arXiv · 1906.00271
GLAD: Learning Sparse Graph Recovery
Abstract
Recovering sparse conditional independence graphs from data is a fundamental problem in machine learning with wide applications. A popular formulation of the problem is an $\ell_1$ regularized maximum likelihood estimation. Many convex optimization algorithms have been designed to solve this formulation to recover the graph structure. Recently, there is a surge of interest to learn algorithms directly based on data, and in this case, learn to map empirical covariance to the sparse precision matrix. However, it is a challenging task in this case, since the symmetric positive definiteness (SPD) and sparsity of the matrix are not easy to enforce in learned algorithms, and a direct mapping from data to precision matrix may contain many parameters. We propose a deep learning architecture, GLAD, which uses an Alternating Minimization (AM) algorithm as our model inductive bias, and learns the model parameters via supervised learning. We show that GLAD learns a very compact and effective model for recovering sparse graphs from data.
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Harsh Shrivastava, Xinshi Chen, Binghong Chen, Guanghui Lan, Srinvas Aluru, Han Liu, Le Song. 2019-06-01. GLAD: Learning Sparse Graph Recovery. https://arxiv.org/abs/1906.00271
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