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Learning with latent group sparsity via heat flow dynamics on networks

Subhroshekhar Ghosh, Soumendu Sundar Mukherjee

arXiv 20 Jan 2022 · Statistics — Methodology

arXiv:2201.08326 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Group or cluster structure on explanatory variables in machine learning problems is a very general phenomenon, which has attracted broad interest from practitioners and theoreticians alike. In this work we contribute an approach to learning under such group structure, that does not require prior information on the group identities. Our paradigm is motivated by the Laplacian geometry of an underlying network with a related community structure, and proceeds by directly incorporating this into a penalty that is effectively computed via a heat flow-based local network dynamics. In fact, we demonstrate a procedure to construct such a network based on the available data. Notably, we dispense with computationally intensive pre-processing involving clustering of variables, spectral or otherwise. Our technique is underpinned by rigorous theorems that guarantee its effective performance and provide bounds on its sample complexity. In particular, in a wide range of settings, it provably suffices to run the heat flow dynamics for time that is only logarithmic in the problem dimensions. We explore in detail the interfaces of our approach with key statistical physics models in network science, such as the Gaussian Free Field and the Stochastic Block Model. We validate our approach by successful applications to real-world data from a wide array of application domains, including computer science, genetics, climatology and economics. Our work raises the possibility of applying similar diffusion-based techniques to classical learning tasks, exploiting the interplay between geometric, dynamical and stochastic structures underlying the data.

Citation extraction

70
references
99
in-text mentions
70
distinct cited
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main-text words

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Berestycki, N (2015) Introduction to the gaussian free field and liouville quantum gravity0.73732100%
2Abbe, E (2017) Community detection and stochastic block models: recent developments0.64422100%
3Bühlmann, P., Rütimann, P., van de Geer, S., and Zhang, C.-H (2013) Correlated variables in regression: clustering and sparse estimation0.64422100%
4Coifman, R. R., Lafon, S., Lee, A. B., Maggioni, M., Nadler, B., War… (2005) Geometric diffusions as a tool for harmonic analysis and structure definition of data: Diffusion maps0.64422100%
5Coifman, R. R. and Lafon, S (2006) Diffusion maps0.64422100%
6Friedli, S. and Velenik, Y (2017) Statistical mechanics of lattice systems: a concrete mathematical introduction0.64422100%
7Goldenberg, A., Zheng, A. X., Fienberg, S. E., and Airoldi, E. M (2010) A survey of statistical network models0.64422100%
8Holland, P. W., Laskey, K. B., and Leinhardt, S (1983) Stochastic blockmodels: First steps0.64422100%
9Karrer, B. and Newman, M. E (2011) Stochastic blockmodels and community structure in networks0.64422100%
10Kelner, J., Koehler, F., Meka, R., and Moitra, A (2019) Learning some popular gaussian graphical models without condition number bounds0.64422100%

Showing the top 10 of 70 scored citations.