Direct Learning of Sparse Changes in Markov Networks by Density Ratio Estimation
Abstract
We propose a new method for detecting changes in Markov network structure between two sets of samples. Instead of naively fitting two Markov network models separately to the two data sets and figuring out their difference, we directly learn the network structure change by estimating the ratio of Markov network models. This density-ratio formulation naturally allows us to introduce sparsity in the network structure change, which highly contributes to enhancing interpretability. Furthermore, computation of the normalization term, which is a critical computational bottleneck of the naive approach, can be remarkably mitigated. Through experiments on gene expression and Twitter data analysis, we demonstrate the usefulness of our method.
Cite
Text
Liu et al. "Direct Learning of Sparse Changes in Markov Networks by Density Ratio Estimation." European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, 2013. doi:10.1007/978-3-642-40991-2_38Markdown
[Liu et al. "Direct Learning of Sparse Changes in Markov Networks by Density Ratio Estimation." European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, 2013.](https://mlanthology.org/ecmlpkdd/2013/liu2013ecmlpkdd-direct/) doi:10.1007/978-3-642-40991-2_38BibTeX
@inproceedings{liu2013ecmlpkdd-direct,
title = {{Direct Learning of Sparse Changes in Markov Networks by Density Ratio Estimation}},
author = {Liu, Song and Quinn, John A. and Gutmann, Michael U. and Sugiyama, Masashi},
booktitle = {European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases},
year = {2013},
pages = {596-611},
doi = {10.1007/978-3-642-40991-2_38},
url = {https://mlanthology.org/ecmlpkdd/2013/liu2013ecmlpkdd-direct/}
}