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We propose networked exponential families to jointly leverage the information in the topology as well as the attributes (features) of networked data points. Networked exponential families are a flexible probabilistic model for heterogeneous datasets with intrinsic network structure. These models can be learnt efficiently using network Lasso which implicitly pools or clusters the data points according to the intrinsic network structure and the local likelihood. The resulting method can be formulated as a non-smooth convex optimization problem which we solve using a primal-dual splitting method. This primal-dual method is appealing for big data applications as it can be implemented as a highly scalable message passing algorithm.
We apply the network Lasso to classify partially labeled data points which are characterized by high-dimensional feature vectors. In order to learn an accurate classifier from limited amounts of labeled data, we borrow statistical strength, via an in
We address the problem of learning of continuous exponential family distributions with unbounded support. While a lot of progress has been made on learning of Gaussian graphical models, we are still lacking scalable algorithms for reconstructing gene
The exponential family is well known in machine learning and statistical physics as the maximum entropy distribution subject to a set of observed constraints, while the geometric mixture path is common in MCMC methods such as annealed importance samp
Topic modeling is widely studied for the dimension reduction and analysis of documents. However, it is formulated as a difficult optimization problem. Current approximate solutions also suffer from inaccurate model- or data-assumptions. To deal with
This paper considers multi-agent reinforcement learning (MARL) in networked system control. Specifically, each agent learns a decentralized control policy based on local observations and messages from connected neighbors. We formulate such a networke