Scalable and Privacy-aware Online Learning of Nonlinear Structural Equation Models.pdf (1.26 MB)

Scalable and Privacy-aware Online Learning of Nonlinear Structural Equation Models

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posted on 2022-11-02, 03:48 authored by Rohan MoneyRohan Money, Joshin P. Krishnan, Baltasar Beferull-Lozano, Elvin Isufi

An online topology estimation algorithm for nonlinear structural equation models (SEM) is proposed in this paper, addressing the nonlinearity and the non-stationarity of real-world systems. The nonlinearity is modeled using kernel formulations, and the curse of dimensionality associated with the kernels is mitigated using random feature approximation. The online learning strategy uses a group-lasso-based optimization framework with a prediction-corrections technique that accounts for the model evolution. The proposed approach has three properties of interest. First, it enjoys node-separable learning, which allows for scalability in large networks. Second, it offers privacy in SEM learning by replacing the actual data with node-specific random features. Third, its performance can be characterized theoretically via a dynamic regret analysis, showing that it is possible to obtain a linear dynamic regret bound under mild assumptions. Numerical results with synthetic and real data corroborate our findings and show competitive performance w.r.t. state-of-the-art alternatives.


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Submitting Author's Institution

University of Agder

Submitting Author's Country

  • Norway