Change search
ReferencesLink to record
Permanent link

Direct link
L-1 regularization for reconstruction of a non-equilibrium Ising model
KTH, Centres, Nordic Institute for Theoretical Physics NORDITA.
KTH, Centres, Nordic Institute for Theoretical Physics NORDITA.
2014 (English)In: Physica Scripta, ISSN 0031-8949, E-ISSN 1402-4896, Vol. 89, no 10, 105002- p.Article in journal (Refereed) Published
Abstract [en]

The couplings in a sparse asymmetric, asynchronous Ising network are reconstructed using an exact learning algorithm. L-1 regularization is used to remove the spurious weak connections that would otherwise be found by simply maximizing the log likelihood of a finite data set. In order to see how L-1 regularization works in detail, we perform the calculation in several ways including (1) by iterative minimization of a cost function equal to minus the log likelihood of the data plus an L-1 penalty term, and (2) an approximate scheme based on a quadratic expansion of the cost function around its minimum. In these schemes, we track how connections are pruned as the strength of the L-1 penalty is increased from zero to large values. The performance of the methods for various coupling strengths is quantified using receiver operating characteristic curves, showing that increasing the coupling strength improves reconstruction quality.

Place, publisher, year, edition, pages
2014. Vol. 89, no 10, 105002- p.
Keyword [en]
sparse networks, nonequilibrium ising model, network reconstruction
National Category
Physical Sciences
URN: urn:nbn:se:kth:diva-156125DOI: 10.1088/0031-8949/89/10/105002ISI: 000343643400002ScopusID: 2-s2.0-84907695475OAI: diva2:773366

QC 20141218

Available from: 2014-12-18 Created: 2014-11-21 Last updated: 2014-12-18Bibliographically approved

Open Access in DiVA

No full text

Other links

Publisher's full textScopus

Search in DiVA

By author/editor
Hertz, JohnRoudi, Yasser
By organisation
Nordic Institute for Theoretical Physics NORDITA
In the same journal
Physica Scripta
Physical Sciences

Search outside of DiVA

GoogleGoogle Scholar
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Altmetric score

Total: 29 hits
ReferencesLink to record
Permanent link

Direct link