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关系阵列和网络数据的潜在因素模型

Latent Factor Models for Relational Arrays and Network Data
课程网址: http://videolectures.net/nips2010_hoff_lfm/  
主讲教师: Peter Hoff
开课单位: 华盛顿大学
开课时间: 2011-01-12
课程语种: 英语
中文简介:
网络和关系数据结构在理解复杂的生物学,社会和其他关系系统中发挥着越来越重要的作用。此类系统的统计模型可以描述全局关系特征,表征局部网络结构,并提供缺失或未来关系数据的预测.Latent变量模型是描述网络和关系模式的流行工具。这些模型中的许多都是基于众所周知的矩阵分解方法,因此具有丰富的数学框架来构建。此外,这些模型中的参数很容易解释:粗略地说,潜变量模型假设两个节点之间的关系是观察到的和未观察到的(潜在)特征的函数,可能除了上下文因素之外。在本教程中,我将介绍潜在的关系和网络数据的变量模型。我首先提供了基于可交换性考虑的一般潜在因子模型的数学证明。然后,我在几个网络数据集的统计分析的背景下描述和说明了几个潜在变量模型。我还比较了几个这样的模型,它们可以代表什么样的网络特征,而不能代表它们。一个特别灵活的模型类是“潜在因子”模型,基于关系矩阵的奇异值和特征分解。这些模型概括为自然的方式来容纳更复杂的关系数据,例如由多路数组描述的数据集,例如随时间测量的网络或公共节点集上的几个关系变量的测量。我将通过展示多路数据分析中的工具如何关闭教程(例如高阶SVD和PARAFAC分解)可用于建立多路网络和关系数据的统计模型。
课程简介: Network and relational data structures have increasingly played a role in the understanding of complex biological, social and other relational systems. Statistical models of such systems can give descriptions of global relational features, characterize local network structure, and provide predictions for missing or future relational data. Latent variable models are a popular tool for describing network and relational patterns. Many of these models are based on well-known matrix decomposition methods, and thus have a rich mathematical framework upon which to build. Additionally, the parameters in these models are easy to interpret: Roughly speaking, a latent variable model posits that the relationship between two nodes is a function of observed and unobserved (latent) characteristics, potentially in addition to contextual factors. In this tutorial I give an introduction to latent variable models for relational and network data. I first provide a mathematical justification for a general latent factor model based on exchangeability considerations. I then describe and illustrate several latent variable models in the context of the statistical analysis of several network datasets. I also compare several such models in terms of what network features they can, and cannot, represent. A particularly flexible class of models are the "latent factor" models, based on singular value and eigen-decompositions of a relational matrix. These models generalize in a natural way to accommodate more complicated relational data, such as datasets that are described by multiway arrays, such as a network measured over time or the measurement of several relational variables on a common nodeset. I will close the tutorial by showing how tools from multiway data analysis (such as the higher order SVD and PARAFAC decomposition) can be used to build statistical models of multiway networks and relational data.
关 键 词: 数据结构; 全局关系; 数学框架
课程来源: 视频讲座网
最后编审: 2019-07-25:cwx
阅读次数: 63