Industry
Determinantal point processes for machine learning
Determinantal point processes (DPPs) are elegant probabilistic models of repulsion that arise in quantum physics and random matrix theory. In contrast to traditional structured models like Markov random fields, which become intractable and hard to approximate in the presence of negative correlations, DPPs offer efficient and exact algorithms for sampling, marginalization, conditioning, and other inference tasks. We provide a gentle introduction to DPPs, focusing on the intuitions, algorithms, and extensions that are most relevant to the machine learning community, and show how DPPs can be applied to real-world applications like finding diverse sets of high-quality search results, building informative summaries by selecting diverse sentences from documents, modeling non-overlapping human poses in images or video, and automatically building timelines of important news stories.
Using Temporal Data for Making Recommendations
Zimdars, Andrew, Chickering, David Maxwell, Meek, Christopher
We treat collaborative filtering as a univariate time series problem: given a user's previous votes, predict the next vote. We describe two families of methods for transforming data to encode time order in ways amenable to off-the-shelf classification and density estimation tools. Using a decision-tree learning tool and two real-world data sets, we compare the results of these approaches to the results of collaborative filtering without ordering information. The improvements in both predictive accuracy and in recommendation quality that we realize advocate the use of predictive algorithms exploiting the temporal order of data.
Analysing Sensitivity Data from Probabilistic Networks
van der Gaag, Linda C., Renooij, Silja
With the advance of efficient analytical methods for sensitivity analysis ofprobabilistic networks, the interest in the sensitivities revealed by real-life networks is rekindled. As the amount of data resulting from a sensitivity analysis of even a moderately-sized network is alreadyoverwhelming, methods for extracting relevant information are called for. One such methodis to study the derivative of the sensitivity functions yielded for a network's parameters. We further propose to build upon the concept of admissible deviation, that is, the extent to which a parameter can deviate from the true value without inducing a change in the most likely outcome. We illustrate these concepts by means of a sensitivity analysis of a real-life probabilistic network in oncology.
Policy Improvement for POMDPs Using Normalized Importance Sampling
We present a new method for estimating the expected return of a POMDP from experience. The estimator does not assume any knowledge of the POMDP, can estimate the returns for finite state controllers, allows experience to be gathered from arbitrary sequences of policies, and estimates the return for any new policy. We motivate the estimator from function-approximation and importance sampling points-of-view and derive its bias and variance. Although the estimator is biased, it has low variance and the bias is often irrelevant when the estimator is used for pairwise comparisons. We conclude by extending the estimator to policies with memory and compare its performance in a greedy search algorithm to the REINFORCE algorithm showing an order of magnitude reduction in the number of trials required.
A Mixed Graphical Model for Rhythmic Parsing
A method is presented for the rhythmic parsing problem: Given a sequence of observed musical note onset times, we estimate the corresponding notated rhythm and tempo process. A graphical model is developed that represents the simultaneous evolution of tempo and rhythm and relates these hidden quantities to observations. The rhythm variables are discrete and the tempo and observation variables are continuous. We show how to compute the globally most likely configuration of the tempo and rhythm variables given an observation of note onset times. Preliminary experiments are presented on a small data set. A generalization to arbitrary conditional Gaussian distributions is outlined.
Direct and Indirect Effects
The direct effect of one event on another can be defined and measured by holding constant all intermediate variables between the two. Indirect effects present conceptual and practical difficulties (in nonlinear models), because they cannot be isolated by holding certain variables constant. This paper presents a new way of defining the effect transmitted through a restricted set of paths, without controlling variables on the remaining paths. This permits the assessment of a more natural type of direct and indirect effects, one that is applicable in both linear and nonlinear models and that has broader policy-related interpretations. The paper establishes conditions under which such assessments can be estimated consistently from experimental and nonexperimental data, and thus extends path-analytic techniques to nonlinear and nonparametric models.
A Case Study in Knowledge Discovery and Elicitation in an Intelligent Tutoring Application
Nicholson, Ann, Boneh, Tal, Wilkin, Tim, Stacey, Kaye, Sonenberg, Liz, Steinle, Vicki
Most successful Bayesian network (BN) applications to datehave been built through knowledge elicitation from experts.This is difficult and time consuming, which has lead to recentinterest in automated methods for learning BNs from data. We present a case study in the construction of a BN in anintelligent tutoring application, specifically decimal misconceptions. Wedescribe the BN construction using expert elicitation and then investigate how certainexisting automated knowledge discovery methods might support the BN knowledge engineering process.
The Factored Frontier Algorithm for Approximate Inference in DBNs
The Factored Frontier (FF) algorithm is a simple approximate inferencealgorithm for Dynamic Bayesian Networks (DBNs). It is very similar tothe fully factorized version of the Boyen-Koller (BK) algorithm, butinstead of doing an exact update at every step followed bymarginalisation (projection), it always works with factoreddistributions. Hence it can be applied to models for which the exactupdate step is intractable. We show that FF is equivalent to (oneiteration of) loopy belief propagation (LBP) on the original DBN, andthat BK is equivalent (to one iteration of) LBP on a DBN where wecluster some of the nodes. We then show empirically that byiterating, LBP can improve on the accuracy of both FF and BK. Wecompare these algorithms on two real-world DBNs: the first is a modelof a water treatment plant, and the second is a coupled HMM, used tomodel freeway traffic.
Recognition Networks for Approximate Inference in BN20 Networks
We propose using recognition networks for approximate inference inBayesian networks (BNs). A recognition network is a multilayerperception (MLP) trained to predict posterior marginals given observedevidence in a particular BN. The input to the MLP is a vector of thestates of the evidential nodes. The activity of an output unit isinterpreted as a prediction of the posterior marginal of thecorresponding variable. The MLP is trained using samples generated fromthe corresponding BN.We evaluate a recognition network that was trained to do inference ina large Bayesian network, similar in structure and complexity to theQuick Medical Reference, Decision Theoretic (QMR-DT). Our networkis a binary, two-layer, noisy-OR network containing over 4000 potentially observable nodes and over 600 unobservable, hidden nodes. Inreal medical diagnosis, most observables are unavailable, and there isa complex and unknown bias that selects which ones are provided. Weincorporate a very basic type of selection bias in our network: a knownpreference that available observables are positive rather than negative.Even this simple bias has a significant effect on the posterior. We compare the performance of our recognition network tostate-of-the-art approximate inference algorithms on a large set oftest cases. In order to evaluate the effect of our simplistic modelof the selection bias, we evaluate algorithms using a variety ofincorrectly modeled observation biases. Recognition networks performwell using both correct and incorrect observation biases.
Hypothesis Management in Situation-Specific Network Construction
Laskey, Kathryn Blackmond, Mahoney, Suzanne M., Wright, Ed
This paper considers the problem of knowledge-based model construction in the presence of uncertainty about the association of domain entities to random variables. Multi-entity Bayesian networks (MEBNs) are defined as a representation for knowledge in domains characterized by uncertainty in the number of relevant entities, their interrelationships, and their association with observables. An MEBN implicitly specifies a probability distribution in terms of a hierarchically structured collection of Bayesian network fragments that together encode a joint probability distribution over arbitrarily many interrelated hypotheses. Although a finite query-complete model can always be constructed, association uncertainty typically makes exact model construction and evaluation intractable. The objective of hypothesis management is to balance tractability against accuracy. We describe an application to the problem of using intelligence reports to infer the organization and activities of groups of military vehicles. Our approach is compared to related work in the tracking and fusion literature.