Poisson Dependency Networks: Gradient Boosted Models for Multivariate Count Data
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| 024 | 7 | 0 | |a 10.1007/s10994-015-5506-z |2 doi |
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| 245 | 0 | 0 | |a Poisson Dependency Networks: Gradient Boosted Models for Multivariate Count Data |h [Elektronische Daten] |c [Fabian Hadiji, Alejandro Molina, Sriraam Natarajan, Kristian Kersting] |
| 520 | 3 | |a Although count data are increasingly ubiquitous, surprisingly little work has employed probabilistic graphical models for modeling count data. Indeed the univariate case has been well studied, however, in many situations counts influence each other and should not be considered independently. Standard graphical models such as multinomial or Gaussian ones are also often ill-suited, too, since they disregard either the infinite range over the natural numbers or the potentially asymmetric shape of the distribution of count variables. Existing classes of Poisson graphical models can only model negative conditional dependencies or neglect the prediction of counts or do not scale well. To ease the modeling of multivariate count data, we therefore introduce a novel family of Poisson graphical models, called Poisson Dependency Networks (PDNs). A PDN consists of a set of local conditional Poisson distributions, each representing the probability of a single count variable given the others, that naturally facilitates a simple Gibbs sampling inference. In contrast to existing Poisson graphical models, PDNs are non-parametric and trained using functional gradient ascent, i.e., boosting. The particularly simple form of the Poisson distribution allows us to develop the first multiplicative boosting approach: starting from an initial constant value, alternatively a log-linear Poisson model, or a Poisson regression tree, a PDN is represented as products of regression models grown in a stage-wise optimization. We demonstrate on several real world datasets that PDNs can model positive and negative dependencies and scale well while often outperforming state-of-the-art, in particular when using multiplicative updates. | |
| 540 | |a The Author(s), 2015 | ||
| 690 | 7 | |a Graphical models |2 nationallicence | |
| 690 | 7 | |a Dependency networks |2 nationallicence | |
| 690 | 7 | |a Poisson distribution |2 nationallicence | |
| 690 | 7 | |a Learning |2 nationallicence | |
| 690 | 7 | |a MAP inference |2 nationallicence | |
| 700 | 1 | |a Hadiji |D Fabian |u LS VIII, TU Dortmund University, Dortmund, Germany |4 aut | |
| 700 | 1 | |a Molina |D Alejandro |u LS VIII, TU Dortmund University, Dortmund, Germany |4 aut | |
| 700 | 1 | |a Natarajan |D Sriraam |u School of Informatics and Computing, Indiana University, Bloomington, IN, USA |4 aut | |
| 700 | 1 | |a Kersting |D Kristian |u LS VIII, TU Dortmund University, Dortmund, Germany |4 aut | |
| 773 | 0 | |t Machine Learning |d Springer US; http://www.springer-ny.com |g 100/2-3(2015-09-01), 477-507 |x 0885-6125 |q 100:2-3<477 |1 2015 |2 100 |o 10994 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s10994-015-5506-z |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s10994-015-5506-z |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Hadiji |D Fabian |u LS VIII, TU Dortmund University, Dortmund, Germany |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Molina |D Alejandro |u LS VIII, TU Dortmund University, Dortmund, Germany |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Natarajan |D Sriraam |u School of Informatics and Computing, Indiana University, Bloomington, IN, USA |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Kersting |D Kristian |u LS VIII, TU Dortmund University, Dortmund, Germany |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Machine Learning |d Springer US; http://www.springer-ny.com |g 100/2-3(2015-09-01), 477-507 |x 0885-6125 |q 100:2-3<477 |1 2015 |2 100 |o 10994 | ||