Learning a common substructure of multiple graphical Gaussian models

DOI10.1016/J.NEUNET.2012.11.004zbMATH Open1328.68165DBLPjournals/nn/HaraW13arXiv1203.0117OpenAlexW2087805683WikidataQ44961720 ScholiaQ44961720MaRDI QIDQ901348FDOQ901348

Takashi Washio, Satoshi Hara

Publication date: 11 January 2016

Published in: Neural Networks (Search for Journal in Brave)

Abstract: Properties of data are frequently seen to vary depending on the sampled situations, which usually changes along a time evolution or owing to environmental effects. One way to analyze such data is to find invariances, or representative features kept constant over changes. The aim of this paper is to identify one such feature, namely interactions or dependencies among variables that are common across multiple datasets collected under different conditions. To that end, we propose a common substructure learning (CSSL) framework based on a graphical Gaussian model. We further present a simple learning algorithm based on the Dual Augmented Lagrangian and the Alternating Direction Method of Multipliers. We confirm the performance of CSSL over other existing techniques in finding unchanging dependency structures in multiple datasets through numerical simulations on synthetic data and through a real world application to anomaly detection in automobile sensors.

Full work available at URL: https://arxiv.org/abs/1203.0117

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zbMATH Keywords

common substructurealternating direction method of multipliersgraphical Gaussian modeldual augmented Lagrangian

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Cited In (6)

• Fused Multiple Graphical Lasso
• An efficient matrix bi-factorization alternative optimization method for low-rank matrix recovery and completion
• Estimating heterogeneous graphical models for discrete data with an application to roll call voting
• Joint learning of multiple Granger causal networks via non-convex regularizations: inference of group-level brain connectivity
• Bayesian graphical models for differential pathways
• A constrained \(\ell1\) minimization approach for estimating multiple sparse Gaussian or nonparanormal graphical models

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