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Dual Optimization for Kolmogorov Model Learning Using Enhanced Gradient Descent

Abstract : Data representation techniques have made a substantial contribution to advancing data processing and machine learning (ML). Improving predictive power was the focus of previous representation techniques, which unfortunately perform rather poorly on the interpretability in terms of extracting underlying insights of the data. Recently, Kolmogorov model (KM) was studied, which is an interpretable and predictable representation approach to learning the underlying probabilistic structure of a set of random variables. The existing KM learning algorithms using semi-definite relaxation with randomization (SDRwR) or discrete monotonic optimization (DMO) have, however, limited utility to big data applications because they do not scale well computationally. In this paper, we propose a computationally scalable KM learning algorithm, based on the regularized dual optimization combined with enhanced gradient descent (GD) method. To make our method more scalable to large-dimensional problems, we propose two acceleration schemes, namely, eigenvalue decomposition (EVD) elimination strategy and proximal EVD algorithm. When applied to big data applications, it is demonstrated that the proposed method can achieve compatible training/prediction performance with significantly reduced computational complexity; roughly two orders of magnitude improvement in terms of the time overhead, compared to the existing KM learning algorithms. Furthermore, it is shown that the accuracy of logical relation mining for interpretability by using the proposed KM learning algorithm exceeds 80%.
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https://hal.archives-ouvertes.fr/hal-03276028
Contributor : Hadi Ghauch <>
Submitted on : Thursday, July 1, 2021 - 3:52:21 PM
Last modification on : Tuesday, September 21, 2021 - 2:16:04 PM

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  • HAL Id : hal-03276028, version 1

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Qiyou Duan, Hadi Ghauch, Taejoon Kim. Dual Optimization for Kolmogorov Model Learning Using Enhanced Gradient Descent. IEEE Transactions on Signal Processing, Institute of Electrical and Electronics Engineers, inPress. ⟨hal-03276028⟩

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