Minimum Rates of Approximate Sufficient Statistics

Given a sufficient statistic for a parametric family of distributions, one can estimate the parameter without access to the data. However, the memory or code size for storing the sufficient statistic may nonetheless still be prohibitive. Indeed, for $n$ independent samples drawn from a $k$-nomial distribution with $d=k-1$ degrees of freedom, the length of the code scales as $d\log n+O(1)$. In many applications, we may not have a useful notion of sufficient statistics (e.g., when the parametric family is not an exponential family) and we also may not need to reconstruct the generating distribution exactly. By adopting a Shannon-theoretic approach in which we allow a small error in estimating the generating distribution, we construct various {\em approximate sufficient statistics} and show that the code length can be reduced to $\frac{d}{2}\log n+O(1)$. We consider errors measured according to the relative entropy and variational distance criteria. For the code constructions, we leverage Rissanen's minimum description length principle, which yields a non-vanishing error measured according to the relative entropy. For the converse parts, we use Clarke and Barron's formula for the relative entropy of a parametrized distribution and the corresponding mixture distribution. However, this method only yields a weak converse for the variational distance. We develop new techniques to achieve vanishing errors and we also prove strong converses. The latter means that even if the code is allowed to have a non-vanishing error, its length must still be at least $\frac{d}{2}\log n$.Comment: To appear in the IEEE Transactions on Information Theor

Computing Multi-Relational Sufficient Statistics for Large Databases

Databases contain information about which relationships do and do not hold among entities. To make this information accessible for statistical analysis requires computing sufficient statistics that combine information from different database tables. Such statistics may involve any number of {\em positive and negative} relationships. With a naive enumeration approach, computing sufficient statistics for negative relationships is feasible only for small databases. We solve this problem with a new dynamic programming algorithm that performs a virtual join, where the requisite counts are computed without materializing join tables. Contingency table algebra is a new extension of relational algebra, that facilitates the efficient implementation of this M\"obius virtual join operation. The M\"obius Join scales to large datasets (over 1M tuples) with complex schemas. Empirical evaluation with seven benchmark datasets showed that information about the presence and absence of links can be exploited in feature selection, association rule mining, and Bayesian network learning.Comment: 11pages, 8 figures, 8 tables, CIKM'14,November 3--7, 2014, Shanghai, Chin

Characterizations of linear sufficient statistics

A surjective bounded linear operator T from a Banach space X to a Banach space Y must be a sufficient statistic for a dominated family of probability measures defined on the Borel sets of X. These results were applied, so that they characterize linear sufficient statistics for families of the exponential type, including as special cases the Wishart and multivariate normal distributions. The latter result was used to establish precisely which procedures for sampling from a normal population had the property that the sample mean was a sufficient statistic

Considerate Approaches to Achieving Sufficiency for ABC model selection

For nearly any challenging scientific problem evaluation of the likelihood is problematic if not impossible. Approximate Bayesian computation (ABC) allows us to employ the whole Bayesian formalism to problems where we can use simulations from a model, but cannot evaluate the likelihood directly. When summary statistics of real and simulated data are compared --- rather than the data directly --- information is lost, unless the summary statistics are sufficient. Here we employ an information-theoretical framework that can be used to construct (approximately) sufficient statistics by combining different statistics until the loss of information is minimized. Such sufficient sets of statistics are constructed for both parameter estimation and model selection problems. We apply our approach to a range of illustrative and real-world model selection problems

Cached Sufficient Statistics for Efficient Machine Learning with Large Datasets

This paper introduces new algorithms and data structures for quick counting for machine learning datasets. We focus on the counting task of constructing contingency tables, but our approach is also applicable to counting the number of records in a dataset that match conjunctive queries. Subject to certain assumptions, the costs of these operations can be shown to be independent of the number of records in the dataset and loglinear in the number of non-zero entries in the contingency table. We provide a very sparse data structure, the ADtree, to minimize memory use. We provide analytical worst-case bounds for this structure for several models of data distribution. We empirically demonstrate that tractably-sized data structures can be produced for large real-world datasets by (a) using a sparse tree structure that never allocates memory for counts of zero, (b) never allocating memory for counts that can be deduced from other counts, and (c) not bothering to expand the tree fully near its leaves. We show how the ADtree can be used to accelerate Bayes net structure finding algorithms, rule learning algorithms, and feature selection algorithms, and we provide a number of empirical results comparing ADtree methods against traditional direct counting approaches. We also discuss the possible uses of ADtrees in other machine learning methods, and discuss the merits of ADtrees in comparison with alternative representations such as kd-trees, R-trees and Frequent Sets.Comment: See http://www.jair.org/ for any accompanying file