惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

J
Java Code Geeks
Martin Fowler
Martin Fowler
MongoDB | Blog
MongoDB | Blog
博客园 - Franky
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
Microsoft Security Blog
Microsoft Security Blog
H
Hackread – Cybersecurity News, Data Breaches, AI and More
博客园_首页
腾讯CDC
D
Docker
The Cloudflare Blog
量子位
爱范儿
爱范儿
L
LangChain Blog
博客园 - 三生石上(FineUI控件)
博客园 - 司徒正美
aimingoo的专栏
aimingoo的专栏
Blog — PlanetScale
Blog — PlanetScale
Jina AI
Jina AI
Apple Machine Learning Research
Apple Machine Learning Research
Hugging Face - Blog
Hugging Face - Blog
博客园 - 聂微东
Vercel News
Vercel News
MyScale Blog
MyScale Blog

stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
Clusterpath Gaussian Graphical Modeling
D. J. W. Touw, A. Alfons, P. J. F. Groenen, I. Wilms · 2024-06-30 · via stat.ML updates on arXiv.org

Graphical models serve as effective tools for visualizing conditional dependencies between variables. However, as the number of variables grows, interpretation becomes increasingly difficult, and estimation uncertainty increases due to the large number of parameters relative to the number of observations. To address these challenges, we introduce the Clusterpath estimator of the Gaussian Graphical Model (CGGM) that encourages variable clustering in the graphical model in a data-driven way. Through the use of an aggregation penalty, we group variables together, which in turn results in a block-structured precision matrix whose block structure remains preserved in the covariance matrix. The CGGM estimator is formulated as the solution to a convex optimization problem, making it easy to incorporate other popular penalization schemes which we illustrate through the combination of an aggregation and sparsity penalty. We present a computationally efficient implementation of the CGGM estimator by using a cyclic block coordinate descent algorithm. In simulations, we show that CGGM not only matches, but oftentimes outperforms other state-of-the-art methods for variable clustering in graphical models. We also demonstrate CGGM's practical advantages and versatility on a diverse collection of empirical applications.