TY - GEN
T1 - Max Markov Chain
AU - Zhang, Yu
AU - Bucklew, Mitchell
N1 - Publisher Copyright:
© 2023 International Joint Conferences on Artificial Intelligence. All rights reserved.
PY - 2023
Y1 - 2023
N2 - In this paper, we introduce Max Markov Chain (MMC), a novel model for sequential data with sparse correlations among the state variables. It may also be viewed as a special class of approximate models for High-order Markov Chains (HMCs). MMC is desirable for domains where the sparse correlations are long-term and vary in their temporal stretches. Although generally intractable, parameter optimization for MMC can be solved analytically. However, based on this result, we derive an approximate solution that is highly efficient empirically. When compared with HMC and approximate HMC models, MMC combines better sample efficiency, model parsimony, and an outstanding computational advantage. Such a quality allows MMC to scale to large domains where the competing models would struggle to perform. We compare MMC with several baselines with synthetic and real-world datasets to demonstrate MMC as a valuable alternative for stochastic modeling.
AB - In this paper, we introduce Max Markov Chain (MMC), a novel model for sequential data with sparse correlations among the state variables. It may also be viewed as a special class of approximate models for High-order Markov Chains (HMCs). MMC is desirable for domains where the sparse correlations are long-term and vary in their temporal stretches. Although generally intractable, parameter optimization for MMC can be solved analytically. However, based on this result, we derive an approximate solution that is highly efficient empirically. When compared with HMC and approximate HMC models, MMC combines better sample efficiency, model parsimony, and an outstanding computational advantage. Such a quality allows MMC to scale to large domains where the competing models would struggle to perform. We compare MMC with several baselines with synthetic and real-world datasets to demonstrate MMC as a valuable alternative for stochastic modeling.
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M3 - Conference contribution
AN - SCOPUS:85170368114
T3 - IJCAI International Joint Conference on Artificial Intelligence
SP - 5758
EP - 5767
BT - Proceedings of the 32nd International Joint Conference on Artificial Intelligence, IJCAI 2023
A2 - Elkind, Edith
PB - International Joint Conferences on Artificial Intelligence
T2 - 32nd International Joint Conference on Artificial Intelligence, IJCAI 2023
Y2 - 19 August 2023 through 25 August 2023
ER -