论文标题
逻辑回归具有同伴组效应,通过高级iSing模型推断
Logistic-Regression with peer-group effects via inference in higher order Ising models
论文作者
论文摘要
旋转玻璃模型,例如Sherrington-Kirkpatrick,Hopfield和Ising模型,都是离散分布的指数家族的良好成员,并且在许多应用领域中都具有影响力的影响,在这些应用领域中,它们用于模拟网络上的相关现象。通常,这些模型具有二次足够的统计数据,因此捕获了成对相互作用引起的相关性。在这项工作中,我们研究了这些扩展到具有高阶统计数据的模型,并在具有同行组效应的社交网络上建模行为。特别是,我们将网络上的二进制结果模拟为高阶自旋玻璃,其中个人的行为取决于其自己的协变量向量的线性函数,以及其他人行为的某些多项式功能,从而捕获了同行组效应。使用{\ em单},从这种模型中使用的高维样本我们的目标是恢复线性函数的系数以及对等组效应的强度。结果的核心是一种新颖的方法,可以显示模型的日志伪类似性的强烈凹度,这意味着最大的伪 - 类估计量(mple)的统计错误率为$ \ sqrt {d/n} $,其中$ d $是$ n $ n的尺寸($ n是$ n是netrove nettrance and snettrance nettry snets netth netth netth netth netth netth netth n netth nnets)的数字。我们的模型概括了香草逻辑回归以及最近研究的同行效应模型,我们的结果扩展了这些结果以适应高阶相互作用。
Spin glass models, such as the Sherrington-Kirkpatrick, Hopfield and Ising models, are all well-studied members of the exponential family of discrete distributions, and have been influential in a number of application domains where they are used to model correlation phenomena on networks. Conventionally these models have quadratic sufficient statistics and consequently capture correlations arising from pairwise interactions. In this work we study extensions of these to models with higher-order sufficient statistics, modeling behavior on a social network with peer-group effects. In particular, we model binary outcomes on a network as a higher-order spin glass, where the behavior of an individual depends on a linear function of their own vector of covariates and some polynomial function of the behavior of others, capturing peer-group effects. Using a {\em single}, high-dimensional sample from such model our goal is to recover the coefficients of the linear function as well as the strength of the peer-group effects. The heart of our result is a novel approach for showing strong concavity of the log pseudo-likelihood of the model, implying statistical error rate of $\sqrt{d/n}$ for the Maximum Pseudo-Likelihood Estimator (MPLE), where $d$ is the dimensionality of the covariate vectors and $n$ is the size of the network (number of nodes). Our model generalizes vanilla logistic regression as well as the peer-effect models studied in recent works, and our results extend these results to accommodate higher-order interactions.