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时滞相关动态依赖网络结构学习

Time Lag Concerned Dynamic Dependency Network Structure Learning
课程网址: https://videolectures.net/videos/kdd2016_han_structure_learning  
主讲教师: Lei Han
开课单位: KDD 2016研讨会
开课时间: 2025-02-04
课程语种: 英语
中文简介:
表征和理解网络的结构和演化是许多不同领域的重要问题。而在现实世界的网络中,特别是在空间网络中,由于节点之间的空间距离和传播速度不同,将影响从一个节点传播到另一个节点的时间滞后成本往往在空间和时间上有所不同。因此,时滞在解释节点之间的时间因果依赖性方面起着至关重要的作用,也给网络结构学习带来了巨大的挑战。然而,之前大多数旨在学习动态网络结构的研究只将时滞视为预定义的常数,如果时滞设置得太小或太大,则可能会遗漏重要信息或包含噪声信息。在本文中,我们提出了一种动态贝叶斯模型,该模型在一个统一的框架内同时集成了两个通常独立的任务,即学习动态依赖网络结构和估计时滞。此外,我们提出一种新的权重核方法,通过利用相邻段的样本进行时间序列分割和采样,以避免样本稀缺,并提出了一个与RJMCMC和EP算法合作的有效贝叶斯方案,用于参数推理。据我们所知,这是关于自适应时滞估计的动态网络结构学习的第一项实际工作。对合成数据集和两个真实世界的数据集进行了广泛的实证评估,结果表明,我们提出的模型在学习网络结构和时间依赖性方面优于传统方法。
课程简介: Characterizing and understanding the structure and the evolution of networks is an important problem for many different fields. While in the real-world networks, especially the spatial networks, the time lags cost to propagate influences from one node to another tend to vary over both space and time due to the different space distances and propagation speeds between nodes. Thus time lag plays an essential role in interpreting the temporal causal dependency among nodes and also brings a big challenge in network structure learning. However most of the previous researches aiming to learn the dynamic network structure only treat the time lag as a predefined constant, which may miss important information or include noisy information if the time lag is set too small or too large. In this paper, we propose a dynamic Bayesian model which simultaneously integrates two usually separate tasks, i.e. learning the dynamic dependency network structure and estimating time lags, within one unified framework. Besides, we propose a novel weight kernel approach for time series segmenting and sampling via leveraging samples from adjacent segments to avoid the sample scarcity and an effective Bayesian scheme cooperated with RJMCMC and EP algorithms for parameter inference. To our knowledge, this is the first practical work for dynamic network structure learning concerned with adaptive time lag estimation. Extensive empirical evaluations are conducted on both synthetic and two real-world datasets, and the results demonstrate that our proposed model is superior to the traditional methods in learning the network structure and the temporal dependency.
关 键 词: 动态依赖; 网络结构; 空间网络
课程来源: 视频讲座网
数据采集: 2025-04-06:liyq
最后编审: 2025-04-06:liyq
阅读次数: 8