Exponentiated strongly Rayleigh distributions

© 2018 Curran Associates Inc..All rights reserved. Strongly Rayleigh (SR) measures are discrete probability distributions over the subsets of a ground set. They enjoy strong negative dependence properties, as a result of which they assign higher probability to subsets of diverse elements. We introdu...

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Main Authors: Mariet, Z, Sra, S, Jegelka, S
Format: Article
Language:English
Published: 2021
Online Access:https://hdl.handle.net/1721.1/132305
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author Mariet, Z
Sra, S
Jegelka, S
author_facet Mariet, Z
Sra, S
Jegelka, S
author_sort Mariet, Z
collection MIT
description © 2018 Curran Associates Inc..All rights reserved. Strongly Rayleigh (SR) measures are discrete probability distributions over the subsets of a ground set. They enjoy strong negative dependence properties, as a result of which they assign higher probability to subsets of diverse elements. We introduce in this paper Exponentiated Strongly Rayleigh (ESR) measures, which sharpen (or smoothen) the negative dependence property of SR measures via a single parameter (the exponent) that can be intuitively understood as an inverse temperature. We develop efficient MCMC procedures for approximate sampling from ESRs, and obtain explicit mixing time bounds for two concrete instances: exponentiated versions of Determinantal Point Processes and Dual Volume Sampling. We illustrate some of the potential of ESRs, by applying them to a few machine learning problems; empirical results confirm that beyond their theoretical appeal, ESR-based models hold significant promise for these tasks.
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spelling mit-1721.1/1323052021-09-21T04:09:15Z Exponentiated strongly Rayleigh distributions Mariet, Z Sra, S Jegelka, S © 2018 Curran Associates Inc..All rights reserved. Strongly Rayleigh (SR) measures are discrete probability distributions over the subsets of a ground set. They enjoy strong negative dependence properties, as a result of which they assign higher probability to subsets of diverse elements. We introduce in this paper Exponentiated Strongly Rayleigh (ESR) measures, which sharpen (or smoothen) the negative dependence property of SR measures via a single parameter (the exponent) that can be intuitively understood as an inverse temperature. We develop efficient MCMC procedures for approximate sampling from ESRs, and obtain explicit mixing time bounds for two concrete instances: exponentiated versions of Determinantal Point Processes and Dual Volume Sampling. We illustrate some of the potential of ESRs, by applying them to a few machine learning problems; empirical results confirm that beyond their theoretical appeal, ESR-based models hold significant promise for these tasks. 2021-09-20T18:21:46Z 2021-09-20T18:21:46Z 2020-12-21T19:19:51Z Article http://purl.org/eprint/type/ConferencePaper https://hdl.handle.net/1721.1/132305 en https://papers.nips.cc/paper/2018/hash/1c6a0198177bfcc9bd93f6aab94aad3c-Abstract.html Advances in Neural Information Processing Systems Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use. application/pdf Neural Information Processing Systems (NIPS)
spellingShingle Mariet, Z
Sra, S
Jegelka, S
Exponentiated strongly Rayleigh distributions
title Exponentiated strongly Rayleigh distributions
title_full Exponentiated strongly Rayleigh distributions
title_fullStr Exponentiated strongly Rayleigh distributions
title_full_unstemmed Exponentiated strongly Rayleigh distributions
title_short Exponentiated strongly Rayleigh distributions
title_sort exponentiated strongly rayleigh distributions
url https://hdl.handle.net/1721.1/132305
work_keys_str_mv AT marietz exponentiatedstronglyrayleighdistributions
AT sras exponentiatedstronglyrayleighdistributions
AT jegelkas exponentiatedstronglyrayleighdistributions