Bayesian Learning
Advantages and a Limitation of Using LEG Nets in a Real-TIme Problem
After experimenting with a number of non-probabilistic methods for dealing with uncertainty many researchers reaffirm a preference for probability methods [1] [2], although this remains controversial. The importance of being able to form decisions from incomplete data in diagnostic problems has highlighted probabilistic methods [5] which compute posterior probabilities from prior distributions in a way similar to Bayes Rule, and thus are called Bayesian methods. This paper documents the use of a Bayesian method in a real time problem which is similar to medical diagnosis in that there is a need to form decisions and take some action without complete knowledge of conditions in the problem domain. This particular method has a limitation which is discussed.
Bounded Conditioning: Flexible Inference for Decisions under Scarce Resources
Horvitz, Eric J., Suermondt, Jaap, Cooper, Gregory F.
We introduce a graceful approach to probabilistic inference called bounded conditioning. Bounded conditioning monotonically refines the bounds on posterior probabilities in a belief network with computation, and converges on final probabilities of interest with the allocation of a complete resource fraction. The approach allows a reasoner to exchange arbitrary quantities of computational resource for incremental gains in inference quality. As such, bounded conditioning holds promise as a useful inference technique for reasoning under the general conditions of uncertain and varying reasoning resources. The algorithm solves a probabilistic bounding problem in complex belief networks by breaking the problem into a set of mutually exclusive, tractable subproblems and ordering their solution by the expected effect that each subproblem will have on the final answer. We introduce the algorithm, discuss its characterization, and present its performance on several belief networks, including a complex model for reasoning about problems in intensive-care medicine.
Minimum Error Tree Decomposition
Liu, L., Ma, Y., Wilkins, D., Bian, Z., Ying, X.
This paper describes a generalization of previous methods for constructing tree-structured belief network with hidden variables. The major new feature of the described method is the ability to produce a tree decomposition even when there are errors in the correlation data among the input variables. This is an important extension of existing methods since the correlational co efficients usually cannot be measured with precision. The technique involves using a greedy search algorithm that locally minimizes an error function.
Qualitative Probabilistic Networks for Planning Under Uncertainty
Bayesian networks provide a probabilistic semantics for qualitative assertions about likelihood. A qualitative reasoner based on an algebra over these assertions can derive further conclusions about the influence of actions. While the conclusions are much weaker than those computed from complete probability distributions, they are still valuable for suggesting potential actions, eliminating obviously inferior plans, identifying important tradeoffs, and explaining probabilistic models.
Sequential testing over multiple stages and performance analysis of data fusion
The JIEDDO Analytic Decision Engine (JADE) is a flexible software toolkit for studying the performance of sensor configurations for the detection of person-borne explosive compounds and other threat substances. JADE is designed to enable performance and tradeoff analyses between different, user-specified scenarios with given sensor placements and data fusion networks. JADE contains fundamental physics-based models of several sensor technologies of interest, such as nonlinear acoustic and radar-based detectors, along with a data fusion system that we focus on in this paper. The fusion system consists of a static component that combines the decisions of individual sensors at a fixed point in time, and a dynamic, time-dependent component that in turn fuses the outputs of the static structure at different times. The static component is based on a probabilistic graphical model, or Bayesian network, and accepts probability matrices from the physicsbased sensor models as inputs (the details of which are abstracted from the fusion system). Its outputs are fed into the dynamic fusion framework, which is based on sequential hypothesis testing and produces performance metrics for the entire, fused sensor configuration. The purpose of the system is to determine the performance of a given fusion structure, as opposed to doing fusion on actual measurements.
Expectation Propagation for Neural Networks with Sparsity-promoting Priors
Jylänki, Pasi, Nummenmaa, Aapo, Vehtari, Aki
We propose a novel approach for nonlinear regression using a two-layer neural network (NN) model structure with sparsity-favoring hierarchical priors on the network weights. We present an expectation propagation (EP) approach for approximate integration over the posterior distribution of the weights, the hierarchical scale parameters of the priors, and the residual scale. Using a factorized posterior approximation we derive a computationally efficient algorithm, whose complexity scales similarly to an ensemble of independent sparse linear models. The approach enables flexible definition of weight priors with different sparseness properties such as independent Laplace priors with a common scale parameter or Gaussian automatic relevance determination (ARD) priors with different relevance parameters for all inputs. The approach can be extended beyond standard activation functions and NN model structures to form flexible nonlinear predictors from multiple sparse linear models. The effects of the hierarchical priors and the predictive performance of the algorithm are assessed using both simulated and real-world data. Comparisons are made to two alternative models with ARD priors: a Gaussian process with a NN covariance function and marginal maximum a posteriori estimates of the relevance parameters, and a NN with Markov chain Monte Carlo integration over all the unknown model parameters.
Can Uncertainty Management be Realized in a Finite Totally Ordered Probability Algebra?
Xiang, Yang, Beddoes, Michael P., Poole, David L
In this paper, the feasibility of using finite totally ordered probability models under Alelinnas's Theory of Probabilistic Logic [Aleliunas, 1988] is investigated. The general form of the probability algebra of these models is derived and the number of possible algebras with given size is deduced. Based on this analysis, we discuss problems of denominator-indifference and ambiguity-generation that arise in reasoning by cases and abductive reasoning. An example is given that illustrates how these problems arise. The investigation shows that a finite probability model may be of very limited usage.
Automated Construction of Sparse Bayesian Networks from Unstructured Probabilistic Models and Domain Information
Srinivas, Sampath, Russell, Stuart, Agogino, Alice M.
An algorithm for automated construction of a sparse Bayesian network given an unstructured probabilistic model and causal domain information from an expert has been developed and implemented. The goal is to obtain a network that explicitly reveals as much information regarding conditional independence as possible. The network is built incrementally adding one node at a time. The expert's information and a greedy heuristic that tries to keep the number of arcs added at each step to a minimum are used to guide the search for the next node to add. The probabilistic model is a predicate that can answer queries about independencies in the domain. In practice the model can be implemented in various ways. For example, the model could be a statistical independence test operating on empirical data or a deductive prover operating on a set of independence statements about the domain.
Assessment, Criticism and Improvement of Imprecise Subjective Probabilities for a Medical Expert System
Spiegelhalter, David J., Franklin, Rodney C., Bull, Kate
Three paediatric cardiologists assessed nearly 1000 imprecise subjective conditional probabilities for a simple belief network representing congenital heart disease, and the quality of the assessments has been measured using prospective data on 200 babies. Quality has been assessed by a Brier scoring rule, which decomposes into terms measuring lack of discrimination and reliability. The results are displayed for each of 27 diseases and 24 questions, and generally the assessments are reliable although there was a tendency for the probabilities to be too extreme. The imprecision allows the judgements to be converted to implicit samples, and by combining with the observed data the probabilities naturally adapt with experience. This appears to be a practical procedure even for reasonably large expert systems.