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Pré-Publication, Document De Travail Année : 2022

ISDE : Independence Structure Density Estimation

Résumé

Density estimation appears as a subroutine in many learning procedures, so it is of interest to have efficient methods for it to perform in practical situations. Multidimensional density estimation suffers from the curse of dimensionality. A solution to this problem is to add a structural hypothesis through an undirected graphical model on the underlying distribution. We propose ISDE (Independence Structure Density Estimation), an algorithm designed to estimate a density and an undirected graphical model from a particular family of graphs corresponding to Independence Structure (IS), a situation where we can separate features into independent groups. ISDE works for moderately high-dimensional data (up to a few dozen features), and it is useable in parametric and nonparametric situations. Existing methods on nonparametric graphical model estimation focus on multidimensional dependencies only through pairwise ones: ISDE does not suffer from this restriction and can address structures not yet covered by available algorithms. In this paper, we present the existing theory about IS, explain the construction of our algorithm and prove its effectiveness. This is done on synthetic data both quantitatively, through measures of density estimation performance under Kullback-Leibler loss, and qualitatively, in terms of capability to recover IS. By applying ISDE on mass cytometry datasets, we also show how it performs both quantitatively and qualitatively on real-world datasets. Then we provide information about running time.
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Dates et versions

hal-03401530 , version 1 (25-10-2021)
hal-03401530 , version 2 (12-11-2021)
hal-03401530 , version 3 (17-03-2022)
hal-03401530 , version 4 (05-05-2022)

Identifiants

Citer

Louis Pujol. ISDE : Independence Structure Density Estimation. 2022. ⟨hal-03401530v3⟩
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