Directed Networks
Bayesian Approach to Neuro-Rough Models
Marwala, Tshilidzi, Crossingham, Bodie
This paper proposes a new neuro-rough model for modelling the risk of HIV from demographic data. The model is formulated using Bayesian framework and trained using Markov Chain Monte Carlo method and Metropolis criterion. When the model was tested to estimate the risk of HIV infection given the demographic data it was found to give the accuracy of 62% as opposed to 58% obtained from a Bayesian formulated rough set model trained using Markov chain Monte Carlo method and 62% obtained from a Bayesian formulated multi-layered perceptron (MLP) model trained using hybrid Monte. The proposed model is able to combine the accuracy of the Bayesian MLP model and the transparency of Bayesian rough set model. Keywords: Neuro-rough model, multi-layered perceptron, Bayesian, HIV modelling Introduction The role of machine learning is to be able to make predictions given a set of inputs.
An Algebraic Graphical Model for Decision with Uncertainties, Feasibilities, and Utilities
Pralet, C., Verfaillie, G., Schiex, T.
Numerous formalisms and dedicated algorithms have been designed in the last decades to model and solve decision making problems. Some formalisms, such as constraint networks, can express "simple" decision problems, while others are designed to take into account uncertainties, unfeasible decisions, and utilities. Even in a single formalism, several variants are often proposed to model different types of uncertainty (probability, possibility...) or utility (additive or not). In this article, we introduce an algebraic graphical model that encompasses a large number of such formalisms: (1) we first adapt previous structures from Friedman, Chu and Halpern for representing uncertainty, utility, and expected utility in order to deal with generic forms of sequential decision making; (2) on these structures, we then introduce composite graphical models that express information via variables linked by "local" functions, thanks to conditional independence; (3) on these graphical models, we finally define a simple class of queries which can represent various scenarios in terms of observabilities and controllabilities. A natural decision-tree semantics for such queries is completed by an equivalent operational semantics, which induces generic algorithms. The proposed framework, called the Plausibility-Feasibility-Utility (PFU) framework, not only provides a better understanding of the links between existing formalisms, but it also covers yet unpublished frameworks (such as possibilistic influence diagrams) and unifies formalisms such as quantified boolean formulas and influence diagrams. Our backtrack and variable elimination generic algorithms are a first step towards unified algorithms.
Learning Probabilistic Models of Word Sense Disambiguation
This dissertation presents several new methods of supervised and unsupervised learning of word sense disambiguation models. The supervised methods focus on performing model searches through a space of probabilistic models, and the unsupervised methods rely on the use of Gibbs Sampling and the Expectation Maximization (EM) algorithm. In both the supervised and unsupervised case, the Naive Bayesian model is found to perform well. An explanation for this success is presented in terms of learning rates and bias-variance decompositions.
Learning Symbolic Models of Stochastic Domains
Pasula, H. M., Zettlemoyer, L. S., Kaelbling, L. P.
In this article, we work towards the goal of developing agents that can learn to act in complex worlds. We develop a probabilistic, relational planning rule representation that compactly models noisy, nondeterministic action effects, and show how such rules can be effectively learned. Through experiments in simple planning domains and a 3D simulated blocks world with realistic physics, we demonstrate that this learning algorithm allows agents to effectively model world dynamics.
Model Selection Through Sparse Maximum Likelihood Estimation
Banerjee, Onureena, Ghaoui, Laurent El, d'Aspremont, Alexandre
We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm penalty term. The problem as formulated is convex but the memory requirements and complexity of existing interior point methods are prohibitive for problems with more than tens of nodes. We present two new algorithms for solving problems with at least a thousand nodes in the Gaussian case. Our first algorithm uses block coordinate descent, and can be interpreted as recursive l_1-norm penalized regression. Our second algorithm, based on Nesterov's first order method, yields a complexity estimate with a better dependence on problem size than existing interior point methods. Using a log determinant relaxation of the log partition function (Wainwright & Jordan (2006)), we show that these same algorithms can be used to solve an approximate sparse maximum likelihood problem for the binary case. We test our algorithms on synthetic data, as well as on gene expression and senate voting records data.
A tutorial on conformal prediction
Conformal prediction uses past experience to determine precise levels of confidence in new predictions. Given an error probability $\epsilon$, together with a method that makes a prediction $\hat{y}$ of a label $y$, it produces a set of labels, typically containing $\hat{y}$, that also contains $y$ with probability $1-\epsilon$. Conformal prediction can be applied to any method for producing $\hat{y}$: a nearest-neighbor method, a support-vector machine, ridge regression, etc. Conformal prediction is designed for an on-line setting in which labels are predicted successively, each one being revealed before the next is predicted. The most novel and valuable feature of conformal prediction is that if the successive examples are sampled independently from the same distribution, then the successive predictions will be right $1-\epsilon$ of the time, even though they are based on an accumulating dataset rather than on independent datasets. In addition to the model under which successive examples are sampled independently, other on-line compression models can also use conformal prediction. The widely used Gaussian linear model is one of these. This tutorial presents a self-contained account of the theory of conformal prediction and works through several numerical examples. A more comprehensive treatment of the topic is provided in "Algorithmic Learning in a Random World", by Vladimir Vovk, Alex Gammerman, and Glenn Shafer (Springer, 2005).
An Intelligent Personal Assistant for Task and Time Management
Myers, Karen, Berry, Pauline, Blythe, Jim, Conley, Ken, Gervasio, Melinda, McGuinness, Deborah L., Morley, David, Pfeffer, Avi, Pollack, Martha, Tambe, Milind
We describe an intelligent personal assistant that has been developed to aid a busy knowledge worker in managing time commitments and performing tasks. The design of the system was motivated by the complementary objectives of (1) relieving the user of routine tasks, thus allowing her to focus on tasks that critically require human problem-solving skills, and (2) intervening in situations where cognitive overload leads to oversights or mistakes by the user. The system draws on a diverse set of AI technologies that are linked within a Belief-Desire-Intention (BDI) agent system. Although the system provides a number of automated functions, the overall framework is highly user centric in its support for human needs, responsiveness to human inputs, and adaptivity to user working style and preferences.
Mixed membership stochastic blockmodels
Airoldi, Edoardo M, Blei, David M, Fienberg, Stephen E, Xing, Eric P
Observations consisting of measurements on relationships for pairs of objects arise in many settings, such as protein interaction and gene regulatory networks, collections of author-recipient email, and social networks. Analyzing such data with probabilisic models can be delicate because the simple exchangeability assumptions underlying many boilerplate models no longer hold. In this paper, we describe a latent variable model of such data called the mixed membership stochastic blockmodel. This model extends blockmodels for relational data to ones which capture mixed membership latent relational structure, thus providing an object-specific low-dimensional representation. We develop a general variational inference algorithm for fast approximate posterior inference. We explore applications to social and protein interaction networks.
Truecluster: robust scalable clustering with model selection
Data-based classification is fundamental to most branches of science. While recent years have brought enormous progress in various areas of statistical computing and clustering, some general challenges in clustering remain: model selection, robustness, and scalability to large datasets. We consider the important problem of deciding on the optimal number of clusters, given an arbitrary definition of space and clusteriness. We show how to construct a cluster information criterion that allows objective model selection. Differing from other approaches, our truecluster method does not require specific assumptions about underlying distributions, dissimilarity definitions or cluster models. Truecluster puts arbitrary clustering algorithms into a generic unified (sampling-based) statistical framework. It is scalable to big datasets and provides robust cluster assignments and case-wise diagnostics. Truecluster will make clustering more objective, allows for automation, and will save time and costs. Free R software is available.
Lasso type classifiers with a reject option
A discriminant function f: X R yields a classifier sgn(f(x)) { 1, 1} that represents our guess of the label Y of a future observation X and we err if the margin y · f(x) 0. Since observations x for which the conditional probability η(x) P{Y 1 X x} (1) is close to 1/2 are difficult to classify, we introduce a reject option for classifiers, by allowing for a third decision, R (reject), expressing doubt. We built in the reject option by using a threshold value 0 τ 1 as follows. Given a discriminant function f: X R, we report sgn(f(x)) { 1,1} if f(x) τ, but we withhold decision if f(x) τ and report R. We assume that the cost of making a wrong decision is 1 and the cost of utilizing the reject option is d 0. The appropriate risk function is then E[l(Yf(X))] P{Yf(X) τ} dP{ Yf(X) τ} (2) Research is supported in part by NSF grant DMS 0706829 155 M. Wegkamp/Lasso type classifiers with a reject option 156