18/07/2021

Exponential Reduction in Sample Complexity with Learning of Ising Model Dynamics

Arkopal Dutt, Andrey Lokhov, Marc Vuffray, Sidhant Misra

Keywords: Probabilistic Methods, Graphical Models

Abstract: The usual setting for learning the structure and parameters of a graphical model assumes the availability of independent samples produced from the corresponding multivariate probability distribution. However, for many models the mixing time of the respective Markov chain can be very large and i.i.d. samples may not be obtained. We study the problem of reconstructing binary graphical models from correlated samples produced by a dynamical process, which is natural in many applications. We analyze the sample complexity of two estimators that are based on the interaction screening objective and the conditional likelihood loss. We observe that for samples coming from a dynamical process far from equilibrium, the sample complexity reduces exponentially compared to a dynamical process that mixes quickly.

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