Papers › Sparse Logistic Regression Learns All Discrete Pairwise Graphical Models

Sparse Logistic Regression Learns All Discrete Pairwise Graphical Models

28 Oct 2018NeurIPS 2019 12arXiv:1810.11905archive 2025-07-28

Shanshan Wu, Sujay Sanghavi, Alexandros G. Dimakis

We characterize the effectiveness of a classical algorithm for recovering the Markov graph of a general discrete pairwise graphical model from i.i.d. samples. The algorithm is (appropriately regularized) maximum conditional log-likelihood, which involves solving a convex program for each node; for Ising models this is ℓ₁-constrained logistic regression, while for more general alphabets an ℓ_(2,1) group-norm constraint needs to be used. We show that this algorithm can recover any arbitrary discrete pairwise graphical model, and also characterize its sample complexity as a function of model width, alphabet size, edge parameter accuracy, and the number of variables. We show that along every one of these axes, it matches or improves on all existing results and algorithms for this problem. Our analysis applies a sharp generalization error bound for logistic regression when the weight vector has an ℓ₁ constraint (or ℓ_(2,1) constraint) and the sample vector has an ℓ_∞ constraint (or ℓ_(2, ∞) constraint). We also show that the proposed convex programs can be efficiently solved in Õ(n²) running time (where n is the number of variables) under the same statistical guarantees. We provide experimental results to support our analysis.

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Logistic Regression

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