On 2012-05-15, at 3:23 PM, Andreas Mueller <[email protected]> wrote:

> I am not sure if we want to support sparse data. I have no experience with 
> using MLPs on sparse data.
> Could this be done efficiently? The weight vector would need to be 
> represented explicitly and densely, I guess.
> 
> Any ideas?

People can and do use neural nets with sparse inputs, dense-sparse products 
aren't usually too bad in my experience. Careful regularization and/or lots of 
data (a decent number of examples where each feature is non-zero) will be 
necessary to get good results, but this goes for basically any parametric model 
operating on sparse inputs.

Aside: there was interesting work on autoencoder-based pre-training of MLPs 
with sparse (binary, I think) inputs done by my colleagues here in Montreal. 
They showed that in the reconstruction step, you can get away with 
reconstructing the non-zero entries in the original input and a small random  
sample of the zero entries, and it works just as well as doing the (much more 
expensive, when the input is high-dimensional) exhaustive reconstruction. Neat 
stuff.

David
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