From 26bfc9b9e69facabe838fc35a96263e5c487c8b3 Mon Sep 17 00:00:00 2001 From: Thibaut Horel Date: Tue, 19 May 2015 00:20:40 +0200 Subject: More compression --- paper/sections/results.tex | 28 ++++++++++++++-------------- 1 file changed, 14 insertions(+), 14 deletions(-) (limited to 'paper/sections/results.tex') 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. - -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. +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. + 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 -- cgit v1.2.3-70-g09d2