Asia
Extension of Three-Variable Counterfactual Casual Graphic Model: from Two-Value to Three-Value Random Variable
The extension of counterfactual causal graphic model with three variables of vertex set in directed acyclic graph (DAG) is discussed in this paper by extending two- value distribution to three-value distribution of the variables involved in DAG. Using the conditional independence as ancillary information, 6 kinds of extension counterfactual causal graphic models with some variables are extended from two-value distribution to three-value distribution and the sufficient conditions of identifiability are derived.
Merging Belief Propagation and the Mean Field Approximation: A Free Energy Approach
Riegler, Erwin, Kirkelund, Gunvor Elisabeth, Manchón, Carles Navarro, Badiu, Mihai-Alin, Fleury, Bernard Henry
We present a joint message passing approach that combines belief propagation and the mean field approximation. Our analysis is based on the region-based free energy approximation method proposed by Yedidia et al. We show that the message passing fixed-point equations obtained with this combination correspond to stationary points of a constrained region-based free energy approximation. Moreover, we present a convergent implementation of these message passing fixedpoint equations provided that the underlying factor graph fulfills certain technical conditions. In addition, we show how to include hard constraints in the part of the factor graph corresponding to belief propagation. Finally, we demonstrate an application of our method to iterative channel estimation and decoding in an orthogonal frequency division multiplexing (OFDM) system.
On the Partition Function and Random Maximum A-Posteriori Perturbations
In this paper we relate the partition function to the max-statistics of random variables. In particular, we provide a novel framework for approximating and bounding the partition function using MAP inference on randomly perturbed models. As a result, we can use efficient MAP solvers such as graph-cuts to evaluate the corresponding partition function. We show that our method excels in the typical "high signal - high coupling" regime that results in ragged energy landscapes difficult for alternative approaches.
Infinite Hidden Relational Models
Xu, Zhao, Tresp, Volker, Yu, Kai, Kriegel, Hans-Peter
In many cases it makes sense to model a relationship symmetrically, not implying any particular directionality. Consider the classical example of a recommendation system where the rating of an item by a user should symmetrically be dependent on the attributes of both the user and the item. The attributes of the (known) relationships are also relevant for predicting attributes of entities and for predicting attributes of new relations. In recommendation systems, the exploitation of relational attributes is often referred to as collaborative filtering. Again, in many applications one might prefer to model the collaborative effect in a symmetrical way. In this paper we present a relational model, which is completely symmetrical. The key innovation is that we introduce for each entity (or object) an infinite-dimensional latent variable as part of a Dirichlet process (DP) model. We discuss inference in the model, which is based on a DP Gibbs sampler, i.e., the Chinese restaurant process. We extend the Chinese restaurant process to be applicable to relational modeling. Our approach is evaluated in three applications. One is a recommendation system based on the MovieLens data set. The second application concerns the prediction of the function of yeast genes/proteins on the data set of KDD Cup 2001 using a multi-relational model. The third application involves a relational medical domain. The experimental results show that our model gives significantly improved estimates of attributes describing relationships or entities in complex relational models.
A Combinatorial Algebraic Approach for the Identifiability of Low-Rank Matrix Completion
In this paper, we review the problem of matrix completion and expose its intimate relations with algebraic geometry, combinatorics and graph theory. We present the first necessary and sufficient combinatorial conditions for matrices of arbitrary rank to be identifiable from a set of matrix entries, yielding theoretical constraints and new algorithms for the problem of matrix completion. We conclude by algorithmically evaluating the tightness of the given conditions and algorithms for practically relevant matrix sizes, showing that the algebraic-combinatorial approach can lead to improvements over stateof-the-art matrix completion methods.
Rethinking Collapsed Variational Bayes Inference for LDA
Sato, Issei, Nakagawa, Hiroshi
We propose a novel interpretation of the collapsed variational Bayes inference with a zero-order Taylor expansion approximation, called CVB0 inference, for latent Dirichlet allocation (LDA). We clarify the properties of the CVB0 inference by using the alpha-divergence. We show that the CVB0 inference is composed of two different divergence projections: alpha=1 and -1. This interpretation will help shed light on CVB0 works.
An Online Boosting Algorithm with Theoretical Justifications
Chen, Shang-Tse, Lin, Hsuan-Tien, Lu, Chi-Jen
We study the task of online boosting -- combining online weak learners into an online strong learner. While batch boosting has a sound theoretical foundation, online boosting deserves more study from the theoretical perspective. In this paper, we carefully compare the differences between online and batch boosting, and propose a novel and reasonable assumption for the online weak learner. Based on the assumption, we design an online boosting algorithm with a strong theoretical guarantee by adapting from the offline SmoothBoost algorithm that matches the assumption closely. We further tackle the task of deciding the number of weak learners using established theoretical results for online convex programming and predicting with expert advice. Experiments on real-world data sets demonstrate that the proposed algorithm compares favorably with existing online boosting algorithms.
Learning Markov Network Structure using Brownian Distance Covariance
Undirected graphical models, also known as Markov random fields or Markov networks, have become a part of the mainstream of statistical theory and application in recent years. These models use graphs to represent conditional independences among sets of random variables. In these graphs, the absence of an edge between two vertices means the corresponding random variables are conditionally independent, given the other variables. Learning the structure of a graph is equivalent to learning if there exists an edge between every pair of nodes in the graph. In the past decade, significant progress has been made on designing efficient algorithms to learn undirected graphs from high-dimensional observational datasets. Most of these methods are based on either the penalized maximum-likelihood estimation or penalized regression methods. Works has focused on the problem of estimating the graph in this high dimensional setting, which becomes feasible if graph is sparse.
Stratified Analysis of `Probabilities of Causation'
This paper derives new bounds for the probabilities of causation defined by Pearl (2000), namely, the probability that one observed event was a necessary (or sufficient, or both) cause of another. Tian and Pearl (2000a, 2000b) showed how to bound these probabilities using information from experimental and observational studies,with minimal assumptions about the data-generating process. We derive narrower bounds using covariates measurements that might be available in the studies. In addition, we provide identifiable case under no-prevention assumption and discuss the covariate selection problem from the viewpoint of estimation accuracy. These results provides more accurate information for public policy, legal determination of responsibility and personal decision making.
Chi-square Tests Driven Method for Learning the Structure of Factored MDPs
Degris, Thomas, Sigaud, Olivier, Wuillemin, Pierre-Henri
SDYNA is a general framework designed to address large stochastic reinforcement learning problems. Unlike previous model based methods in FMDPs, it incrementally learns the structure and the parameters of a RL problem using supervised learning techniques. Then, it integrates decision-theoric planning algorithms based on FMDPs to compute its policy. SPITI is an instanciation of SDYNA that exploits ITI, an incremental decision tree algorithm, to learn the reward function and the Dynamic Bayesian Networks with local structures representing the transition function of the problem. These representations are used by an incremental version of the Structured Value Iteration algorithm. In order to learn the structure, SPITI uses Chi-Square tests to detect the independence between two probability distributions. Thus, we study the relation between the threshold used in the Chi-Square test, the size of the model built and the relative error of the value function of the induced policy with respect to the optimal value. We show that, on stochastic problems, one can tune the threshold so as to generate both a compact model and an efficient policy. Then, we show that SPITI, while keeping its model compact, uses the generalization property of its learning method to perform better than a stochastic classical tabular algorithm in large RL problem with an unknown structure. We also introduce a new measure based on Chi-Square to qualify the accuracy of the model learned by SPITI. We qualitatively show that the generalization property in SPITI within the FMDP framework may prevent an exponential growth of the time required to learn the structure of large stochastic RL problems.