ML Seminar: Jaron Sanders (Delft University)

We have the pleasure to announce our CWI Machine Learning seminar with Jaron Sanders with the title: Optimal Clustering Algorithms in Block Markov Chains
  • What English Machine Learning Seminars
  • When 20-09-2018 from 10:00 to 11:00 (Europe/Amsterdam / UTC200)
  • Where CWI, Lecture room L016
  • Contact Name
  • Contact Phone 020-592 4189
  • Web Visit external website
  • Add event to calendar iCal

We have the pleasure to announce our CWI Machine Learning seminar with Jaron Sanders with the title: Optimal Clustering Algorithms in Block Markov Chains

This paper considers cluster detection in Block Markov Chains (BMCs). These Markov chains are characterized by a block structure in their transition matrix. More precisely, the n possible states are divided into a finite number of K groups or clusters, such that states in the same cluster exhibit the same transition rates to other states. One observes a trajectory of the Markov chain, and the objective is to recover, from this observation only, the (initially unknown) clusters. In this paper we devise a clustering procedure that accurately, efficiently, and provably detects the clusters. We first derive a fundamental information-theoretical lower bound on the detection error rate satisfied under any clustering algorithm. This bound identifies the parameters of the BMC, and trajectory lengths, for which it is possible to accurately detect the clusters. We next develop two clustering algorithms that can together accurately recover the cluster structure from the shortest possible trajectories, whenever the parameters allow detection. These algorithms thus reach the fundamental detectability limit, and are optimal in that sense.