Sparse Hopfield network reconstruction with ℓ1 regularization
Department of Computational Intelligence and Systems
Science, Tokyo Institute of Technology, Yokohama
Received in final form: 20 August 2013
Published online: 28 November 2013
We propose an efficient strategy to infer sparse Hopfield network based on magnetizations and pairwise correlations measured through Glauber samplings. This strategy incorporates the ℓ1 regularization into the Bethe approximation by a quadratic approximation to the log-likelihood, and is able to further reduce the inference error of the Bethe approximation without the regularization. The optimal regularization parameter is observed to be of the order of M−ν where M is the number of independent samples. The value of the scaling exponent depends on the performance measure. ν ≃ 0.5001 for root mean squared error measure while ν ≃ 0.2743 for misclassification rate measure. The efficiency of this strategy is demonstrated for the sparse Hopfield model, but the method is generally applicable to other diluted mean field models. In particular, it is simple in implementation without heavy computational cost.
Key words: Statistical and Nonlinear Physics
© EDP Sciences, Società Italiana di Fisica and Springer-Verlag, 2013