Directed Networks
Efficient Bayesian Inference for Generalized Bradley-Terry Models
Caron, Francois, Doucet, Arnaud
The Bradley-Terry model is a popular approach to describe probabilities of the possible outcomes when elements of a set are repeatedly compared with one another in pairs. It has found many applications including animal behaviour, chess ranking and multiclass classification. Numerous extensions of the basic model have also been proposed in the literature including models with ties, multiple comparisons, group comparisons and random graphs. From a computational point of view, Hunter (2004) has proposed efficient iterative MM (minorization-maximization) algorithms to perform maximum likelihood estimation for these generalized Bradley-Terry models whereas Bayesian inference is typically performed using MCMC (Markov chain Monte Carlo) algorithms based on tailored Metropolis-Hastings (M-H) proposals. We show here that these MM\ algorithms can be reinterpreted as special instances of Expectation-Maximization (EM) algorithms associated to suitable sets of latent variables and propose some original extensions. These latent variables allow us to derive simple Gibbs samplers for Bayesian inference. We demonstrate experimentally the efficiency of these algorithms on a variety of applications.
A state-space mixed membership blockmodel for dynamic network tomography
Xing, Eric P., Fu, Wenjie, Song, Le
In a dynamic social or biological environment, the interactions between the actors can undergo large and systematic changes. In this paper we propose a model-based approach to analyze what we will refer to as the dynamic tomography of such time-evolving networks. Our approach offers an intuitive but powerful tool to infer the semantic underpinnings of each actor, such as its social roles or biological functions, underlying the observed network topologies. Our model builds on earlier work on a mixed membership stochastic blockmodel for static networks, and the state-space model for tracking object trajectory. It overcomes a major limitation of many current network inference techniques, which assume that each actor plays a unique and invariant role that accounts for all its interactions with other actors; instead, our method models the role of each actor as a time-evolving mixed membership vector that allows actors to behave differently over time and carry out different roles/functions when interacting with different peers, which is closer to reality. We present an efficient algorithm for approximate inference and learning using our model; and we applied our model to analyze a social network between monks (i.e., the Sampson's network), a dynamic email communication network between the Enron employees, and a rewiring gene interaction network of fruit fly collected during its full life cycle. In all cases, our model reveals interesting patterns of the dynamic roles of the actors.
Automata Modeling for Cognitive Interference in Users' Relevance Judgment
Zhang, Peng (The Robert Gordon University) | Song, Dawei (The Robert Gordon University) | Hou, Yuexian (Tianjin University) | Wang, Jun (Robert Gordon University) | Bruza, Peter (Queensland University of Technology)
Quantum theory has recently been employed to further advance thetheory of information retrieval (IR). A challenging research topicis to investigate the so called quantum-like interference in users'relevance judgment process, where users are involved to judge therelevance degree of each document with respect to a given query. Inthis process, users' relevance judgment for the current document isoften interfered by the judgment for previous documents, due to theinterference on users' cognitive status. Research from cognitivescience has demonstrated some initial evidence of quantum-likecognitive interference in human decision making, which underpins theuser's relevance judgment process. This motivates us to model suchcognitive interference in the relevance judgment process, which inour belief will lead to a better modeling and explanation of userbehaviors in relevance judgement process for IR and eventually leadto more user-centric IR models. In this paper, we propose to useprobabilistic automaton (PA) and quantum finite automaton (QFA),which are suitable to represent the transition of user judgmentstates, to dynamically model the cognitive interference when theuser is judging a list of documents.
Anytime Intention Recognition via Incremental Bayesian Network Reconstruction
Han, The Anh (University of Lisbon) | Pereira, Luis Moniz (University of Lisbon)
This paper presents an anytime algorithm for incremental intention recognition in a changing world. The algorithm is performed by dynamically constructing the intention recognition model on top of a prior domain knowledge base. The model is occasionally reconfigured by situating itself in the changing world and removing newly found out irrelevant intentions. We also discuss some approaches to knowledge base representation for supporting situation-dependent model construction. Reconfigurable Bayesian Networks are employed to produce the intention recognition model.
Model Selection by Loss Rank for Classification and Unsupervised Learning
Tran, Minh-Ngoc, Hutter, Marcus
Hutter (2007) recently introduced the loss rank principle (LoRP) as a generalpurpose principle for model selection. The LoRP enjoys many attractive properties and deserves further investigations. The LoRP has been well-studied for regression framework in Hutter and Tran (2010). In this paper, we study the LoRP for classification framework, and develop it further for model selection problems in unsupervised learning where the main interest is to describe the associations between input measurements, like cluster analysis or graphical modelling. Theoretical properties and simulation studies are presented.
Probabilistic Inferences in Bayesian Networks
Bayesian network is a complete model for the variables and their relationships, it can be used to answer probabilistic queries about them. A Bayesian network can thus be considered a mechanism for automatically applying Bayes' theorem to complex problems. In the application of Bayesian networks, most of the work is related to probabilistic inferences. Any variable updating in any node of Bayesian networks might result in the evidence propagation across the Bayesian networks. This paper sums up various inference techniques in Bayesian networks and provide guidance for the algorithm calculation in probabilistic inference in Bayesian networks.
Sparse Inverse Covariance Selection via Alternating Linearization Methods
Scheinberg, Katya, Ma, Shiqian, Goldfarb, Donald
Gaussian graphical models are of great interest in statistical learning. Because the conditional independencies between different nodes correspond to zero entries in the inverse covariance matrix of the Gaussian distribution, one can learn the structure of the graph by estimating a sparse inverse covariance matrix from sample data, by solving a convex maximum likelihood problem with an $\ell_1$-regularization term. In this paper, we propose a first-order method based on an alternating linearization technique that exploits the problem's special structure; in particular, the subproblems solved in each iteration have closed-form solutions. Moreover, our algorithm obtains an $\epsilon$-optimal solution in $O(1/\epsilon)$ iterations. Numerical experiments on both synthetic and real data from gene association networks show that a practical version of this algorithm outperforms other competitive algorithms.
Slice sampling covariance hyperparameters of latent Gaussian models
Murray, Iain, Adams, Ryan Prescott
Computer Science University of Toronto The Gaussian process (GP) is a popular way to specify dependencies between random variables in a probabilistic model. In the Bayesian framework the covariance structure can be specified using unknown hyperparameters. Integrating over these hyperparameters considers different possible explanations for the data when making predictions. This integration is often performed using Markov chain Monte Carlo (MCMC) sampling. However, with non-Gaussian observations standard hyperparameter sampling approaches require careful tuning and may converge slowly. In this paper we present a slice sampling approach that requires little tuning while mixing well in both strong-and weak-data regimes.
Learning under Concept Drift: an Overview
Concept drift refers to a non stationary learning problem over time. The training and the application data often mismatch in real life problems. In this report we present a context of concept drift problem 1. We focus on the issues relevant to adaptive training set formation. We present the framework and terminology, and formulate a global picture of concept drift learners design. We start with formalizing the framework for the concept drifting data in Section 1. In Section 2 we discuss the adaptivity mechanisms of the concept drift learners. In Section 3 we overview the principle mechanisms of concept drift learners. In this chapter we give a general picture of the available algorithms and categorize them based on their properties. Section 5 discusses the related research fields and Section 5 groups and presents major concept drift applications. This report is intended to give a bird's view of concept drift research field, provide a context of the research and position it within broad spectrum of research fields and applications.
Estimating time-varying networks
Kolar, Mladen, Song, Le, Ahmed, Amr, Xing, Eric P.
Stochastic networks are a plausible representation of the relational information among entities in dynamic systems such as living cells or social communities. While there is a rich literature in estimating a static or temporally invariant network from observation data, little has been done toward estimating time-varying networks from time series of entity attributes. In this paper we present two new machine learning methods for estimating time-varying networks, which both build on a temporally smoothed $l_1$-regularized logistic regression formalism that can be cast as a standard convex-optimization problem and solved efficiently using generic solvers scalable to large networks. We report promising results on recovering simulated time-varying networks. For real data sets, we reverse engineer the latent sequence of temporally rewiring political networks between Senators from the US Senate voting records and the latent evolving regulatory networks underlying 588 genes across the life cycle of Drosophila melanogaster from the microarray time course.