Identification of Nonlinear and Dependent Latent Factor Structure through Clique Search
通过团搜索识别非线性且相关的潜在因子结构
Learning the structure of latent factor models involves two central challenges: (1) estimating the number of latent factors and (2) learning the support of the mapping from latent variables to observed variables. This is especially challenging for nonparametric regimes and nonlinear settings. We propose a method for latent structure learning, based on pairwise dependence measures on the observed variables using a graph-theoretic representation. We show that both the number…