Learning from networked examples

Many machine learning algorithms are based on the assumption that training examples are drawn independently. However, this assumption does not hold anymore when learning from a networked sample because two or more training examples may share some common objects, and hence share the features of these shared objects. We show that the classic approach of ignoring this problem potentially can have a harmful effect on the accuracy of statistics, and then consider alternatives. One of these is to only use independent examples, discarding other information. However, this is clearly suboptimal. We analyze sample error bounds in this networked setting, providing significantly improved results. An important component of our approach is formed by efficient sample weighting schemes, which leads to novel concentration inequalities

Link Prediction in Graphs with Autoregressive Features

In the paper, we consider the problem of link prediction in time-evolving graphs. We assume that certain graph features, such as the node degree, follow a vector autoregressive (VAR) model and we propose to use this information to improve the accuracy of prediction. Our strategy involves a joint optimization procedure over the space of adjacency matrices and VAR matrices which takes into account both sparsity and low rank properties of the matrices. Oracle inequalities are derived and illustrate the trade-offs in the choice of smoothing parameters when modeling the joint effect of sparsity and low rank property. The estimate is computed efficiently using proximal methods through a generalized forward-backward agorithm.Comment: NIPS 201