Research map / Learning theory and algorithms / Matrix and tensor methods
Covariate Adjusted Precision Matrix Estimation via Nonconvex Optimization
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| alternating gradient descent with hard thresholding (vs. convex/two-stage baselines) | covariate adjusted precision matrix estimation · synthetic Hub/Band/Cluster graphs, n=m=d=500 to 1500 | Frobenius error of precision matrix and running time | Helped |
| alternating GD with hard thresholding instead of Capme | precision matrix estimation · synthetic settings where Capme ran | running time (s): e.g. 2.99s vs 345.44s at n=m=d=500 (Hub) | Helped |
| alternating GD with hard thresholding | yeast eQTL gene network recovery · yeast cell cycle, 92 genes | F1 score: 0.46 vs 0.40 best baseline (Alt-NCD) | Helped |
| alternating GD with hard thresholding | GTEx gene regulation network recovery · GTEx whole blood, 53 genes | F1 score | Helped |
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