then $(S, \gamma/2)$-RE holds for ${\cal H}$ -\item $\mathbb{E}({\cal H})$ only depends on $p_{\text{init}}$ and $(\theta_j)_j$ +\item If $\log f$ and $\log 1 -f$ are strictly log-concave with constant $c$, then if $(S, \gamma)$-RE holds for the gram matrix $\frac{1}{n}X X^T$ , then $(S, c \gamma)$-RE holds for ${\cal H}$ \end{itemize} \end{block} -\begin{block}{From Hessian to Gram Matrix} +\begin{block}{From Gram Matrix to Expected Gram Matrix} \begin{itemize} -\item If $\log f$ and $\log 1 -f$ are strictly log-concave with constant $c$, then if $(S, \gamma)$-RE holds for $\mathbb{E}({\cal H})$, then $(S, c \gamma)$-RE holds for the gram matrix $X X^T$ -\item Gram Matrix has natural interpretation: +\item If $n > C' s^2 \log m$ and $(S, \gamma)$-RE holds for $\mathbb{E}(\frac{1}{n}XX^T)$, then $(S, \gamma/2)$-RE holds for $\frac{1}{n}XX^T$ w.h.p +\item $\mathbb{E}(\frac{1}{n}XX^T)$ only depends on $p_{\text{init}}$ and $(\theta_j)_j$ +\end{itemize} +\end{block} + +\begin{block}{Expected Gram Matrix} \begin{itemize} \item Diagonal : average number of times node is infected \item Outer-diagonal : average number of times pair of nodes is infected {\emph together} \end{itemize} -\end{itemize} \end{block} \end{frame} +%%%%%%%%%%%%%%%%%%% +\begin{frame} +\frametitle{Approximate Sparsity} +\begin{itemize} +\item $\theta^*_{\lceil s \rceil}$ best s-sparse approximation to $\theta^*$ +\item $\|\theta^* - \theta^*_{\lceil s \rceil} \|_1$: `tail' of $\theta^*$ +\end{itemize} +\begin{theorem} +Under similar conditions on $f$ and a relaxed RE condition, there $\exists C_1, C_2>0$ such that with high probability: +\begin{equation} +\|\hat \theta_i - \theta^*_i\|_2 \leq C_1 \sqrt{\frac{s\log m}{n}} + C_2 \sqrt[4]{\frac{s\log m}{n}}\|\theta^* - \theta^*_{\lceil s \rceil} \|_1 +\end{equation} +\end{theorem} +\end{frame} + +%%%%%%%%%%%%%%%%%%%%%%% + +\begin{frame} +\frametitle{Lower Bound} +\begin{itemize} +\item Under correlation decay assumption for the IC model, ${\Omega}(s \log N/s)$ cascades necessary for graph reconstruction (Netrapalli et Sanghavi SIGMETRICS'12) +\item Adapting (Price \& Woodruff STOC'12), in the approximately sparse case, any algorithm for any generalized linear cascade model such that: +$$\|\hat \theta - \theta^*\|_2 \leq C \|\theta^* - \theta^*_{\lfloor s \rfloor}\|_2$$ +requires ${\cal O}(s \log (n/s)/\log C)$ measurement. +\end{itemize} +\end{frame} + +%%%%%%%%%%%%%%%%%%%%%% + +\begin{frame} +\frametitle{Voter Model} +\begin{itemize} +\pause +\item {\color{red} Red} and {\color{blue} Blue} nodes. At every step, each node $i$ chooses one of its neighbors $j$ with probability $p_{j,i}$ and adopts that color at $t+1$ +\pause +\item If {\color{blue} Blue} is `contagious' state: +\pause +\begin{equation} +\nonumber +\mathbb{P}(i \in X^{t+1}|X^t) = \sum_{j \in {\cal N}(i)\cap X^t} p_{ji} = X^t \cdot \theta_i +\end{equation} +\end{itemize} +\end{frame} + %%%%%%%%%%%%%%%%%%%%%%% \begin{frame} \frametitle{Future Work} \begin{itemize} -\item Better lower bounds -\item Active Learning \item Lower bound restricted eigenvalues of expected gram matrix \item Confidence Intervals \item Show that $n > C' s \log m$ measurements are necessary w.r.t. expected hessian. \item Linear Threshold model $\rightarrow$ 1-bit compressed sensing formulation +\item Better lower bounds +\item Active Learning \end{itemize} \end{frame} |
