Learning Graphical Models
Price Updating in Combinatorial Prediction Markets with Bayesian Networks
Pennock, David M., Xia, Lirong
To overcome the #P-hardness of computing/updating prices in logarithm market scoring rule-based (LMSR-based) combinatorial prediction markets, Chen et al. [5] recently used a simple Bayesian network to represent the prices of securities in combinatorial predictionmarkets for tournaments, and showed that two types of popular securities are structure preserving. In this paper, we significantly extend this idea by employing Bayesian networks in general combinatorial prediction markets. We reveal a very natural connection between LMSR-based combinatorial prediction markets and probabilistic belief aggregation,which leads to a complete characterization of all structure preserving securities for decomposable network structures. Notably, the main results by Chen et al. [5] are corollaries of our characterization. We then prove that in order for a very basic set of securities to be structure preserving, the graph of the Bayesian network must be decomposable. We also discuss some approximation techniques for securities that are not structure preserving.
The Structure of Signals: Causal Interdependence Models for Games of Incomplete Information
Wellman, Michael P., Hong, Lu, Page, Scott E.
Traditional economic models typically treat private information, or signals, as generated from some underlying state. Recent work has explicated alternative models, where signals correspond to interpretations of available information. We show that the difference between these formulations can be sharply cast in terms of causal dependence structure, and employ graphical models to illustrate the distinguishing characteristics. The graphical representation supports inferences about signal patterns in the interpreted framework, and suggests how results based on the generated model can be extended to more general situations. Specific insights about bidding games in classical auction mechanisms derive from qualitative graphical models.
Filtered Fictitious Play for Perturbed Observation Potential Games and Decentralised POMDPs
Chapman, Archie C., Williamson, Simon A., Jennings, Nicholas R.
Potential games and decentralised partially observable MDPs (Dec-POMDPs) are two commonly used models of multi-agent interaction, for static optimisation and sequential decisionmaking settings, respectively. In this paper we introduce filtered fictitious play for solving repeated potential games in which each player's observations of others' actions are perturbed by random noise, and use this algorithm to construct an online learning method for solving Dec-POMDPs. Specifically, we prove that noise in observations prevents standard fictitious play from converging to Nash equilibrium in potential games, which also makes fictitious play impractical for solving Dec-POMDPs. To combat this, we derive filtered fictitious play, and provide conditions under which it converges to a Nash equilibrium in potential games with noisy observations. We then use filtered fictitious play to construct a solver for Dec-POMDPs, and demonstrate our new algorithm's performance in a box pushing problem. Our results show that we consistently outperform the state-of-the-art Dec-POMDP solver by an average of 100% across the range of noise in the observation function.
Concept Relation Discovery and Innovation Enabling Technology (CORDIET)
Poelmans, Jonas, Elzinga, Paul, Neznanov, Alexey, Viaene, Stijn, Kuznetsov, Sergei O., Ignatov, Dmitry, Dedene, Guido
Concept Relation Discovery and Innovation Enabling Technology (CORDIET), is a toolbox for gaining new knowledge from unstructured text data. At the core of CORDIET is the C-K theory which captures the essential elements of innovation. The tool uses Formal Concept Analysis (FCA), Emergent Self Organizing Maps (ESOM) and Hidden Markov Models (HMM) as main artifacts in the analysis process. The user can define temporal, text mining and compound attributes. The text mining attributes are used to analyze the unstructured text in documents, the temporal attributes use these document's timestamps for analysis. The compound attributes are XML rules based on text mining and temporal attributes. The user can cluster objects with object-cluster rules and can chop the data in pieces with segmentation rules. The artifacts are optimized for efficient data analysis; object labels in the FCA lattice and ESOM map contain an URL on which the user can click to open the selected document.
Thinking Inside the Box: A Comprehensive Spatial Representation for Video Analysis
Cohn, Anthony G. (University of Leeds) | Renz, Jochen (The Australian National University) | Sridhar, Muralikrishna (University of Leeds)
Successful analysis of video data requires an integration of techniques from KR, Computer Vision, and Machine Learning. Being able to detect and to track objects as well as extracting their changing spatial relations with other objects is one approach to describing and detecting events. Different kinds of spatial relations are important, including topology, direction, size, and distance between objects as well as changes of those relations over time. Typically these kinds of relations are treated separately, which makes it difficult to integrate all the extracted spatial information. We present a uniform and comprehensive spatial representation of moving objects that includes all the above spatial/temporal aspects, analyse different properties of this representation and demonstrate that it is suitable for video analysis.
An Axiomatic Framework for Influence Diagram Computation with Partially Ordered Utilities
Wilson, Nic (University College Cork) | Marinescu, Radu (IBM Research, Dublin)
This paper presents an axiomatic framework for influence diagram computation, which allows reasoning with partially ordered values of utility. We show how an algorithm based on sequential variable elimination can be used to compute the set of maximal values of expected utility (up to an equivalence relation). Formalisms subsumed by the framework include decision making under uncertainty based on multi-objective utility, or on interval-valued utilities, as well as a more qualitative decision theory based on order-of-magnitude probabilities and utilities.
Greedy Learning of Markov Network Structure
Netrapalli, Praneeth, Banerjee, Siddhartha, Sanghavi, Sujay, Shakkottai, Sanjay
We propose a new yet natural algorithm for learning the graph structure of general discrete graphical models (a.k.a. Markov random fields) from samples. Our algorithm finds the neighborhood of a node by sequentially adding nodes that produce the largest reduction in empirical conditional entropy; it is greedy in the sense that the choice of addition is based only on the reduction achieved at that iteration. Its sequential nature gives it a lower computational complexity as compared to other existing comparison-based techniques, all of which involve exhaustive searches over every node set of a certain size. Our main result characterizes the sample complexity of this procedure, as a function of node degrees, graph size and girth in factor-graph representation. We subsequently specialize this result to the case of Ising models, where we provide a simple transparent characterization of sample complexity as a function of model and graph parameters. For tree graphs, our algorithm is the same as the classical Chow-Liu algorithm, and in that sense can be considered the extension of the same to graphs with cycles.
Finding the Graph of Epidemic Cascades
Netrapalli, Praneeth, Sanghavi, Sujay
We consider the problem of finding the graph on which an epidemic cascade spreads, given only the times when each node gets infected. While this is a problem of importance in several contexts -- offline and online social networks, e-commerce, epidemiology, vulnerabilities in infrastructure networks -- there has been very little work, analytical or empirical, on finding the graph. Clearly, it is impossible to do so from just one cascade; our interest is in learning the graph from a small number of cascades. For the classic and popular "independent cascade" SIR epidemics, we analytically establish the number of cascades required by both the global maximum-likelihood (ML) estimator, and a natural greedy algorithm. Both results are based on a key observation: the global graph learning problem decouples into $n$ local problems -- one for each node. For a node of degree $d$, we show that its neighborhood can be reliably found once it has been infected $O(d^2 \log n)$ times (for ML on general graphs) or $O(d\log n)$ times (for greedy on trees). We also provide a corresponding information-theoretic lower bound of $\Omega(d\log n)$; thus our bounds are essentially tight. Furthermore, if we are given side-information in the form of a super-graph of the actual graph (as is often the case), then the number of cascade samples required -- in all cases -- becomes independent of the network size $n$. Finally, we show that for a very general SIR epidemic cascade model, the Markov graph of infection times is obtained via the moralization of the network graph.
Improving feature selection algorithms using normalised feature histograms
James, Alex Pappachen, Maan, Akshay
The proposed feature selection method builds a histogram of the most stable features from random subsets of a training set and ranks the features based on a classifier based cross-validation. This approach reduces the instability of features obtained by conventional feature selection methods that occur with variation in training data and selection criteria. Classification results on four microarray and three image datasets using three major feature selection criteria and a naive Bayes classifier show considerable improvement over benchmark results.
Location-Based Reasoning about Complex Multi-Agent Behavior
Recent research has shown that surprisingly rich models of human activity can be learned from GPS (positional) data. However, most effort to date has concentrated on modeling single individuals or statistical properties of groups of people. Moreover, prior work focused solely on modeling actual successful executions (and not failed or attempted executions) of the activities of interest. We, in contrast, take on the task of understanding human interactions, attempted interactions, and intentions from noisy sensor data in a fully relational multi-agent setting. We use a real-world game of capture the flag to illustrate our approach in a well-defined domain that involves many distinct cooperative and competitive joint activities. We model the domain using Markov logic, a statistical-relational language, and learn a theory that jointly denoises the data and infers occurrences of high-level activities, such as a player capturing an enemy. Our unified model combines constraints imposed by the geometry of the game area, the motion model of the players, and by the rules and dynamics of the game in a probabilistically and logically sound fashion. We show that while it may be impossible to directly detect a multi-agent activity due to sensor noise or malfunction, the occurrence of the activity can still be inferred by considering both its impact on the future behaviors of the people involved as well as the events that could have preceded it. Further, we show that given a model of successfully performed multi-agent activities, along with a set of examples of failed attempts at the same activities, our system automatically learns an augmented model that is capable of recognizing success and failure, as well as goals of people's actions with high accuracy. We compare our approach with other alternatives and show that our unified model, which takes into account not only relationships among individual players, but also relationships among activities over the entire length of a game, although more computationally costly, is significantly more accurate. Finally, we demonstrate that explicitly modeling unsuccessful attempts boosts performance on other important recognition tasks.