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 Learning Graphical Models


Uniform random generation of large acyclic digraphs

arXiv.org Machine Learning

Directed acyclic graphs are the basic representation of the structure underlying Bayesian networks, which represent multivariate probability distributions. In many practical applications, such as the reverse engineering of gene regulatory networks, not only the estimation of model parameters but the reconstruction of the structure itself is of great interest. As well as for the assessment of different structure learning algorithms in simulation studies, a uniform sample from the space of directed acyclic graphs is required to evaluate the prevalence of certain structural features. Here we analyse how to sample acyclic digraphs uniformly at random through recursive enumeration, an approach previously thought too computationally involved. Based on complexity considerations, we discuss in particular how the enumeration directly provides an exact method, which avoids the convergence issues of the alternative Markov chain methods and is actually computationally much faster. The limiting behaviour of the distribution of acyclic digraphs then allows us to sample arbitrarily large graphs. Building on the ideas of recursive enumeration based sampling we also introduce a novel hybrid Markov chain with much faster convergence than current alternatives while still being easy to adapt to various restrictions. Finally we discuss how to include such restrictions in the combinatorial enumeration and the new hybrid Markov chain method for efficient uniform sampling of the corresponding graphs.


High-dimensional learning of linear causal networks via inverse covariance estimation

arXiv.org Machine Learning

We establish a new framework for statistical estimation of directed acyclic graphs (DAGs) when data are generated from a linear, possibly non-Gaussian structural equation model. Our framework consists of two parts: (1) inferring the moralized graph from the support of the inverse covariance matrix; and (2) selecting the best-scoring graph amongst DAGs that are consistent with the moralized graph. We show that when the error variances are known or estimated to close enough precision, the true DAG is the unique minimizer of the score computed using the reweighted squared l_2-loss. Our population-level results have implications for the identifiability of linear SEMs when the error covariances are specified up to a constant multiple. On the statistical side, we establish rigorous conditions for high-dimensional consistency of our two-part algorithm, defined in terms of a "gap" between the true DAG and the next best candidate. Finally, we demonstrate that dynamic programming may be used to select the optimal DAG in linear time when the treewidth of the moralized graph is bounded.


Stochastic inference with deterministic spiking neurons

arXiv.org Machine Learning

The seemingly stochastic transient dynamics of neocortical circuits observed in vivo have been hypothesized to represent a signature of ongoing stochastic inference. In vitro neurons, on the other hand, exhibit a highly deterministic response to various types of stimulation. We show that an ensemble of deterministic leaky integrate-and-fire neurons embedded in a spiking noisy environment can attain the correct firing statistics in order to sample from a well-defined target distribution. We provide an analytical derivation of the activation function on the single cell level; for recurrent networks, we examine convergence towards stationarity in computer simulations and demonstrate sample-based Bayesian inference in a mixed graphical model. This establishes a rigorous link between deterministic neuron models and functional stochastic dynamics on the network level.


Informed Source Separation: A Bayesian Tutorial

arXiv.org Machine Learning

Source separation problems are ubiquitous in the physical sciences; any situation where signals are superimposed calls for source separation to estimate the original signals. In this tutorial I will discuss the Bayesian approach to the source separation problem. This approach has a specific advantage in that it requires the designer to explicitly describe the signal model in addition to any other information or assumptions that go into the problem description. This leads naturally to the idea of informed source separation, where the algorithm design incorporates relevant information about the specific problem. This approach promises to enable researchers to design their own high-quality algorithms that are specifically tailored to the problem at hand.


Moments and Root-Mean-Square Error of the Bayesian MMSE Estimator of Classification Error in the Gaussian Model

arXiv.org Machine Learning

The most important aspect of any classifier is its error rate, because this quantifies its predictive capacity. Thus, the accuracy of error estimation is critical. Error estimation is problematic in small-sample classifier design because the error must be estimated using the same data from which the classifier has been designed. Use of prior knowledge, in the form of a prior distribution on an uncertainty class of feature-label distributions to which the true, but unknown, feature-distribution belongs, can facilitate accurate error estimation (in the mean-square sense) in circumstances where accurate completely model-free error estimation is impossible. This paper provides analytic asymptotically exact finite-sample approximations for various performance metrics of the resulting Bayesian Minimum Mean-Square-Error (MMSE) error estimator in the case of linear discriminant analysis (LDA) in the multivariate Gaussian model. These performance metrics include the first, second, and cross moments of the Bayesian MMSE error estimator with the true error of LDA, and therefore, the Root-Mean-Square (RMS) error of the estimator. We lay down the theoretical groundwork for Kolmogorov double-asymptotics in a Bayesian setting, which enables us to derive asymptotic expressions of the desired performance metrics. From these we produce analytic finite-sample approximations and demonstrate their accuracy via numerical examples. Various examples illustrate the behavior of these approximations and their use in determining the necessary sample size to achieve a desired RMS. The Supplementary Material contains derivations for some equations and added figures.


Exploiting correlation and budget constraints in Bayesian multi-armed bandit optimization

arXiv.org Machine Learning

We address the problem of finding the maximizer of a nonlinear smooth function, that can only be evaluated point-wise, subject to constraints on the number of permitted function evaluations. This problem is also known as fixed-budget best arm identification in the multi-armed bandit literature. We introduce a Bayesian approach for this problem and show that it empirically outperforms both the existing frequentist counterpart and other Bayesian optimization methods. The Bayesian approach places emphasis on detailed modelling, including the modelling of correlations among the arms. As a result, it can perform well in situations where the number of arms is much larger than the number of allowed function evaluation, whereas the frequentist counterpart is inapplicable. This feature enables us to develop and deploy practical applications, such as automatic machine learning toolboxes. The paper presents comprehensive comparisons of the proposed approach, Thompson sampling, classical Bayesian optimization techniques, more recent Bayesian bandit approaches, and state-of-the-art best arm identification methods. This is the first comparison of many of these methods in the literature and allows us to examine the relative merits of their different features.


A Modular Reinforcement Learning Framework for Interactive Narrative Planning

AAAI Conferences

A key functionality provided by interactive narrative systems is narrative adaptation: tailoring story experiences in response to users’ actions and needs. We present a data-driven framework for dynamically tailoring events in interactive narratives using modular reinforcement learning. The framework involves decomposing an interactive narrative into multiple concurrent sub-problems, formalized as adaptable event sequences (AESs). Each AES is modeled as an independent Markov decision process (MDP). Policies for each MDP are induced using a corpus of user interaction data from an interactive narrative system with exploratory narrative adaptation policies. Rewards are computed based on users’ experiential outcomes. Conflicts between multiple policies are handled using arbitration procedures. In addition to introducing the framework, we describe a corpus of user interaction data from a testbed interactive narrative, CRYSTAL ISLAND, for inducing narrative adaptation policies. Empirical findings suggest that the framework can effectively shape users’ interactive narrative experiences.


Improving Goal Recognition in Interactive Narratives with Models of Narrative Discovery Events

AAAI Conferences

Computational models of goal recognition hold considerable promise for enhancing the capabilities of drama managers and director agents for interactive narratives. The problem of goal recognition, and its more general form plan recognition, has been the subject of extensive investigation in the AI community. However, there have been relatively few empirical investigations of goal recognition models in the intelligent narrative technologies community to date, and little is known about how computational models of interactive narrative can inform goal recognition. In this paper, we investigate a novel goal recognition model based on Markov Logic Networks (MLNs) that leverages narrative discovery events to enrich its representation of narrative state. An empirical evaluation shows that the enriched model outperforms a prior state-of-the-art MLN model in terms of accuracy, convergence rate, and the point of convergence.


Automatic Harmonization Using a Hidden Semi-Markov Model

AAAI Conferences

Hidden Markov Models have been used frequently in the audio domain to identify underlying musical structure. Much less work has been done in the purely symbolic realm. Recently, a substantial amount of expert-labelled symbolic musical data has been injected into the research community. The new availability of data allows for the application of machine learning models to purely symbolic tasks. Similarly, the continued expansion of the field of machine learning provides new perspectives and implementations of machine learning methods, which are powerful tools when approaching complex musical challenges. This research explores the use of an extended probabilistic model such as the Hidden Semi-Markov Model (HSMM) to approach the task of automatic harmonization. One distinct advantage of the HSMM is that it is able to automatically differentiate harmonic boundaries, through its inclusion of an extra parameter: duration. In this way, a melody can be harmonized automatically in the style of a particular corpus. In the case of this research, the corpus was in the style of Rock 'n' Roll.


A Generic Method for Classification of Player Behavior

AAAI Conferences

Player classification allows for considerable improvements on both game analytics and game adaptivity. With this paper we aim at reversing the ad-hoc tendency in player classification methods, by proposing an approach to player classification that can be integrated across different games and genres and is particularly suited to be used by game designers. This paper describes our generic method of interaction-based player classification, which consists of three components: (i) intercepting player interactions, (ii) finding player types through fuzzy cluster analysis and (iii) classification using Hidden Markov Models (HMM). To showcase our method we developed Blindmaze, a simple web-based hidden maze game publicly available, featuring a bounded set of interactions. All data collected from a game is interaction-based, requiring minimal implementation effort from the game developers. It is concluded that our method makes player classification even more available by making it generic and re-usable across different games.