Variational Dual-Tree Framework for Large-Scale Transition Matrix Approximation
Saeed Amizadeh, Bo Thiesson, Milos Hauskrecht
In recent years, non-parametric methods utilizing random walks on graphs have been used to solve a wide range of machine learning problems, but in their simplest form they do not scale well due to the quadratic complexity. In this paper, a new dual-tree based variational approach for approximating the transition matrix and efficiently performing the random walk is proposed. The approach exploits a connection between kernel density estimation, mixture modeling, and random walk on graphs in an optimization of the transition matrix for the data graph that ties together edge transitions probabilities that are similar. Compared to the de facto standard approximation method based on k-nearestneighbors, we demonstrate order of magnitudes speedup without sacrificing accuracy for Label Propagation tasks on benchmark data sets in semi-supervised learning.
PDF Link: /papers/12/p64-amizadeh.pdf
AUTHOR = "Saeed Amizadeh
and Bo Thiesson and Milos Hauskrecht",
TITLE = "Variational Dual-Tree Framework for Large-Scale Transition Matrix Approximation",
BOOKTITLE = "Proceedings of the Twenty-Eighth Conference Annual Conference on Uncertainty in Artificial Intelligence (UAI-12)",
PUBLISHER = "AUAI Press",
ADDRESS = "Corvallis, Oregon",
YEAR = "2012",
PAGES = "64--73"