Bayesian Learning
Practically Perfect
Meek, Christopher, Chickering, David Maxwell
The property of perfectness plays an important role in the theory of Bayesian networks. First, the existence of perfect distributions for arbitrary sets of variables and directed acyclic graphs implies that various methods for reading independence from the structure of the graph (e.g., Pearl, 1988; Lauritzen, Dawid, Larsen & Leimer, 1990) are complete. Second, the asymptotic reliability of various search methods is guaranteed under the assumption that the generating distribution is perfect (e.g., Spirtes, Glymour & Scheines, 2000; Chickering & Meek, 2002). We provide a lower-bound on the probability of sampling a non-perfect distribution when using a fixed number of bits to represent the parameters of the Bayesian network. This bound approaches zero exponentially fast as one increases the number of bits used to represent the parameters. This result implies that perfect distributions with fixed-length representations exist. We also provide a lower-bound on the number of bits needed to guarantee that a distribution sampled from a uniform Dirichlet distribution is perfect with probability greater than 1/2. This result is useful for constructing randomized reductions for hardness proofs.
Extending Factor Graphs so as to Unify Directed and Undirected Graphical Models
The two most popular types of graphical model are directed models (Bayesian networks) and undirected models (Markov random fields, or MRFs). Directed and undirected models offer complementary properties in model construction, expressing conditional independencies, expressing arbitrary factorizations of joint distributions, and formulating message-passing inference algorithms. We show that the strengths of these two representations can be combined in a single type of graphical model called a 'factor graph'. Every Bayesian network or MRF can be easily converted to a factor graph that expresses the same conditional independencies, expresses the same factorization of the joint distribution, and can be used for probabilistic inference through application of a single, simple message-passing algorithm. In contrast to chain graphs, where message-passing is implemented on a hypergraph, message-passing can be directly implemented on the factor graph. We describe a modified 'Bayes-ball' algorithm for establishing conditional independence in factor graphs, and we show that factor graphs form a strict superset of Bayesian networks and MRFs. In particular, we give an example of a commonly-used 'mixture of experts' model fragment, whose independencies cannot be represented in a Bayesian network or an MRF, but can be represented in a factor graph. We finish by giving examples of real-world problems that are not well suited to representation in Bayesian networks and MRFs, but are well-suited to representation in factor graphs.
Approximate Decomposition: A Method for Bounding and Estimating Probabilistic and Deterministic Queries
In this paper, we introduce a method for approximating the solution to inference and optimization tasks in uncertain and deterministic reasoning. Such tasks are in general intractable for exact algorithms because of the large number of dependency relationships in their structure. Our method effectively maps such a dense problem to a sparser one which is in some sense "closest". Exact methods can be run on the sparser problem to derive bounds on the original answer, which can be quite sharp. We present empirical results demonstrating that our method works well on the tasks of belief inference and finding the probability of the most probable explanation in belief networks, and finding the cost of the solution that violates the smallest number of constraints in constraint satisfaction problems. On one large CPCS network, for example, we were able to calculate upper and lower bounds on the conditional probability of a variable, given evidence, that were almost identical in the average case.
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.
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.
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.
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.
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.