Dealing with small data: On the generalization of context trees


Ralf Eggeling, Mikko Koivisto, Ivo Grosse ;
Proceedings of the 32nd International Conference on Machine Learning, PMLR 37:1245-1253, 2015.


Context trees (CT) are a widely used tool in machine learning for representing context-specific independences in conditional probability distributions. Parsimonious context trees (PCTs) are a recently proposed generalization of CTs that can enable statistically more efficient learning due to a higher structural flexibility, which is particularly useful for small-data settings. However, this comes at the cost of a computationally expensive structure learning algorithm, which is feasible only for domains with small alphabets and tree depths. In this work, we investigate to which degree CTs can be generalized to increase statistical efficiency while still keeping the learning computationally feasible. Approaching this goal from two different angles, we (i) propose algorithmic improvements to the PCT learning algorithm, and (ii) study further generalizations of CTs, which are inspired by PCTs, but trade structural flexibility for computational efficiency. By empirical studies both on simulated and real-world data, we demonstrate that the synergy of combining of both orthogonal approaches yields a substantial improvement in obtaining statistically efficient and computationally feasible generalizations of CTs.

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