大数据贝叶斯回归的空间多元树。

IF 4.3 3区 计算机科学 Q1 AUTOMATION & CONTROL SYSTEMS
Journal of Machine Learning Research Pub Date : 2022-01-01
Michele Peruzzi, David B Dunson
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引用次数: 0

摘要

高分辨率地理空间数据具有挑战性,因为众所周知,基于高斯过程的标准地质统计模型无法扩展到大数据大小。虽然在可以更有效地计算的方法方面取得了进展,但对能够描述不同传感器以高分辨率记录的几个结果之间的复杂关系的大规模数据方法的关注要少得多。我们基于空间多变量树(SpamTrees)的贝叶斯多变量回归模型通过对树有向无环图的潜在随机效应的条件独立性假设实现了可扩展性。关于计算效率的信息论论点和考虑指导了树的构建以及在不平衡多元环境中的相关高效采样算法。除了模拟数据示例外,我们还使用了一个大型气候数据集来说明SpamTrees,该数据集将卫星数据与地面站数据相结合。软件和源代码可在CRAN上获得,网址为https://CRAN.R-project.org/package=spamtree.
本文章由计算机程序翻译,如有差异,请以英文原文为准。

Spatial Multivariate Trees for Big Data Bayesian Regression.

Spatial Multivariate Trees for Big Data Bayesian Regression.

Spatial Multivariate Trees for Big Data Bayesian Regression.

Spatial Multivariate Trees for Big Data Bayesian Regression.

High resolution geospatial data are challenging because standard geostatistical models based on Gaussian processes are known to not scale to large data sizes. While progress has been made towards methods that can be computed more efficiently, considerably less attention has been devoted to methods for large scale data that allow the description of complex relationships between several outcomes recorded at high resolutions by different sensors. Our Bayesian multivariate regression models based on spatial multivariate trees (SpamTrees) achieve scalability via conditional independence assumptions on latent random effects following a treed directed acyclic graph. Information-theoretic arguments and considerations on computational efficiency guide the construction of the tree and the related efficient sampling algorithms in imbalanced multivariate settings. In addition to simulated data examples, we illustrate SpamTrees using a large climate data set which combines satellite data with land-based station data. Software and source code are available on CRAN at https://CRAN.R-project.org/package=spamtree.

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来源期刊
Journal of Machine Learning Research
Journal of Machine Learning Research 工程技术-计算机:人工智能
CiteScore
18.80
自引率
0.00%
发文量
2
审稿时长
3 months
期刊介绍: The Journal of Machine Learning Research (JMLR) provides an international forum for the electronic and paper publication of high-quality scholarly articles in all areas of machine learning. All published papers are freely available online. JMLR has a commitment to rigorous yet rapid reviewing. JMLR seeks previously unpublished papers on machine learning that contain: new principled algorithms with sound empirical validation, and with justification of theoretical, psychological, or biological nature; experimental and/or theoretical studies yielding new insight into the design and behavior of learning in intelligent systems; accounts of applications of existing techniques that shed light on the strengths and weaknesses of the methods; formalization of new learning tasks (e.g., in the context of new applications) and of methods for assessing performance on those tasks; development of new analytical frameworks that advance theoretical studies of practical learning methods; computational models of data from natural learning systems at the behavioral or neural level; or extremely well-written surveys of existing work.
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