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Sample Complexity of Composite Likelihood

Joseph K. Bradley & Carlos Guestrin

better

better

better

PAC-learning parameters for general MRFs & CRFs

via practical methods: pseudolikelihood & structured composite likelihood.

ρmin = minj [ sum over components Ai which estimate θj of

[ min eigval of Hessian of at θ* ].

MLE objective:

MPLE-disjoint

Mmax = maxj [ number of components Ai which estimate θj ].

MPLE

MLE

Sample Complexity Bounds

Background

Λmin for Various Models

How do the bounds vary w.r.t. model properties?

Markov Random Fields (MRFs)

Bound on Parameter Error: MLE, MPLE

Plotted: Ratio (Λmin for MLE) / (Λmin for other method)

Model distribution P(X) over random variables X

Chains

Stars

Grids

as a log-linear MRF:

Model diameter is not important.

MPLE is worse for high-degree nodes.

MPLE is worse for big grids.

# parameters (length of θ)

Features

Requires inference.

Provably hard for general MRFs.

Parameters

Probability of failure

Avg. per-parameter error

Λmin for MLE: min eigenvalue of Hessian of loss at θ*:

Example MRF: the health of a grad student

X4: losing hair?

X2: bags under eyes?

Λmin for MPLE: mini [ min eigval of Hessian of loss component i at θ* ]:

X1: deadline?

X3: sick?

factor

X5: overeating?

Bound on Log Loss

Combs (Structured MCLE) improve upon MPLE.

MPLE is worse for strong factors.

All plots are for associative factors. (Random factors behave similarly.)

Max feature magnitude

Structured Composite Likelihood

Maximum Likelihood Estimation (MLE)

Joint vs. Disjoint Optimization

Composite Likelihood (MCLE)

Given data: n i.i.d. samples from

L2 regularization is more common. Our analysis applies to L1 & L2.

Joint MPLE:

Minimize objective:

MLE: Estimate P(Y) all at once

Yi

MPLE: Estimate P(Yi|Y-i) separately

Disjoint

MPLE:

Pro: Data parallel

Con: Worse bound (extra factors |X|)

Loss

Regularization

Something in between?

Estimate a larger component, but keep inference tractable.

Composite Likelihood (MCLE):

Estimate P(YAi|Y-Ai) separately, YAi in Y.

(Lindsay, 1988)

Gold Standard: MLE is (optimally) statistically efficient.

Theorem

Sample Complexity Bound for Disjoint MPLE:

- MLE Algorithm
- Iterate:
- Compute gradient.
- Step along gradient.

Hard to compute (inference).

Can we learn without

intractable inference?

Binary X:

YAi

Theorem

MLE or MPLE using L1 or L2 regularization

achieve avg. per-parameter error

with probability ≥ 1-δ

using n i.i.d. samples from Pθ*(X):

Example query:

Tightness of Bounds

= P( deadline | bags under eyes, losing hair )

- Choosing MCLE components YAi:
- Larger is better.
- Keep inference tractable.
- Use model structure.

Conditional Random Fields (CRFs)

- E.g., model with:
- Weak horizontal factors
- Strong vertical factors
- Good choice: vertical combs

Parameter estimation error

≤ f(sample size)

(looser bound)

Log loss

≤ f(param estimation error)

(tighter bound)

Model conditional distribution P(X|E) over random variables X,

given variables E:

Log (base e) loss

L1 param error

Bound on Parameter Error: MCLE

Chain.

|X|=4.

Random factors.

Theorem

(Lafferty et al., 2001)

MLE

Intuition:

ρmin/Mmax = Average Λmin

(over multiple components estimating each parameter)

L1 param

error bound

Log loss bound,

given params

Combs - vertical

Maximum Pseudolikelihood (MPLE)

Pro: Model X, not E.

Inference exponential only in |X|, not in |E|.

Con: Z depends on E!

Combs - both

Training set size

Training set size

MPLE

MLE loss:

Hard to computereplace it!

Compute Z(e) for every training example!

Combs - horizontal

Predictive Power of Bounds

Pseudolikelihood (MPLE) loss:

if

(Besag, 1975)

Is the bound still useful (predictive)?

MCLE: The effect of a bad estimator P(XAi|X-Ai) can be averaged out by other good estimators.

MPLE: One bad estimator

P(Xi|X-i) can give bad results.

Intuition: Approximate distribution as product of local conditionals.

Theorem

If the parameter estimation error ε is small,

then the log loss converges quadratically in ε:

else the log loss converges linearly in ε:

- Yes! Actual error vs. bound:
- Different constants
- Similar behavior
- Nearly independent of r

X4: losing hair?

X2: bags under eyes?

X1: deadline?

Learning Test

X3: sick?

Pro: No intractable inference required

Pro: Consistent estimator

Con: Less statistically efficient than MLE

Con: No PAC bounds

Λmin ratio

Λmin ratio

X5: overeating?

MPLE

MLE

Grid.

Associative factors (fixed strength).

10,000 training samples.

combs

Factor strength

(Fixed |Y|=8)

Model size |Y|

(Fixed factor strength)

Training time (sec)

MPLE

Log loss ratio (other/MLE)

Related Work

combs

Random:

X1

factor strength

MPLE

MPLE

MPLE

MPLE

- Ravikumar et al. (2010)
- PAC bounds for regression Yi ~ X with Ising factors.
- Our theory is largely derived from this work.

- Liang and Jordan (2008)
- Asymptotic bounds for pseudolikelihood, composite likelihood.
- Our finite sample bounds are of the same order.

Grid size |X|

Grid size |X|

Abbeel et al. (2006)

X2

Associative:

Combs (MCLE) lower sample complexity--without increasing computation!

otherwise

- Only previous method for PAC-learning high-treewidth discrete MRFs.
- (Low-degree factor graphs over discrete X.)
- Main idea (their “canonical parameterization”):
- Re-write P(X) as a ratio of many small factors P( XCi | X-Ci ).
- Fine print: Each factor is instantiated 2|Ci| times using a reference assignment.
- Estimate each small factor P( XCi | X-Ci ) from data.

r=5

Chains.

Random factors.

10,000 train exs.

MLE (similar results for MPLE)

Averaging MCLE Components

- Learning with approximate inference
- No previous PAC-style bounds for general MRFs, CRFs.
- c.f.: Hinton (2002), Koller & Friedman (2009), Wainwright (2006)

r=11

Best: Component structure matches model structure.

Grid with strong vertical (associative) factors.

r=23

Λmin ratio

L1 param error

Λmin ratio

Theorem

If the canonical parameterization uses the factorization of P(X),

it is equivalent to MPLE with disjoint optimization.

Average: Reasonable choice without prior knowledge of θ*.

Experimental Setup

Λmin

Factor strength

(Fixed |Y|=8)

Model size |Y|

(Fixed factor strength)

Avg of from separate estimates

Computing MPLE directly is faster.

Our analysis covers their learning method.

MPLE

Grids

Structures

MPLE

Learning

Worst: Component structure does not match model structure.

combs

- 10 runs with separate datasets
- Optimized with conjugate gradient
- MLE on big grids: stochastic gradient with Gibbs sampling

Stars

combs

L1 param error bound

Chains

Grid width

Future Work

Λmin ratio

Λmin ratio

Factors

- Theoretical understanding of how Λmin varies with model properties.
- Choosing MCLE structure on natural graphs.
- Parallel learning: Lowering sample complexity of disjoint optimization via limited communication.
- Comparing with MLE using approximate inference.

1/Λmin

Acknowledgements

- Thanks to John Lafferty, Geoff Gordon, and our reviewers for helpful feedback.
- Funded by NSF Career IIS-0644225, ONR YIP N00014-08-1- 0752, and ARO MURI W911NF0810242.

Factor strength

(Fixed |Y|=8)

Grid width

(Fixed factor strength)

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