Clustered fused graphical Lasso

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Estimating the dynamic connectivity structure among a system of entities has garnered much attention in recent years. While usual methods are designed to take advantage of temporal consistency to overcome noise, they conflict with the detectability of anomalies. We propose Clustered Fused Graphical Lasso (CFGL), a method using precomputed clustering information to improve the signal detectability as compared to typical Fused Graphical Lasso methods. We evaluate our method in both simulated and real-world datasets and conclude that, in many cases, CFGL can significantly improve the sensitivity to signals without a significant negative effect on the temporal consistency.

Original languageEnglish (US)
Title of host publication34th Conference on Uncertainty in Artificial Intelligence 2018, UAI 2018
EditorsAmir Globerson, Amir Globerson, Ricardo Silva
PublisherAssociation For Uncertainty in Artificial Intelligence (AUAI)
Pages487-496
Number of pages10
ISBN (Electronic)9781510871601
StatePublished - Jan 1 2018
Event34th Conference on Uncertainty in Artificial Intelligence 2018, UAI 2018 - Monterey, United States
Duration: Aug 6 2018Aug 10 2018

Publication series

Name34th Conference on Uncertainty in Artificial Intelligence 2018, UAI 2018
Volume1

Conference

Conference34th Conference on Uncertainty in Artificial Intelligence 2018, UAI 2018
CountryUnited States
CityMonterey
Period8/6/188/10/18

ASJC Scopus subject areas

  • Artificial Intelligence

Cite this

Zhu, Y., & Koyejo, O. O. (2018). Clustered fused graphical Lasso. In A. Globerson, A. Globerson, & R. Silva (Eds.), 34th Conference on Uncertainty in Artificial Intelligence 2018, UAI 2018 (pp. 487-496). (34th Conference on Uncertainty in Artificial Intelligence 2018, UAI 2018; Vol. 1). Association For Uncertainty in Artificial Intelligence (AUAI).

Clustered fused graphical Lasso. / Zhu, Yizhi; Koyejo, Oluwasanmi Oluseye.

34th Conference on Uncertainty in Artificial Intelligence 2018, UAI 2018. ed. / Amir Globerson; Amir Globerson; Ricardo Silva. Association For Uncertainty in Artificial Intelligence (AUAI), 2018. p. 487-496 (34th Conference on Uncertainty in Artificial Intelligence 2018, UAI 2018; Vol. 1).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Zhu, Y & Koyejo, OO 2018, Clustered fused graphical Lasso. in A Globerson, A Globerson & R Silva (eds), 34th Conference on Uncertainty in Artificial Intelligence 2018, UAI 2018. 34th Conference on Uncertainty in Artificial Intelligence 2018, UAI 2018, vol. 1, Association For Uncertainty in Artificial Intelligence (AUAI), pp. 487-496, 34th Conference on Uncertainty in Artificial Intelligence 2018, UAI 2018, Monterey, United States, 8/6/18.
Zhu Y, Koyejo OO. Clustered fused graphical Lasso. In Globerson A, Globerson A, Silva R, editors, 34th Conference on Uncertainty in Artificial Intelligence 2018, UAI 2018. Association For Uncertainty in Artificial Intelligence (AUAI). 2018. p. 487-496. (34th Conference on Uncertainty in Artificial Intelligence 2018, UAI 2018).
Zhu, Yizhi ; Koyejo, Oluwasanmi Oluseye. / Clustered fused graphical Lasso. 34th Conference on Uncertainty in Artificial Intelligence 2018, UAI 2018. editor / Amir Globerson ; Amir Globerson ; Ricardo Silva. Association For Uncertainty in Artificial Intelligence (AUAI), 2018. pp. 487-496 (34th Conference on Uncertainty in Artificial Intelligence 2018, UAI 2018).
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