Learning Graphical Models
Bayesian Networks for Dependability Analysis: an Application to Digital Control Reliability
Portinale, Luigi, Bobbio, Andrea
Bayesian Networks (BN) provide robust probabilistic methods of reasoning under uncertainty, but despite their formal grounds are strictly based on the notion of conditional dependence, not much attention has been paid so far to their use in dependability analysis. The aim of this paper is to propose BN as a suitable tool for dependability analysis, by challenging the formalism with basic issues arising in dependability tasks. We will discuss how both modeling and analysis issues can be naturally dealt with by BN. Moreover, we will show how some limitations intrinsic to combinatorial dependability methods such as Fault Trees can be overcome using BN. This will be pursued through the study of a real-world example concerning the reliability analysis of a redundant digital Programmable Logic Controller (PLC) with majority voting 2:3
How to Elicit Many Probabilities
van der Gaag, Linda C., Renooij, Silja, Witteman, Cilia L. M., Aleman, Berthe M. P., Taal, Babs G.
In building Bayesian belief networks, the elicitation of all probabilities required can be a major obstacle. We learned the extent of this often-cited observation in the construction of the probabilistic part of a complex influence diagram in the field of cancer treatment. Based upon our negative experiences with existing methods, we designed a new method for probability elicitation from domain experts. The method combines various ideas, among which are the ideas of transcribing probabilities and of using a scale with both numerical and verbal anchors for marking assessments. In the construction of the probabilistic part of our influence diagram, the method proved to allow for the elicitation of many probabilities in little time.
A Bayesian Network Classifier that Combines a Finite Mixture Model and a Naive Bayes Model
Monti, Stefano, Cooper, Gregory F.
In this paper we present a new Bayesian network model for classification that combines the naive-Bayes (NB) classifier and the finite-mixture (FM) classifier. The resulting classifier aims at relaxing the strong assumptions on which the two component models are based, in an attempt to improve on their classification performance, both in terms of accuracy and in terms of calibration of the estimated probabilities. The proposed classifier is obtained by superimposing a finite mixture model on the set of feature variables of a naive Bayes model. We present experimental results that compare the predictive performance on real datasets of the new classifier with the predictive performance of the NB classifier and the FM classifier.
Continuous Value Function Approximation for Sequential Bidding Policies
Boutilier, Craig, Goldszmidt, Moises, Sabata, Bikash
Market-based mechanisms such as auctions are being studied as an appropriate means for resource allocation in distributed and mulitagent decision problems. When agents value resources in combination rather than in isolation, they must often deliberate about appropriate bidding strategies for a sequence of auctions offering resources of interest. We briefly describe a discrete dynamic programming model for constructing appropriate bidding policies for resources exhibiting both complementarities and substitutability. We then introduce a continuous approximation of this model, assuming that money (or the numeraire good) is infinitely divisible. Though this has the potential to reduce the computational cost of computing policies, value functions in the transformed problem do not have a convenient closed form representation. We develop {em grid-based} approximation for such value functions, representing value functions using piecewise linear approximations. We show that these methods can offer significant computational savings with relatively small cost in solution quality.
Estimating the Value of Computation in Flexible Information Refinement
Horsch, Michael C., Poole, David L.
We outline a method to estimate the value of computation for a flexible algorithm using empirical data. To determine a reasonable trade-off between cost and value, we build an empirical model of the value obtained through computation, and apply this model to estimate the value of computation for quite different problems. In particular, we investigate this trade-off for the problem of constructing policies for decision problems represented as influence diagrams. We show how two features of our anytime algorithm provide reasonable estimates of the value of computation in this domain.
My Brain is Full: When More Memory Helps
Lusena, Christopher, Li, Tong, Sittinger, Shelia, Wells, Chris, Goldsmith, Judy
We consider the problem of finding good finite-horizon policies for POMDPs under the expected reward metric. The policies considered are {em free finite-memory policies with limited memory}; a policy is a mapping from the space of observation-memory pairs to the space of action-memeory pairs (the policy updates the memory as it goes), and the number of possible memory states is a parameter of the input to the policy-finding algorithms. The algorithms considered here are preliminary implementations of three search heuristics: local search, simulated annealing, and genetic algorithms. We compare their outcomes to each other and to the optimal policies for each instance. We compare run times of each policy and of a dynamic programming algorithm for POMDPs developed by Hansen that iteratively improves a finite-state controller --- the previous state of the art for finite memory policies. The value of the best policy can only improve as the amount of memory increases, up to the amount needed for an optimal finite-memory policy. Our most surprising finding is that more memory helps in another way: given more memory than is needed for an optimal policy, the algorithms are more likely to converge to optimal-valued policies.
Learning Finite-State Controllers for Partially Observable Environments
Meuleau, Nicolas, Peshkin, Leonid, Kim, Kee-Eung, Kaelbling, Leslie Pack
Reactive (memoryless) policies are sufficient in completely observable Markov decision processes (MDPs), but some kind of memory is usually necessary for optimal control of a partially observable MDP. Policies with finite memory can be represented as finite-state automata. In this paper, we extend Baird and Moore's VAPS algorithm to the problem of learning general finite-state automata. Because it performs stochastic gradient descent, this algorithm can be shown to converge to a locally optimal finite-state controller. We provide the details of the algorithm and then consider the question of under what conditions stochastic gradient descent will outperform exact gradient descent. We conclude with empirical results comparing the performance of stochastic and exact gradient descent, and showing the ability of our algorithm to extract the useful information contained in the sequence of past observations to compensate for the lack of observability at each time-step.
Enhancing QPNs for Trade-off Resolution
Renooij, Silja, van der Gaag, Linda C.
Qualitative probabilistic networks have been introduced as qualitative abstractions of Bayesian belief networks. One of the major drawbacks of these qualitative networks is their coarse level of detail, which may lead to unresolved trade-offs during inference. We present an enhanced formalism for qualitative networks with a finer level of detail. An enhanced qualitative probabilistic network differs from a regular qualitative network in that it distinguishes between strong and weak influences. Enhanced qualitative probabilistic networks are purely qualitative in nature, as regular qualitative networks are, yet allow for efficiently resolving trade-offs during inference.
Multi-class Generalized Binary Search for Active Inverse Reinforcement Learning
Melo, Francisco, Lopes, Manuel
This paper addresses the problem of learning a task from demonstration. We adopt the framework of inverse reinforcement learning, where tasks are represented in the form of a reward function. Our contribution is a novel active learning algorithm that enables the learning agent to query the expert for more informative demonstrations, thus leading to more sample-efficient learning. For this novel algorithm (Generalized Binary Search for Inverse Reinforcement Learning, or GBS-IRL), we provide a theoretical bound on sample complexity and illustrate its applicability on several different tasks. To our knowledge, GBS-IRL is the first active IRL algorithm with provable sample complexity bounds. We also discuss our method in light of other existing methods in the literature and its general applicability in multi-class classification problems. Finally, motivated by recent work on learning from demonstration in robots, we also discuss how different forms of human feedback can be integrated in a transparent manner in our learning framework.
SPOOK: A System for Probabilistic Object-Oriented Knowledge Representation
Pfeffer, Avi, Koller, Daphne, Milch, Brian, Takusagawa, Ken T.
In previous work, we pointed out the limitations of standard Bayesian networks as a modeling framework for large, complex domains. We proposed a new, richly structured modeling language, {em Object-oriented Bayesian Netorks}, that we argued would be able to deal with such domains. However, it turns out that OOBNs are not expressive enough to model many interesting aspects of complex domains: the existence of specific named objects, arbitrary relations between objects, and uncertainty over domain structure. These aspects are crucial in real-world domains such as battlefield awareness. In this paper, we present SPOOK, an implemented system that addresses these limitations. SPOOK implements a more expressive language that allows it to represent the battlespace domain naturally and compactly. We present a new inference algorithm that utilizes the model structure in a fundamental way, and show empirically that it achieves orders of magnitude speedup over existing approaches.