A Correction of Pseudo Log-Likelihood Method

التفاصيل البيبلوغرافية
العنوان: A Correction of Pseudo Log-Likelihood Method
المؤلفون: Feng, Shi, Xiong, Nuoya, Zhang, Zhijie, Chen, Wei
سنة النشر: 2024
المجموعة: Computer Science
Mathematics
Statistics
مصطلحات موضوعية: Computer Science - Machine Learning, Mathematics - Statistics Theory, Statistics - Machine Learning
الوصف: Pseudo log-likelihood is a type of maximum likelihood estimation (MLE) method used in various fields including contextual bandits, influence maximization of social networks, and causal bandits. However, in previous literature \citep{li2017provably, zhang2022online, xiong2022combinatorial, feng2023combinatorial1, feng2023combinatorial2}, the log-likelihood function may not be bounded, which may result in the algorithm they proposed not well-defined. In this paper, we give a counterexample that the maximum pseudo log-likelihood estimation fails and then provide a solution to correct the algorithms in \citep{li2017provably, zhang2022online, xiong2022combinatorial, feng2023combinatorial1, feng2023combinatorial2}.
Comment: 7 pages
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2403.18127
رقم الأكسشن: edsarx.2403.18127
قاعدة البيانات: arXiv