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Learning the piece-wise constant graph structure of a varying Ising model

ICML 2020 · Graph learning › Graph algorithms and clustering · approach: Continuous DAG structure learning · 2 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use a group-fused ℓ2 penalty across consecutive parameter vectors instead of Tesla's ℓ1 fused penaltyTVI-FL versus Tesla · Synthetic piece-wise constant Ising graphsh-score: 0.046 ± (0.024) vs 0.106 ± (0.087); 0.221 ± (0.035) vs 0.184 ± (0.051)Mixed
Use a group-fused ℓ2 penalty across consecutive parameter vectors instead of Tesla's ℓ1 fused penaltyTVI-FL versus Tesla · Synthetic piece-wise constant Ising graphsF1-score: 0.694 ± (0.103) vs 0.649 ± (0.190); 0.876 ± (0.030) vs 0.841 ± (0.041)Helped
Select hyperparameters by AIC rather than maximizing AUCTVI-FL · Synthetic Ising graphs and change-pointsh-score: 0.046 ± (0.024) vs 0.221 ± (0.035)Mixed
Select hyperparameters by maximizing AUC rather than AICTVI-FL · Synthetic Ising graphs and change-pointsF1-score: 0.694 ± (0.103) vs 0.876 ± (0.030)Helped
Use a group-fused penalty that couples all dimensions of adjacent parameter vectorsTVI-FL · Piece-wise constant Ising structure recoverychange-point recoveryHelped
Increase the number of observations per timestampTVI-FL · Synthetic Ising, d=2, AIC-selectedF1-score: 0.694 ± (0.103) -> 0.816 ± (0.073) -> 0.833 ± (0.095)Helped

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