Ising Models with Latent Conditional Gaussian Variables
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Proceedings of the 30th International Conference on Algorithmic Learning Theory, PMLR 98:669681, 2019.
Abstract
Ising models describe the joint probability distribution of a vector of binary feature variables. Typically, not all the variables interact with each other and one is interested in learning the presumably sparse network structure of the interacting variables. However, in the presence of latent variables, the conventional method of learning a sparse model might fail. This is because the latent variables induce indirect interactions of the observed variables. In the case of only a few latent conditional {Gaussian} variables these spurious interactions contribute an additional lowrank component to the interaction parameters of the observed Ising model. Therefore, we propose to learn a sparse + lowrank decomposition of the parameters of an {Ising} model using a convex regularized likelihood problem. We show that the same problem can be obtained as the dual of a maximumentropy problem with a new type of relaxation, where the sample means collectively need to match the expected values only up to a given tolerance. The solution to the convex optimization problem has consistency properties in the highdimensional setting, where the number of observed binary variables and the number of latent conditional {Gaussian} variables are allowed to grow with the number of training samples.
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