Title
Linear Additive Markov Processes.
Abstract
We introduce LAMP: the Linear Additive Markov Process. Transitions in LAMP may be influenced by states visited in the distant history of the process, but unlike higher-order Markov processes, LAMP retains an efficient parameterization. LAMP also allows the specific dependence on history to be learned efficiently from data. We characterize some theoretical properties of LAMP, including its steady-state and mixing time. We then give an algorithm based on alternating minimization to learn LAMP models from data. Finally, we perform a series of real-world experiments to show that LAMP is more powerful than first-order Markov processes, and even holds its own against deep sequential models (LSTMs) with a negligible increase in parameter complexity.
Year
DOI
Venue
2017
10.1145/3038912.3052644
WWW
DocType
Volume
Citations 
Conference
abs/1704.01255
2
PageRank 
References 
Authors
0.36
17
4
Name
Order
Citations
PageRank
Ravi Kumar1139321642.48
Raghu, Maithra21739.03
Tamás Sarlós347725.73
Andrew Tomkins493881401.23