7.7LGSep 25, 2023
Identification of Mixtures of Discrete Product Distributions in Near-Optimal Sample and Time ComplexitySpencer L. Gordon, Erik Jahn, Bijan Mazaheri et al.
We consider the problem of identifying, from statistics, a distribution of discrete random variables $X_1,\ldots,X_n$ that is a mixture of $k$ product distributions. The best previous sample complexity for $n \in O(k)$ was $(1/ζ)^{O(k^2 \log k)}$ (under a mild separation assumption parameterized by $ζ$). The best known lower bound was $\exp(Ω(k))$. It is known that $n\geq 2k-1$ is necessary and sufficient for identification. We show, for any $n\geq 2k-1$, how to achieve sample complexity and run-time complexity $(1/ζ)^{O(k)}$. We also extend the known lower bound of $e^{Ω(k)}$ to match our upper bound across a broad range of $ζ$. Our results are obtained by combining (a) a classic method for robust tensor decomposition, (b) a novel way of bounding the condition number of key matrices called Hadamard extensions, by studying their action only on flattened rank-1 tensors.
5.3LGNov 13, 2023
Causal Discovery under Latent Class ConfoundingBijan Mazaheri, Spencer Gordon, Yuval Rabani et al.
An acyclic causal structure can be described with directed acyclic graph (DAG), where arrows indicate the possibility of direct causation. The task of learning this structure from data is known as "causal discovery." Diverse populations or changing environments can sometimes give rise to data that is heterogeneous in the following sense: each population/environment is a "source" which idiosyncratically determines the forms of those direct causal effects. From this perspective, the source is a latent common cause for every observed variable. While some methods for causal discovery are able to work around latent confounding in special cases, especially when only few observables are confounded, a global confounder is a difficult challenge. The only known ways to deal with latent global confounding involve assumptions that limit the structural equations and/or noise functions. We demonstrate that globally confounded causal structures can still be identifiable with arbitrary structural equations and noise functions, so long as the number of latent classes remains small relative to the size and sparsity of the underlying DAG.
5.3LGOct 13, 2023
Identifiability of Product of Experts ModelsSpencer L. Gordon, Manav Kant, Eric Ma et al.
Product of experts (PoE) are layered networks in which the value at each node is an AND (or product) of the values (possibly negated) at its inputs. These were introduced as a neural network architecture that can efficiently learn to generate high-dimensional data which satisfy many low-dimensional constraints -- thereby allowing each individual expert to perform a simple task. PoEs have found a variety of applications in learning. We study the problem of identifiability of a product of experts model having a layer of binary latent variables, and a layer of binary observables that are iid conditional on the latents. The previous best upper bound on the number of observables needed to identify the model was exponential in the number of parameters. We show: (a) When the latents are uniformly distributed, the model is identifiable with a number of observables equal to the number of parameters (and hence best possible). (b) In the more general case of arbitrarily distributed latents, the model is identifiable for a number of observables that is still linear in the number of parameters (and within a factor of two of best-possible). The proofs rely on root interlacing phenomena for some special three-term recurrences.
9.9LGDec 22, 2021
Causal Inference Despite Limited Global Confounding via Mixture ModelsSpencer L. Gordon, Bijan Mazaheri, Yuval Rabani et al.
A Bayesian Network is a directed acyclic graph (DAG) on a set of $n$ random variables (the vertices); a Bayesian Network Distribution (BND) is a probability distribution on the random variables that is Markovian on the graph. A finite $k$-mixture of such models is graphically represented by a larger graph which has an additional ``hidden'' (or ``latent'') random variable $U$, ranging in $\{1,\ldots,k\}$, and a directed edge from $U$ to every other vertex. Models of this type are fundamental to causal inference, where $U$ models an unobserved confounding effect of multiple populations, obscuring the causal relationships in the observable DAG. By solving the mixture problem and recovering the joint probability distribution with $U$, traditionally unidentifiable causal relationships become identifiable. Using a reduction to the more well-studied ``product'' case on empty graphs, we give the first algorithm to learn mixtures of non-empty DAGs.
7.5LGJan 27, 2021
Hadamard Extensions and the Identification of Mixtures of Product DistributionsSpencer L. Gordon, Leonard J. Schulman
The Hadamard Extension of a matrix is the matrix consisting of all Hadamard products of subsets of its rows. This construction arises in the context of identifying a mixture of product distributions on binary random variables: full column rank of such extensions is a necessary ingredient of identification algorithms. We provide several results concerning when a Hadamard Extension has full column rank.
8.5LGDec 29, 2020
Source Identification for Mixtures of Product DistributionsSpencer L. Gordon, Bijan Mazaheri, Yuval Rabani et al.
We give an algorithm for source identification of a mixture of $k$ product distributions on $n$ bits. This is a fundamental problem in machine learning with many applications. Our algorithm identifies the source parameters of an identifiable mixture, given, as input, approximate values of multilinear moments (derived, for instance, from a sufficiently large sample), using $2^{O(k^2)} n^{O(k)}$ arithmetic operations. Our result is the first explicit bound on the computational complexity of source identification of such mixtures. The running time improves previous results by Feldman, O'Donnell, and Servedio (FOCS 2005) and Chen and Moitra (STOC 2019) that guaranteed only learning the mixture (without parametric identification of the source). Our analysis gives a quantitative version of a qualitative characterization of identifiable sources that is due to Tahmasebi, Motahari, and Maddah-Ali (ISIT 2018).
6.5LGJul 16, 2020
The Sparse Hausdorff Moment Problem, with Application to Topic ModelsSpencer Gordon, Bijan Mazaheri, Leonard J. Schulman et al.
We consider the problem of identifying, from its first $m$ noisy moments, a probability distribution on $[0,1]$ of support $k<\infty$. This is equivalent to the problem of learning a distribution on $m$ observable binary random variables $X_1,X_2,\dots,X_m$ that are iid conditional on a hidden random variable $U$ taking values in $\{1,2,\dots,k\}$. Our focus is on accomplishing this with $m=2k$, which is the minimum $m$ for which verifying that the source is a $k$-mixture is possible (even with exact statistics). This problem, so simply stated, is quite useful: e.g., by a known reduction, any algorithm for it lifts to an algorithm for learning pure topic models. We give an algorithm for identifying a $k$-mixture using samples of $m=2k$ iid binary random variables using a sample of size $\left(1/w_{\min}\right)^2 \cdot\left(1/ζ\right)^{O(k)}$ and post-sampling runtime of only $O(k^{2+o(1)})$ arithmetic operations. Here $w_{\min}$ is the minimum probability of an outcome of $U$, and $ζ$ is the minimum separation between the distinct success probabilities of the $X_i$s. Stated in terms of the moment problem, it suffices to know the moments to additive accuracy $w_{\min}\cdotζ^{O(k)}$. It is known that the sample complexity of any solution to the identification problem must be at least exponential in $k$. Previous results demonstrated either worse sample complexity and worse $O(k^c)$ runtime for some $c$ substantially larger than $2$, or similar sample complexity and much worse $k^{O(k^2)}$ runtime.