Undirected Networks
Lifted Tree-Reweighted Variational Inference
Bui, Hung Hai, Huynh, Tuyen N., Sontag, David
We analyze variational inference for highly symmetric graphical models such as those arising from first-order probabilistic models. We first show that for these graphical models, the tree-reweighted variational objective lends itself to a compact lifted formulation which can be solved much more efficiently than the standard TRW formulation for the ground graphical model. Compared to earlier work on lifted belief propagation, our formulation leads to a convex optimization problem for lifted marginal inference and provides an upper bound on the partition function. We provide two approaches for improving the lifted TRW upper bound. The first is a method for efficiently computing maximum spanning trees in highly symmetric graphs, which can be used to optimize the TRW edge appearance probabilities. The second is a method for tightening the relaxation of the marginal polytope using lifted cycle inequalities and novel exchangeable cluster consistency constraints.
Game-Theoretic Patrolling with Dynamic Execution Uncertainty and a Case Study on a Real Transit System
Delle Fave, F.M., Jiang, A.X., Yin, Z., Zhang, C., Tambe, M., Kraus, S., Sullivan, J. P.
Attacker-Defender Stackelberg security games (SSGs) have emerged as an important research area in multi-agent systems. However, existing SSGs models yield fixed, static, schedules which fail in dynamic domains where defenders face execution uncertainty, i.e., in domains where defenders may face unanticipated disruptions of their schedules. A concrete example is an application involving checking fares on trains, where a defender's schedule is frequently interrupted by fare evaders, making static schedules useless. To address this shortcoming, this paper provides four main contributions. First, we present a novel general Bayesian Stackelberg game model for security resource allocation in dynamic uncertain domains. In this new model, execution uncertainty is handled by using a Markov decision process (MDP) for generating defender policies. Second, we study the problem of computing a Stackelberg equilibrium for this game and exploit problem structure to reduce it to a polynomial-sized optimization problem. Shifting to evaluation, our third contribution shows, in simulation, that our MDP-based policies overcome the failures of previous SSG algorithms. In so doing, we can now build a complete system, that enables handling of schedule interruptions and, consequently, to conduct some of the first controlled experiments on SSGs in the field.
Investigation of commuting Hamiltonian in quantum Markov network
Jouneghani, Farzad Ghafari, Babazadeh, Mohammad, Bayramzadeh, Rogayeh, Movla, Hossein
Noname manuscript No. (will be inserted by the editor) Abstract Graphical Models have various applications in science and engineering which include physics, bioinformatics, telecommunication and etc. Usage of graphical models needs complex computations in order to evaluation of marginal functions, so there are some powerful methods including mean field approximation, belief propagation algorithm and etc. Quantum graphical models have been recently developed in context of quantum information and computation, and quantum statistical physics, which is possible by generalization of classical probability theory to quantum theory. The main goal of this paper is preparing a primary generalization of Markov network, as a type of graphical models, to quantum case and applying in quantum statistical physics. We have investigated the Markov network and the role of commuting Hamiltonian terms in conditional independence with simple examples of quantum statistical physics. Keywords Graphical models · Quantum graphical models · Conditional independence · Quantum conditional independence · Commuting Hamiltonian · Quantum Markov network 1 Introduction In 1988, Pearl devised belief propagation algorithm to solve marginalization and other inference problems.
Expressive Power and Approximation Errors of Restricted Boltzmann Machines
Montufar, Guido, Rauh, Johannes, Ay, Nihat
We present explicit classes of probability distributions that can be learned by Restricted Boltzmann Machines (RBMs) depending on the number of units that they contain, and which are representative for the expressive power of the model. We use this to show that the maximal Kullback-Leibler divergence to the RBM model with $n$ visible and $m$ hidden units is bounded from above by $n - \left\lfloor \log(m+1) \right\rfloor - \frac{m+1}{2^{\left\lfloor\log(m+1)\right\rfloor}} \approx (n -1) - \log(m+1)$. In this way we can specify the number of hidden units that guarantees a sufficiently rich model containing different classes of distributions and respecting a given error tolerance.
Event and Anomaly Detection Using Tucker3 Decomposition
Fanaee-T, Hadi, Oliveira, Márcia D. B., Gama, João, Malinowski, Simon, Morla, Ricardo
Failure detection in telecommunication networks is a vital task. So far, several supervised and unsupervised solutions have been provided for discovering failures in such networks. Among them unsupervised approaches has attracted more attention since no label data is required. Often, network devices are not able to provide information about the type of failure. In such cases the type of failure is not known in advance and the unsupervised setting is more appropriate for diagnosis. Among unsupervised approaches, Principal Component Analysis (PCA) is a well-known solution which has been widely used in the anomaly detection literature and can be applied to matrix data (e.g. Users-Features). However, one of the important properties of network data is their temporal sequential nature. So considering the interaction of dimensions over a third dimension, such as time, may provide us better insights into the nature of network failures. In this paper we demonstrate the power of three-way analysis to detect events and anomalies in time-evolving network data.
Generative Adversarial Networks
Goodfellow, Ian J., Pouget-Abadie, Jean, Mirza, Mehdi, Xu, Bing, Warde-Farley, David, Ozair, Sherjil, Courville, Aaron, Bengio, Yoshua
We propose a new framework for estimating generative models via an adversarial process, in which we simultaneously train two models: a generative model G that captures the data distribution, and a discriminative model D that estimates the probability that a sample came from the training data rather than G. The training procedure for G is to maximize the probability of D making a mistake. This framework corresponds to a minimax two-player game. In the space of arbitrary functions G and D, a unique solution exists, with G recovering the training data distribution and D equal to 1/2 everywhere. In the case where G and D are defined by multilayer perceptrons, the entire system can be trained with backpropagation. There is no need for any Markov chains or unrolled approximate inference networks during either training or generation of samples. Experiments demonstrate the potential of the framework through qualitative and quantitative evaluation of the generated samples.
Augur: a Modeling Language for Data-Parallel Probabilistic Inference
Tristan, Jean-Baptiste, Huang, Daniel, Tassarotti, Joseph, Pocock, Adam, Green, Stephen J., Steele, Guy L. Jr
It is time-consuming and error-prone to implement inference procedures for each new probabilistic model. Probabilistic programming addresses this problem by allowing a user to specify the model and having a compiler automatically generate an inference procedure for it. For this approach to be practical, it is important to generate inference code that has reasonable performance. In this paper, we present a probabilistic programming language and compiler for Bayesian networks designed to make effective use of data-parallel architectures such as GPUs. Our language is fully integrated within the Scala programming language and benefits from tools such as IDE support, type-checking, and code completion. We show that the compiler can generate data-parallel inference code scalable to thousands of GPU cores by making use of the conditional independence relationships in the Bayesian network.
Discriminatively Reranking Abductive Proofs for Plan Recognition
Wiseman, Sam (Harvard University) | Shieber, Stuart (Harvard University)
We investigate the use of a simple, discriminative reranking approach to plan recognition in an abductive setting. In contrast to recent work, which attempts to model abductive plan recognition using various formalisms that integrate logic and graphical models (such as Markov Logic Networks or Bayesian Logic Programs), we instead advocate a simpler, more flexible approach in which plans found through an abductive beam-search are discriminatively scored based on arbitrary features. We show that this approach performs well even with relatively few positive training examples, and we obtain state-of-the-art results on two abductive plan recognition datasets, outperforming more complicated systems.
Decentralized Multi-Robot Cooperation with Auctioned POMDPs
Capitan, Jesus (University of Seville) | Spaan, Matthijs (Delft University of Technology) | Merino, Luis (Pablo de Olavide University) | Ollero, Anibal (University of Seville)
Planning under uncertainty faces a scalability problem when considering multi-robot teams, as the information space scales exponentially with the number of robots. To address this issue, this paper proposes to decentralize multi-robot Partially Observable Markov Decision Processes (POMDPs) while maintaining cooperation between robots by using POMDP policy auctions. Auctions provide a flexible way of coordinating individual policies modeled by POMDPs and have low communication requirements. Additionally, communication models in the multi-agent POMDP literature severely mismatch with real inter-robot communication. We address this issue by exploiting a decentralized data fusion method in order to efficiently maintain a joint belief state among the robots. The paper presents results in two different applications: environmental monitoring with Unmanned Aerial Vehicles (UAVs); and cooperative tracking, in which several robots have to jointly track a moving target of interest.
Thompson Sampling Based Monte-Carlo Planning in POMDPs
Bai, Aijun (University of Science and Technology of China) | Wu, Feng (University of Southampton) | Zhang, Zongzhang (National University of Singapore) | Chen, Xiaoping (University of Science and Technology of China)
Monte-Carlo tree search (MCTS) has been drawing great interest in recent years for planning under uncertainty. One of the key challenges is the trade-off between exploration and exploitation. To address this, we introduce a novel online planning algorithm for large POMDPs using Thompson sampling based MCTS that balances between cumulative and simple regrets. The proposed algorithm Dirichlet-Dirichlet-NormalGamma based Partially Observable Monte-Carlo Planning (D 2 NG-POMCP) treats the accumulated reward of performing an action from a belief state in the MCTS search tree as a random variable following an unknown distribution with hidden parameters. Bayesian method is used to model and infer the posterior distribution of these parameters by choosing the conjugate prior in the form of a combination of two Dirichlet and one NormalGamma distributions. Thompson sampling is exploited to guide the action selection in the search tree. Experimental results confirmed that our algorithm outperforms the state-of-the-art approaches on several common benchmark problems.