Bayesian Learning
Inference in Polytrees with Sets of Probabilities
da Rocha, Jose Carlos Ferreira, Cozman, Fabio Gagliardi, de Campos, Cassio Polpo
Inferences in directed acyclic graphs associated with probability sets and probability intervals are NP-hard, even for polytrees. In this paper we focus on such inferences, and propose: 1) a substantial improvement on Tessems A / R algorithm FOR polytrees WITH probability intervals; 2) a new algorithm FOR direction - based local search(IN sets OF probability) that improves ON existing methods; 3) a collection OF branch - AND - bound algorithms that combine the previous techniques.The first two techniques lead TO approximate solutions, WHILE branch - AND - bound procedures can produce either exact OR approximate solutions.We report ON dramatic improvements ON existing techniques FOR inference WITH probability sets AND intervals, IN SOME cases reducing the computational effort BY many orders OF magnitude.
LSBN: A Large-Scale Bayesian Structure Learning Framework for Model Averaging
Lu, Yang, Wang, Mengying, Li, Menglu, Zhu, Qili, Yuan, Bo
The motivation for this paper is to apply Bayesian structure learning using Model Averaging in large-scale networks. Currently, Bayesian model averaging algorithm is applicable to networks with only tens of variables, restrained by its super-exponential complexity. We present a novel framework, called LSBN(Large-Scale Bayesian Network), making it possible to handle networks with infinite size by following the principle of divide-and-conquer. The method of LSBN comprises three steps. In general, LSBN first performs the partition by using a second-order partition strategy, which achieves more robust results. LSBN conducts sampling and structure learning within each overlapping community after the community is isolated from other variables by Markov Blanket. Finally LSBN employs an efficient algorithm, to merge structures of overlapping communities into a whole. In comparison with other four state-of-art large-scale network structure learning algorithms such as ARACNE, PC, Greedy Search and MMHC, LSBN shows comparable results in five common benchmark datasets, evaluated by precision, recall and f-score. What's more, LSBN makes it possible to learn large-scale Bayesian structure by Model Averaging which used to be intractable. In summary, LSBN provides an scalable and parallel framework for the reconstruction of network structures. Besides, the complete information of overlapping communities serves as the byproduct, which could be used to mine meaningful clusters in biological networks, such as protein-protein-interaction network or gene regulatory network, as well as in social network.
Lifted Relational Variational Inference
Hybrid continuous-discrete models naturally represent many real-world applications in robotics, finance, and environmental engineering. Inference with large-scale models is challenging because relational structures deteriorate rapidly during inference with observations. The main contribution of this paper is an efficient relational variational inference algorithm that factors largescale probability models into simpler variational models, composed of mixtures of iid (Bernoulli) random variables. The algorithm takes probability relational models of largescale hybrid systems and converts them to a close-to-optimal variational models. Then, it efficiently calculates marginal probabilities on the variational models by using a latent (or lifted) variable elimination or a lifted stochastic sampling. This inference is unique because it maintains the relational structure upon individual observations and during inference steps.
Closed-Form Learning of Markov Networks from Dependency Networks
Markov networks (MNs) are a powerful way to compactly represent a joint probability distribution, but most MN structure learning methods are very slow, due to the high cost of evaluating candidates structures. Dependency networks (DNs) represent a probability distribution as a set of conditional probability distributions. DNs are very fast to learn, but the conditional distributions may be inconsistent with each other and few inference algorithms support DNs. In this paper, we present a closed-form method for converting a DN into an MN, allowing us to enjoy both the efficiency of DN learning and the convenience of the MN representation. When the DN is consistent, this conversion is exact. For inconsistent DNs, we present averaging methods that significantly improve the approximation. In experiments on 12 standard datasets, our methods are orders of magnitude faster than and often more accurate than combining conditional distributions using weight learning.
A Spectral Algorithm for Latent Junction Trees
Parikh, Ankur P., Song, Le, Ishteva, Mariya, Teodoru, Gabi, Xing, Eric P.
Latent variable models are an elegant framework for capturing rich probabilistic dependencies in many applications. However, current approaches typically parametrize these models using conditional probability tables, and learning relies predominantly on local search heuristics such as Expectation Maximization. Using tensor algebra, we propose an alternative parameterization of latent variable models (where the model structures are junction trees) that still allows for computation of marginals among observed variables. While this novel representation leads to a moderate increase in the number of parameters for junction trees of low treewidth, it lets us design a local-minimum-free algorithm for learning this parameterization. The main computation of the algorithm involves only tensor operations and SVDs which can be orders of magnitude faster than EM algorithms for large datasets. To our knowledge, this is the first provably consistent parameter learning technique for a large class of low-treewidth latent graphical models beyond trees. We demonstrate the advantages of our method on synthetic and real datasets.
An Improved Admissible Heuristic for Learning Optimal Bayesian Networks
Yuan, Changhe, Malone, Brandon
Recently two search algorithms, A* and breadth-first branch and bound (BFBnB), were developed based on a simple admissible heuristic for learning Bayesian network structures that optimize a scoring function. The heuristic represents a relaxation of the learning problem such that each variable chooses optimal parents independently. As a result, the heuristic may contain many directed cycles and result in a loose bound. This paper introduces an improved admissible heuristic that tries to avoid directed cycles within small groups of variables. A sparse representation is also introduced to store only the unique optimal parent choices. Empirical results show that the new techniques significantly improved the efficiency and scalability of A* and BFBnB on most of datasets tested in this paper.
Latent Dirichlet Allocation Uncovers Spectral Characteristics of Drought Stressed Plants
Wahabzada, Mirwaes, Kersting, Kristian, Bauckhage, Christian, Roemer, Christoph, Ballvora, Agim, Pinto, Francisco, Rascher, Uwe, Leon, Jens, Ploemer, Lutz
Understanding the adaptation process of plants to drought stress is essential in improving management practices, breeding strategies as well as engineering viable crops for a sustainable agriculture in the coming decades. Hyper-spectral imaging provides a particularly promising approach to gain such understanding since it allows to discover non-destructively spectral characteristics of plants governed primarily by scattering and absorption characteristics of the leaf internal structure and biochemical constituents. Several drought stress indices have been derived using hyper-spectral imaging. However, they are typically based on few hyper-spectral images only, rely on interpretations of experts, and consider few wavelengths only. In this study, we present the first data-driven approach to discovering spectral drought stress indices, treating it as an unsupervised labeling problem at massive scale. To make use of short range dependencies of spectral wavelengths, we develop an online variational Bayes algorithm for latent Dirichlet allocation with convolved Dirichlet regularizer. This approach scales to massive datasets and, hence, provides a more objective complement to plant physiological practices. The spectral topics found conform to plant physiological knowledge and can be computed in a fraction of the time compared to existing LDA approaches.
Dynamic Teaching in Sequential Decision Making Environments
Walsh, Thomas J., Goschin, Sergiu
We describe theoretical bounds and a practical algorithm for teaching a model by demonstration in a sequential decision making environment. Unlike previous efforts that have optimized learners that watch a teacher demonstrate a static policy, we focus on the teacher as a decision maker who can dynamically choose different policies to teach different parts of the environment. We develop several teaching frameworks based on previously defined supervised protocols, such as Teaching Dimension, extending them to handle noise and sequences of inputs encountered in an MDP. We provide theoretical bounds on the learnability of several important model classes in this setting and suggest a practical algorithm for dynamic teaching.
New Advances and Theoretical Insights into EDML
Refaat, Khaled S., Choi, Arthur, Darwiche, Adnan
EDML is a recently proposed algorithm for learning MAP parameters in Bayesian networks. In this paper, we present a number of new advances and insights on the EDML algorithm. First, we provide the multivalued extension of EDML, originally proposed for Bayesian networks over binary variables. Next, we identify a simplified characterization of EDML that further implies a simple fixed-point algorithm for the convex optimization problem that underlies it. This characterization further reveals a connection between EDML and EM: a fixed point of EDML is a fixed point of EM, and vice versa. We thus identify also a new characterization of EM fixed points, but in the semantics of EDML. Finally, we propose a hybrid EDML/EM algorithm that takes advantage of the improved empirical convergence behavior of EDML, while maintaining the monotonic improvement property of EM.
Active Learning with Distributional Estimates
Roeder, Jens, Nadler, Boaz, Kunzmann, Kevin, Hamprecht, Fred A.
Active Learning (AL) is increasingly important in a broad range of applications. Two main AL principles to obtain accurate classification with few labeled data are refinement of the current decision boundary and exploration of poorly sampled regions. In this paper we derive a novel AL scheme that balances these two principles in a natural way. In contrast to many AL strategies, which are based on an estimated class conditional probability ^p(y|x), a key component of our approach is to view this quantity as a random variable, hence explicitly considering the uncertainty in its estimated value. Our main contribution is a novel mathematical framework for uncertainty-based AL, and a corresponding AL scheme, where the uncertainty in ^p(y|x) is modeled by a second-order distribution. On the practical side, we show how to approximate such second-order distributions for kernel density classification. Finally, we find that over a large number of UCI, USPS and Caltech4 datasets, our AL scheme achieves significantly better learning curves than popular AL methods such as uncertainty sampling and error reduction sampling, when all use the same kernel density classifier.