Bayesian Learning
A Logic for Reasoning about Evidence
Halpern, Joseph Y., Pucella, Riccardo
We introduce a logic for reasoning about evidence, that essentially views evidence as a function from prior beliefs (before making an observation) to posterior beliefs (after making the observation). We provide a sound and complete axiomatization for the logic, and consider the complexity of the decision problem. Although the reasoning in the logic is mainly propositional, we allow variables representing numbers and quantification over them. This expressive power seems necessary to capture important properties of evidence.
A Game-Theoretic Analysis of Updating Sets of Probabilities
Grunwald, Peter D., Halpern, Joseph Y.
We consider how an agent should update her uncertainty when it is represented by a set P of probability distributions and the agent observes that a random variable X takes on value x, given that the agent makes decisions using the minimax criterion, perhaps the best-studied and most commonly-used criterion in the literature. We adopt a game-theoretic framework, where the agent plays against a bookie, who chooses some distribution from P. We consider two reasonable games that differ in what the bookie knows when he makes his choice. Anomalies that have been observed before, like time inconsistency, can be understood as arising because different games are being played, against bookies with different information. We characterize the important special cases in which the optimal decision rules according to the minimax criterion amount to either conditioning or simply ignoring the information. Finally, we consider the relationship between conditioning and calibration when uncertainty is described by sets of probabilities.
When Ignorance is Bliss
Grunwald, Peter D., Halpern, Joseph Y.
It is commonly-accepted wisdom that more information is better, and that information should never be ignored. Here we argue, using both a Bayesian and a non-Bayesian analysis, that in some situations you are better off ignoring information if your uncertainty is represented by a set of probability measures. These include situations in which the information is relevant for the prediction task at hand. In the non-Bayesian analysis, we show how ignoring information avoids dilation, the phenomenon that additional pieces of information sometimes lead to an increase in uncertainty. In the Bayesian analysis, we show that for small sample sizes and certain prediction tasks, the Bayesian posterior based on a noninformative prior yields worse predictions than simply ignoring the given information.
Conditional Plausibility Measures and Bayesian Networks
A general notion of algebraic conditional plausibility measures is defined. Probability measures, ranking functions, possibility measures, and (under the appropriate definitions) sets of probability measures can all be viewed as defining algebraic conditional plausibility measures. It is shown that the technology of Bayesian networks can be applied to algebraic conditional plausibility measures.
Mixture Model Averaging for Clustering
Wei, Yuhong, McNicholas, Paul D.
In mixture model-based clustering applications, it is common to fit several models from a family and report clustering results from only the `best' one. In such circumstances, selection of this best model is achieved using a model selection criterion, most often the Bayesian information criterion. Rather than throw away all but the best model, we average multiple models that are in some sense close to the best one, thereby producing a weighted average of clustering results. Two (weighted) averaging approaches are considered: averaging the component membership probabilities and averaging models. In both cases, Occam's window is used to determine closeness to the best model and weights are computed within a Bayesian model averaging paradigm. In some cases, we need to merge components before averaging; we introduce a method for merging mixture components based on the adjusted Rand index. The effectiveness of our model-based clustering averaging approaches is illustrated using a family of Gaussian mixture models on real and simulated data.
Learning Structured Outputs from Partial Labels using Forest Ensemble
Tran, Truyen, Phung, Dinh, Venkatesh, Svetha
Learning Structured Outputs from Partial Labels using Forest Ensemble Truyen Tran, Dinh Phung, Svetha V enkatesh Centre for Pattern Recognition and Data Analytics Deakin University, Australia Abstract Learning structured outputs with general structures is computationally challenging, except for tree-structured models. Thus we propose an efficient boosting-based algorithm AdaBoost.MRF for this task. The idea is based on the realization that a graph is a superimposition of trees. Different from most existing work, our algorithm can handle partial labelling, and thus is particularly attractive in practice where reliable labels are often sparsely observed. In addition, our method works exclusively on trees and thus is guaranteed to converge. We apply the AdaBoost.MRF algorithm to an indoor video surveillance scenario, where activities are modelled at multiple levels. 1 Introduction There has been a growing research interest in developing probabilistic temporal graphical models for recognising human activities from sensory data. In this paper we address an important aspect of the problem in that there are multiple levels of abstraction, that is, an activity is often composed of several sub-activities. A popular approach to deal with such a hierarchical nature is to build a cascaded model: each level is modelled separately, and the output of the lower levels is subsequently used as the input for the upper levels [20]. This approach is sub-optimal because the information at the higher level is often very discriminative to infer about the lower levels, but it is not modelled. Moreover, the layered approach often suffers from the so-called cascading error problem, as the error introduced from the lower level will propagate to higher tasks. A better and more holistic approach is to build a joint representation at all layers. Emerging methods include generative/directed models such as abstract hidden Markov models (AH-MMs) [4], hierarchical HMMs [19], dynamic Bayesian networks [10], and their discriminative/undirected counterparts such as hierarchical conditional random field (HCRF) [17], and dynamic CRF (DCRF) [28].
Exact fit of simple finite mixture models
How to forecast next year's portfolio-wide credit default rate based on last year's default observations and the current score distribution? A classical approach to this problem consists of fitting a mixture of the conditional score distributions observed last year to the current score distribution. This is a special (simple) case of a finite mixture model where the mixture components are fixed and only the weights of the components are estimated. The optimum weights provide a forecast of next year's portfolio-wide default rate. We point out that the maximum-likelihood (ML) approach to fitting the mixture distribution not only gives an optimum but even an exact fit if we allow the mixture components to vary but keep their density ratio fix. From this observation we can conclude that the standard default rate forecast based on last year's conditional default rates will always be located between last year's portfolio-wide default rate and the ML forecast for next year. As an application example, then cost quantification is discussed. We also discuss how the mixture model based estimation methods can be used to forecast total loss. This involves the reinterpretation of an individual classification problem as a collective quantification problem.
A Bayesian Approach to Determine Focus of Attention in Spatial and Time-Sensitive Decision Making Scenarios
Li, Yu-Ting (Purdue University) | Wachs, Juan Pablo (Purdue University)
Complex decision making scenarios require maintaining high level of concentration and acquiring knowledge about the context of the task in hand. Focus of attention is not only affected by contextual factors but also by the way operators interact with the information. Conversely, determining optimal ways to interact with this information can augment operatorsโ cognition. However, challenges exist for determining efficient mathematical frameworks and sound metrics to infer, reason and assess the level of attention during spatio-temporal complex problem solving in hybrid human-machine systems. This paper proposes a computational framework based on a Bayesian approach (BAN) to infer usersโ focus of attention based on physical expression generated from embodied interaction and further support decision-making in an unobtrusive manner. Experiments involving five interaction modalities (vision-based gesture interaction, glove-based gesture interaction, speech, feet, and body balance) were conducted to assess the proposed frameworkโs feasibility including the likelihood of assessed attention from enhanced BAN and task performance. Results confirm that physical expressions have a determining effect in the quality of the solutions in spatio-navigational type of problems.
Using Dynamic Bayesian Networks for Incorporating Non-Traditional Data Sources in Public Health Surveillance
Izadi, Masoumeh (McGill Uinversity) | Charland, Katia (McGill University) | Buckeridge, David (McGill University)
It is generally challenging to obtain the exact disease prevalence, as the true cases of a disease in the population level are not easy to identify. Available and relevant data sources such as administrative or clinical health data are used in public health surveillance as a proxy to estimate the disease prevalence. Traditionally, these data sources span through healthcare utilization information such as emergency department visits, pharmacy drug sales, or laboratory test orders. In addition to incompleteness, these data sources are not usually available in a timely manner. Timeliness is an important factor for prevalence estimation for some conditions such as infectious diseases, especially at the time of an epidemic. For instance, in an influenza pandemic such estimates must be obtained within a day or two. In recent years several non-clinical and non-traditional data sources have been introduced to public health with the potentials to provide signals on a disease rate or to provide a feedback on the trends of a disease. Ideally, combining these new sources with the ones routinely used should help to identify disease cases more efficiently. However, building a construct capable of incorporating data from these various sources in a coherent manner is not trivial. In this research, we consider the case of H1N1 pandemic as the infectious disease of interest and we use media reports of deaths from H1N1 on the web as a non traditional data source. We propose to use dynamic Bayesian networks from the class of probabilistic graphical models in order to combine this new data source with traditional ones through exploration of the possible probabilistic relationships between these data streams. This is an initial step towards building a framework that can potentially support aggregation of heterogeneous data for a real-time estimation of a disease prevalence. Our preliminary results show that the proposed model generalizes well.
Representation, Reasoning, and Learning for a Relational Influence Diagram Applied to a Real-Time Geological Domain
Dirks, Matthew C. (University of British Columbia) | Csinger, Andrew (MineSense Technologies Ltd.) | Bamber, Andrew (MineSense Technologies Ltd.) | Poole, David (University of British Columbia)
Mining companies typically process all the material extracted from a mine site using processes which are extremely consumptive of energy and chemicals. Sorting the good material from the bad would effectively reduce required resources by leaving behind the bad material and only transporting and processing the good material. We use a relational influence diagram with an explicit utility model applied to the scenario in which an unknown number of rocks in unknown positions with unknown mineral compositions pass over 7 sensors toward 7 diverters on a high-throughput rock-sorting machine developed by MineSense Technologies Ltd. After receiving noisy sensor data, the system has 400 ms to decide whether to activate diverters which will divert the rocks into either a keep or discard bin. We learn the model offline and do online inference. Our result improves over the current state-of-the-art.