Bayesian Learning
A Tractable First-Order Probabilistic Logic
Domingos, Pedro (University of Washington) | Webb, William Austin (University of Washington)
Tractable subsets of first-order logic are a central topic in AI research. Several of these formalisms have been used as the basis for first-order probabilistic languages. However, these are intractable, losing the original motivation. Here we propose the first non-trivially tractable first-order probabilistic language. It is a subset of Markov logic, and uses probabilistic class and part hierarchies to control complexity. We call it TML (Tractable Markov Logic). We show that TML knowledge bases allow for efficient inference even when the corresponding graphical models have very high treewidth. We also show how probabilistic inheritance, default reasoning, and other inference patterns can be carried out in TML. TML opens up the prospect of efficient large-scale first-order probabilistic inference.
Global Climate Model Tracking Using Geospatial Neighborhoods
McQuade, Scott (The George Washington University) | Monteleoni, Claire (The George Washington University)
A key problem in climate science is how to combine the predictions of the multi-model ensemble of global climate models. Recent work in machine learning (Monteleoni et al. 2011) showed the promise of an algorithm for online learning with experts for this task.We extend the Tracking Climate Models (TCM) approach to (1) take into account climate model predictions at higher spatial resolutions and (2) to model geospatial neighborhood influence between regions. Our algorithm enables neighborhood influence by modifying the transition dynamics of the Hidden Markov Model used by TCM, allowing the performance of spatial neighbors to influence the temporal switching probabilities for the best expert (climate model) at a given location. In experiments on historical data at a variety of spatial resolutions, our algorithm demonstrates improvements over TCM, when tracking global temperature anomalies.
Probabilistic Models for Common Spatial Patterns: Parameter-Expanded EM and Variational Bayes
Kang, Hyohyeong (Pohang University of Science and Technology) | Choi, Seungjin (Pohang University of Science and Technology)
Common spatial patterns (CSP) is a popular feature extraction method for discriminating between positive andnegative classes in electroencephalography (EEG) data.Two probabilistic models for CSP were recently developed: probabilistic CSP (PCSP), which is trained by expectation maximization (EM), and variational BayesianCSP (VBCSP) which is learned by variational approx-imation. Parameter expansion methods use auxiliaryparameters to speed up the convergence of EM or thedeterministic approximation of the target distributionin variational inference. In this paper, we describethe development of parameter-expanded algorithms forPCSP and VBCSP, leading to PCSP-PX and VBCSP-PX, whose convergence speed-up and high performanceare emphasized. The convergence speed-up in PCSP-PX and VBCSP-PX is a direct consequence of parame-ter expansion methods. The contribution of this study is the performance improvement in the case of CSP,which is a novel development. Numerical experimentson the BCI competition datasets, III IV a and IV 2ademonstrate the high performance and fast convergenceof PCSP-PX and VBCSP-PX, as compared to PCSP andVBCSP.
On Finding Optimal Polytrees
Gaspers, Serge (Vienna University of Technology) | Koivisto, Mikko (University of Helsinki) | Liedloff, Mathieu (Université d'Orlèans) | Ordyniak, Sebastian (Vienna University of Technology) | Szeider, Stefan (Vienna University of Technology)
Inferring probabilistic networks from data is a notoriously difficult task. Under various goodness-of-fit measures, finding an optimal network is NP-hard, even if restricted to polytrees of bounded in-degree. Polynomial-time algorithms are known only for rare special cases, perhaps most notably for branchings, that is, polytrees in which the in-degree of every node is at most one. Here, we study the complexity of finding an optimal polytree that can be turned into a branching by deleting some number of arcs or nodes, treated as a parameter. We show that the problem can be solved via a matroid intersection formulation in polynomial time if the number of deleted arcs is bounded by a constant. The order of the polynomial time bound depends on this constant, hence the algorithm does not establish fixed-parameter tractability when parameterized by the number of deleted arcs. We show that a restricted version of the problem allows fixed-parameter tractability and hence scales well with the parameter. We contrast this positive result by showing that if we parameterize by the number of deleted nodes, a somewhat more powerful parameter, the problem is not fixed-parameter tractable, subject to a complexity-theoretic assumption.
Estimation of Suitable Action to Realize Given Novel Effect with Given Tool Using Bayesian Tool Affordances
Jain, Raghvendra (The Graduate University for Advanced Studies) | Inamura, Tetsunari (National Institute of Informatics)
We present the concept of Bayesian Tool Affordances as a solution to estimate the suitable action for the given tool to realize the given novel effects to the robot. We define Tool affordances as the “awareness within robot about the different kind of effects it can create in the environment using a tool”. It incorporates understanding the bi-directional association of executed Action, functionally relevant features of the Tool and the resulting effects. We propose Bayesian leaning of Tool Affordances for prediction, inference and planning capabilities while dealing with uncertainty, redundancy and irrelevant information using limited learning samples. The estimation results are presented in this paper to validate the proposed concept of Bayesian Tool Affordances.
Influence-Based Abstraction for Multiagent Systems
Oliehoek, Frans Adriaan (Maastricht University) | Witwicki, Stefan J. (INESC-ID) | Kaelbling, Leslie Pack (Massachusetts Institute of Technology)
This paper presents a theoretical advance by which factored POSGs can be decomposed into local models. We formalize the interface between such local models as the influence agents can exert on one another; and we prove that this interface is sufficient for decoupling them. The resulting influence-based abstraction substantially generalizes previous work on exploiting weakly-coupled agent interaction structures. Therein lie several important contributions. First, our general formulation sheds new light on the theoretical relationships among previous approaches, and promotes future empirical comparisons that could come by extending them beyond the more specific problem contexts for which they were developed. More importantly, the influence-based approaches that we generalize have shown promising improvements in the scalability of planning for more restrictive models. Thus, our theoretical result here serves as the foundation for practical algorithms that we anticipate will bring similar improvements to more general planning contexts, and also into other domains such as approximate planning, decision-making in adversarial domains, and online learning.
Approximating the Sum Operation for Marginal-MAP Inference
Cheng, Qiang (Tsinghua University) | Chen, Feng (Tsinghua University) | Dong, Jianwu (Tsinghua University) | Xu, Wenli (Tsinghua University) | Ihler, Alexander (University of California, Irvine)
We study the marginal-MAP problem on graphical models, and present a novel approximation method based on direct approximation of the sum operation. A primary difficulty of marginal-MAP problems lies in the non-commutativity of the sum and max operations, so that even in highly structured models, marginalization may produce a densely connected graph over the variables to be maximized, resulting in an intractable potential function with exponential size. We propose a chain decomposition approach for summing over the marginalized variables, in which we produce a structured approximation to the MAP component of the problem consisting of only pairwise potentials. We show that this approach is equivalent to the maximization of a specific variational free energy, and it provides an upper bound of the optimal probability. Finally, experimental results demonstrate that our method performs favorably compared to previous methods.
Planning in Factored Action Spaces with Symbolic Dynamic Programming
Raghavan, Aswin (Oregon State University) | Joshi, Saket (Oregon State University) | Fern, Alan (Oregon State University) | Tadepalli, Prasad (Oregon State University) | Khardon, Roni (Tufts University)
We consider symbolic dynamic programming (SDP) for solving Markov Decision Processes (MDP) with factored state and action spaces, where both states and actions are described by sets of discrete variables. Prior work on SDP has considered only the case of factored states and ignored structure in the action space, causing them to scale poorly in terms of the number of action variables. Our main contribution is to present the first SDP-based planning algorithm for leveraging both state and action space structure in order to compute compactly represented value functions and policies. Since our new algorithm can potentially require more space than when action structure is ignored, our second contribution is to describe an approach for smoothly trading-off space versus time via recursive conditioning. Finally, our third contribution is to introduce a novel SDP approximation that often significantly reduces planning time with little loss in quality by exploiting action structure in weakly coupled MDPs. We present empirical results in three domains with factored action spaces that show that our algorithms scale much better with the number of action variables as compared to state-of-the-art SDP algorithms.
Expectation-Propagation for Likelihood-Free Inference
Barthelmé, Simon, Chopin, Nicolas
Many models of interest in the natural and social sciences have no closed-form likelihood function, which means that they cannot be treated using the usual techniques of statistical inference. In the case where such models can be efficiently simulated, Bayesian inference is still possible thanks to the Approximate Bayesian Computation (ABC) algorithm. Although many refinements have been suggested, ABC inference is still far from routine. ABC is often excruciatingly slow due to very low acceptance rates. In addition, ABC requires introducing a vector of "summary statistics", the choice of which is relatively arbitrary, and often require some trial and error, making the whole process quite laborious for the user. We introduce in this work the EP-ABC algorithm, which is an adaptation to the likelihood-free context of the variational approximation algorithm known as Expectation Propagation (Minka, 2001). The main advantage of EP-ABC is that it is faster by a few orders of magnitude than standard algorithms, while producing an overall approximation error which is typically negligible. A second advantage of EP-ABC is that it replaces the usual global ABC constraint on the vector of summary statistics computed on the whole dataset, by n local constraints of the form that apply separately to each data-point. As a consequence, it is often possible to do away with summary statistics entirely. In that case, EP-ABC approximates directly the evidence (marginal likelihood) of the model. Comparisons are performed in three real-world applications which are typical of likelihood-free inference, including one application in neuroscience which is novel, and possibly too challenging for standard ABC techniques.
Nested Expectation Propagation for Gaussian Process Classification with a Multinomial Probit Likelihood
Riihimäki, Jaakko, Jylänki, Pasi, Vehtari, Aki
We consider probabilistic multinomial probit classification using Gaussian process (GP) priors. The challenges with the multiclass GP classification are the integration over the non-Gaussian posterior distribution, and the increase of the number of unknown latent variables as the number of target classes grows. Expectation propagation (EP) has proven to be a very accurate method for approximate inference but the existing EP approaches for the multinomial probit GP classification rely on numerical quadratures or independence assumptions between the latent values from different classes to facilitate the computations. In this paper, we propose a novel nested EP approach which does not require numerical quadratures, and approximates accurately all between-class posterior dependencies of the latent values, but still scales linearly in the number of classes. The predictive accuracy of the nested EP approach is compared to Laplace, variational Bayes, and Markov chain Monte Carlo (MCMC) approximations with various benchmark data sets. In the experiments nested EP was the most consistent method with respect to MCMC sampling, but the differences between the compared methods were small if only the classification accuracy is concerned.