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Oral
Partially Linear Additive Gaussian Graphical Models
Sinong Geng · Minhao Yan · Mladen Kolar · Oluwasanmi Koyejo

Thu Jun 13 12:05 PM -- 12:10 PM (PDT) @ Room 101
in Optimization and Graphical Models »
We propose a partially linear additive Gaussian graphical model (PLA-GGM) for the estimation of associations between random variables distorted by observed confounders. Model parameters are estimated using an $L_1$-regularized maximal pseudo-profile likelihood estimator (MaPPLE) for which we prove a $\sqrt{n}$-sparsistency. Importantly, our approach avoids parametric constraints on the effects of confounders on the estimated graphical model structure. Empirically, the PLA-GGM is applied to both synthetic and real-world datasets, demonstrating superior performance compared to competing methods.
[ Slides] 

Author Information

Sinong Geng (Princeton University)
Minhao Yan (Cornell University)
Mladen Kolar (University of Chicago Booth School of Business)
Oluwasanmi Koyejo (Illinois / Google)
Oluwasanmi Koyejo

Sanmi (Oluwasanmi) Koyejo is an Assistant Professor in the Department of Computer Science at Stanford University. Koyejo was previously an Associate Professor in the Department of Computer Science at the University of Illinois at Urbana-Champaign. Koyejo's research interests are in developing the principles and practice of trustworthy machine learning, focusing on applications to neuroscience and healthcare. Koyejo completed a Ph.D. in Electrical Engineering at the University of Texas at Austin, advised by Joydeep Ghosh, and postdoctoral research at Stanford University with Russell A. Poldrack and Pradeep Ravikumar. Koyejo has been the recipient of several awards, including a best paper award from the conference on uncertainty in artificial intelligence, a Skip Ellis Early Career Award, a Sloan Fellowship, a Terman faculty fellowship, an NSF CAREER award, a Kavli Fellowship, an IJCAI early career spotlight, and a trainee award from the Organization for Human Brain Mapping. Koyejo spends time at Google as a part of the Brain team, serves on the Neural Information Processing Systems Foundation Board, the Association for Health Learning and Inference Board, and as president of the Black in AI organization.

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