an:07073611
Zbl 07073611
Eggeling, Ralf; Grosse, Ivo; Koivisto, Mikko
Algorithms for learning parsimonious context trees
EN
Mach. Learn. 108, No. 6, 879-911 (2019).
00434771
2019
j
68T05
exact algorithms; structure learning; context-specific independence; branch and bound; sequential data
Summary: Parsimonious context trees, PCTs, provide a sparse parameterization of conditional probability distributions. They are particularly powerful for modeling context-specific independencies in sequential discrete data. Learning PCTs from data is computationally hard due to the combinatorial explosion of the space of model structures as the number of predictor variables grows. Under the score-and-search paradigm, the fastest algorithm for finding an optimal PCT, prior to the present work, is based on dynamic programming. While the algorithm can handle small instances fast, it becomes infeasible already when there are half a dozen four-state predictor variables. Here, we show that common scoring functions enable the use of new algorithmic ideas, which can significantly expedite the dynamic programming algorithm on typical data. Specifically, we introduce a memoization technique, which exploits regularities within the predictor variables by equating different contexts associated with the same data subset, and a bound-and-prune technique, which exploits regularities within the response variable by pruning parts of the search space based on score upper bounds. On real-world data from recent applications of PCTs within computational biology the ideas are shown to reduce the traversed search space and the computation time by several orders of magnitude in typical cases.