Efficient Network Automatic Relevance Determination Article Swipe
YOU?
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· 2025
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.2506.12352
We propose Network Automatic Relevance Determination (NARD), an extension of ARD for linearly probabilistic models, to simultaneously model sparse relationships between inputs $X \in \mathbb R^{d \times N}$ and outputs $Y \in \mathbb R^{m \times N}$, while capturing the correlation structure among the $Y$. NARD employs a matrix normal prior which contains a sparsity-inducing parameter to identify and discard irrelevant features, thereby promoting sparsity in the model. Algorithmically, it iteratively updates both the precision matrix and the relationship between $Y$ and the refined inputs. To mitigate the computational inefficiencies of the $\mathcal O(m^3 + d^3)$ cost per iteration, we introduce Sequential NARD, which evaluates features sequentially, and a Surrogate Function Method, leveraging an efficient approximation of the marginal likelihood and simplifying the calculation of determinant and inverse of an intermediate matrix. Combining the Sequential update with the Surrogate Function method further reduces computational costs. The computational complexity per iteration for these three methods is reduced to $\mathcal O(m^3+p^3)$, $\mathcal O(m^3 + d^2)$, $\mathcal O(m^3+p^2)$, respectively, where $p \ll d$ is the final number of features in the model. Our methods demonstrate significant improvements in computational efficiency with comparable performance on both synthetic and real-world datasets.
Related Topics
- Type
- preprint
- Language
- en
- Landing Page
- http://arxiv.org/abs/2506.12352
- https://arxiv.org/pdf/2506.12352
- OA Status
- green
- OpenAlex ID
- https://openalex.org/W4415111445
Raw OpenAlex JSON
- OpenAlex ID
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https://openalex.org/W4415111445Canonical identifier for this work in OpenAlex
- DOI
-
https://doi.org/10.48550/arxiv.2506.12352Digital Object Identifier
- Title
-
Efficient Network Automatic Relevance DeterminationWork title
- Type
-
preprintOpenAlex work type
- Language
-
enPrimary language
- Publication year
-
2025Year of publication
- Publication date
-
2025-06-14Full publication date if available
- Authors
-
Hongwei Zhang, Ziqi Ye, Xinyuan Wang, Xin Guo, Zenglin Xu, Yuan Cheng, Zixin Hu, Yuan QiList of authors in order
- Landing page
-
https://arxiv.org/abs/2506.12352Publisher landing page
- PDF URL
-
https://arxiv.org/pdf/2506.12352Direct link to full text PDF
- Open access
-
YesWhether a free full text is available
- OA status
-
greenOpen access status per OpenAlex
- OA URL
-
https://arxiv.org/pdf/2506.12352Direct OA link when available
- Cited by
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0Total citation count in OpenAlex
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