Latent binary MRF for online reconstruction of large scale systems

Victorin Martin 1 Jean-Marc Lasgouttes 2 Cyril Furtlehner 3
3 TAO - Machine Learning and Optimisation
LRI - Laboratoire de Recherche en Informatique, UP11 - Université Paris-Sud - Paris 11, Inria Saclay - Ile de France, CNRS - Centre National de la Recherche Scientifique : UMR8623
Abstract : We present a novel method for online inference of real-valued quantities on a large network from very sparse measurements. The target application is a large scale system, like e.g. a traffic network, where a small varying subset of the variables is observed, and predictions about the other variables have to be continuously updated. A key feature of our approach is the modeling of dependencies between the original variables through a latent binary Markov random field. This greatly simplifies both the model selection and its subsequent use. We introduce the mirror belief propagation algorithm, that performs fast inference in such a setting. The offline model estimation relies only on pairwise historical data and its complexity is linear w.r.t. the dataset size. Our method makes no assumptions about the joint and marginal distributions of the variables but is primarily designed with multimodal joint distributions in mind. Numerical experiments demonstrate both the applicability and scalability of the method in practice.
Document type :
Journal articles
Liste complète des métadonnées

Cited literature [39 references]  Display  Hide  Download

https://hal.inria.fr/hal-01186220
Contributor : Jean-Marc Lasgouttes <>
Submitted on : Thursday, August 27, 2015 - 12:00:11 PM
Last modification on : Monday, November 12, 2018 - 11:04:30 AM
Document(s) archivé(s) le : Saturday, November 28, 2015 - 10:23:43 AM

File

LatentIsing.pdf
Files produced by the author(s)

Identifiers

Citation

Victorin Martin, Jean-Marc Lasgouttes, Cyril Furtlehner. Latent binary MRF for online reconstruction of large scale systems. Annals of Mathematics and Artificial Intelligence, Springer Verlag, 2016, 77 (1), pp.123-154. ⟨10.1007/s10472-015-9470-x⟩. ⟨hal-01186220v2⟩

Share

Metrics

Record views

549

Files downloads

145