This paper describes stochastic search approaches, including a new stochastic algorithm and an adaptive mutation operator, for learning Bayesian networks from incomplete data. This problem is characterized by a huge solution space with a highly multimodal landscape. State-of-the-art approaches all involve using deterministic approaches such as the expectation-maximization algorithm. These approaches are guaranteed to find local maxima, but do not explore the landscape for other modes. Our approach evolves structure and the missing data. We compare our stochastic algorithms and show they all produce accurate results.

In this paper, we empirically evaluate algorithms for learning four types of Bayesian network (BN) classifiers - Naive-Bayes, tree augmented Naive-Bayes, BN augmented Naive-Bayes and general BNs, where the latter two are learned using two variants of a conditional-independence (CI) based BN-learning algorithm. Experimental results show the obtained classifiers, learned using the CI based algorithms, are competitive with (or superior to) the best known classifiers, based on both Bayesian networks and other formalisms; and that the computational time for learning and using these classifiers is relatively small. Moreover, these results also suggest a way to learn yet more effective classifiers; we demonstrate empirically that this new algorithm does work as expected. Collectively, these results argue that BN classifiers deserve more attention in machine learning and data mining communities.

We introduce utility-directed procedures for mediating the flow of potentially distracting alerts and communications to computer users. We present models and inference procedures that balance the context-sensitive costs of deferring alerts with the cost of interruption. We describe the challenge of reasoning about such costs under uncertainty via an analysis of user activity and the content of notifications. After introducing principles of attention-sensitive alerting, we focus on the problem of guiding alerts about email messages. We dwell on the problem of inferring the expected criticality of email and discuss work on the Priorities system, centering on prioritizing email by criticality and modulating the communication of notifications to users about the presence and nature of incoming email.

The problem of assessing the value of a candidate is viewed here as a multiple combination problem. On the one hand a candidate can be evaluated according to different criteria, and on the other hand several experts are supposed to assess the value of candidates according to each criterion. Criteria are not equally important, experts are not equally competent or reliable. Moreover levels of satisfaction of criteria, or levels of confidence are only assumed to take their values in qualitative scales which are just linearly ordered. The problem is discussed within two frameworks, the transferable belief model and the qualitative possibility theory. They respectively offer a quantitative and a qualitative setting for handling the problem, providing thus a way to compare the nature of the underlying assumptions.

The clique tree algorithm is the standard method for doing inference in Bayesian networks. It works by manipulating clique potentials - distributions over the variables in a clique. While this approach works well for many networks, it is limited by the need to maintain an exact representation of the clique potentials. This paper presents a new unified approach that combines approximate inference and the clique tree algorithm, thereby circumventing this limitation. Many known approximate inference algorithms can be viewed as instances of this approach. The algorithm essentially does clique tree propagation, using approximate inference to estimate the densities in each clique. In many settings, the computation of the approximate clique potential can be done easily using statistical importance sampling. Iterations are used to gradually improve the quality of the estimation.

One of the most useful sensitivity analysis techniques of decision analysis is the computation of value of information (or clairvoyance), the difference in value obtained by changing the decisions by which some of the uncertainties are observed. In this paper, some simple but powerful extensions to previous algorithms are introduced which allow an efficient value of information calculation on the rooted cluster tree (or strong junction tree) used to solve the original decision problem.

Classical Decision Theory provides a normative framework for representing and reasoning about complex preferences. Straightforward application of this theory to automate decision making is difficult due to high elicitation cost. In response to this problem, researchers have recently developed a number of qualitative, logic-oriented approaches for representing and reasoning about references. While effectively addressing some expressiveness issues, these logics have not proven powerful enough for building practical automated decision making systems. In this paper we present a hybrid approach to preference elicitation and decision making that is grounded in classical multi-attribute utility theory, but can make effective use of the expressive power of qualitative approaches. Specifically, assuming a partially specified multilinear utility function, we show how comparative statements about classes of decision alternatives can be used to further constrain the utility function and thus identify sup-optimal alternatives. This work demonstrates that quantitative and qualitative approaches can be synergistically integrated to provide effective and flexible decision support.

Graphical models based on conditional independence support concise encodings of the subjective belief of a single agent. A natural question is whether the consensus belief of a group of agents can be represented with equal parsimony. We prove, under relatively mild assumptions, that even if everyone agrees on a common graph topology, no method of combining beliefs can maintain that structure. Even weaker conditions rule out local aggregation within conditional probability tables. On a more positive note, we show that if probabilities are combined with the logarithmic opinion pool (LogOP), then commonly held Markov independencies are maintained. This suggests a straightforward procedure for constructing a consensus Markov network. We describe an algorithm for computing the LogOP with time complexity comparable to that of exact Bayesian inference.

In this paper, we analyze the relationship between probability and Spohn's theory for representation of uncertain beliefs. Using the intuitive idea that the more probable a proposition is, the more believable it is, we study transformations from probability to Sphonian disbelief and vice-versa. The transformations described in this paper are different from those described in the literature. In particular, the former satisfies the principles of ordinal congruence while the latter does not. Such transformations between probability and Spohn's calculi can contribute to (1) a clarification of the semantics of nonprobabilistic degree of uncertain belief, and (2) to a construction of a decision theory for such calculi. In practice, the transformations will allow a meaningful combination of more than one calculus in different stages of using an expert system such as knowledge acquisition, inference, and interpretation of results.

Dynamic Bayesian networks provide a compact and natural representation for complex dynamic systems. However, in many cases, there is no expert available from whom a model can be elicited. Learning provides an alternative approach for constructing models of dynamic systems. In this paper, we address some of the crucial computational aspects of learning the structure of dynamic systems, particularly those where some relevant variables are partially observed or even entirely unknown. Our approach is based on the Structural Expectation Maximization (SEM) algorithm. The main computational cost of the SEM algorithm is the gathering of expected sufficient statistics. We propose a novel approximation scheme that allows these sufficient statistics to be computed efficiently. We also investigate the fundamental problem of discovering the existence of hidden variables without exhaustive and expensive search. Our approach is based on the observation that, in dynamic systems, ignoring a hidden variable typically results in a violation of the Markov property. Thus, our algorithm searches for such violations in the data, and introduces hidden variables to explain them. We provide empirical results showing that the algorithm is able to learn the dynamics of complex systems in a computationally tractable way.