arXiv:2410.22872cs.LGcs.DS2024-10NeurIPS被引 2

提出适用于泊松回归的高效数据采样方法,显著降低计算量。

Data subsampling for Poisson regression with pth-root-link

  • 引入新复杂度参数与域变换,实现近似保真度下的亚线性压缩。
  • 平方根链接可达到对数级依赖,ID链接依赖为√(y_max/log y_max)。
  • 理论证明适用于大数据场景,尤其适合高计数数据建模者。

本文研究泊松回归的数据子采样技术,该模型是处理计数数据的标准方法。考虑具有恒定链接(ID)和平方根链接的泊松广义线性模型。采用核集(coresets)方法,即小规模加权子集以1±ε的精度逼近原始损失函数。证明了泊松回归核集存在Ω(n)下界,该结果在任意数据压缩方法下仍成立(对数因子内)。通过引入新复杂度参数与域移位策略,当复杂度较小时,可构造出亚线性大小的核集,其依赖于输入点数仅为多项式对数级别。此外,其他输入参数的依赖也可被亚线性控制:平方根链接对y_max呈O(log(y_max))依赖;而ID链接需Θ(√(y_max/log(y_max)))依赖。作为辅助结果,改进了拉姆伯特W_0函数主分支的界,可能具独立价值。最后指出,当考虑p≥3次根链接时,现有分析受限,表明需更深入的解析或计算方法。

原文摘要 · Abstract (English)

We develop and analyze data subsampling techniques for Poisson regression, the standard model for count data $y\in\mathbb{N}$. In particular, we consider the Poisson generalized linear model with ID- and square root-link functions. We consider the method of coresets, which are small weighted subsets that approximate the loss function of Poisson regression up to a factor of $1\pm\varepsilon$. We show $Ω(n)$ lower bounds against coresets for Poisson regression that continue to hold against arbitrary data reduction techniques up to logarithmic factors. By introducing a novel complexity parameter and a domain shifting approach, we show that sublinear coresets with $1\pm\varepsilon$ approximation guarantee exist when the complexity parameter is small. In particular, the dependence on the number of input points can be reduced to polylogarithmic. We show that the dependence on other input parameters can also be bounded sublinearly, though not always logarithmically. In particular, we show that the square root-link admits an $O(\log(y_{\max}))$ dependence, where $y_{\max}$ denotes the largest count presented in the data, while the ID-link requires a $Θ(\sqrt{y_{\max}/\log(y_{\max})})$ dependence. As an auxiliary result for proving the tightness of the bound with respect to $y_{\max}$ in the case of the ID-link, we show an improved bound on the principal branch of the Lambert $W_0$ function, which may be of independent interest. We further show the limitations of our analysis when $p$th degree root-link functions for $p\geq 3$ are considered, which indicate that other analytical or computational methods would be required if such a generalization is even possible.

泊松回归数据采样核集统计学习

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