Learning Graphical Models
Effective Dimensions of Hierarchical Latent Class Models
Hierarchical latent class (HLC) models are tree-structured Bayesian networks where leaf nodes are observed while internal nodes are latent. There are no theoretically well justified model selection criteria for HLC models in particular and Bayesian networks with latent nodes in general. Nonetheless, empirical studies suggest that the BIC score is a reasonable criterion to use in practice for learning HLC models. Empirical studies also suggest that sometimes model selection can be improved if standard model dimension is replaced with effective model dimension in the penalty term of the BIC score. Effective dimensions are difficult to compute. In this paper, we prove a theorem that relates the effective dimension of an HLC model to the effective dimensions of a number of latent class models. The theorem makes it computationally feasible to compute the effective dimensions of large HLC models. The theorem can also be used to compute the effective dimensions of general tree models.
Complexity Results and Approximation Strategies for MAP Explanations
MAP is the problem of finding a most probable instantiation of a set of variables given evidence. MAP has always been perceived to be significantly harder than the related problems of computing the probability of a variable instantiation Pr, or the problem of computing the most probable explanation (MPE). This paper investigates the complexity of MAP in Bayesian networks. Specifically, we show that MAP is complete for NP^PP and provide further negative complexity results for algorithms based on variable elimination. We also show that MAP remains hard even when MPE and Pr become easy. For example, we show that MAP is NP-complete when the networks are restricted to polytrees, and even then can not be effectively approximated. Given the difficulty of computing MAP exactly, and the difficulty of approximating MAP while providing useful guarantees on the resulting approximation, we investigate best effort approximations. We introduce a generic MAP approximation framework. We provide two instantiations of the framework; one for networks which are amenable to exact inference Pr, and one for networks for which even exact inference is too hard. This allows MAP approximation on networks that are too complex to even exactly solve the easier problems, Pr and MPE. Experimental results indicate that using these approximation algorithms provides much better solutions than standard techniques, and provide accurate MAP estimates in many cases.
Use of Markov Chains to Design an Agent Bidding Strategy for Continuous Double Auctions
Birmingham, W. P., Durfee, E. H., Park, S.
As computational agents are developed for increasingly c omplicated e-commerce applications, the complexity of the decisions they face demands advances in artificial intelligence techniques. For example, an agent representing a seller in an au ction should try to maximize the seller's profit by reasoning about a variety of possibly uncertain pieces of information, such as the maximum prices various buyers might be willing to pay, the possible prices being offered by competing sellers, the rules by which the auction operates, t he dynamic arrival and matching of offers to buy and sell, and so on. A naïve application of multiagent reasoning techniques would require the seller's agent to explicitly model all of the other agents through an extended time horizon, rendering the problem intractable for many realisti cally-sized problems. We have instead devised a new strategy that an agent can use to determine its bid price based on a more tractable Markov chain model of the auction process. We have experimentally identified the conditions under which our new strategy works well, as well as how well it works in comparison to the optimal performance the agent could have achieved had it kn own the future. Our results show that our new strategy in general performs well, outperforming other tractable heuristic strategies in a majority of experiments, and is particularly effective in a "seller's market," where many buy offers are available.
Preference elicitation and inverse reinforcement learning
Rothkopf, Constantin, Dimitrakakis, Christos
We state the problem of inverse reinforcement learning in terms of preference elicitation, resulting in a principled (Bayesian) statistical formulation. This generalises previous work on Bayesian inverse reinforcement learning and allows us to obtain a posterior distribution on the agent's preferences, policy and optionally, the obtained reward sequence, from observations. We examine the relation of the resulting approach to other statistical methods for inverse reinforcement learning via analysis and experimental results. We show that preferences can be determined accurately, even if the observed agent's policy is sub-optimal with respect to its own preferences. In that case, significantly improved policies with respect to the agent's preferences are obtained, compared to both other methods and to the performance of the demonstrated policy.
Implementing Human-like Intuition Mechanism in Artificial Intelligence
Human intuition has been simulated by several research projects using artificial intelligence techniques. Most of these algorithms or models lack the ability to handle complications or diversions. Moreover, they also do not explain the factors influencing intuition and the accuracy of the results from this process. In this paper, we present a simple series based model for implementation of human-like intuition using the principles of connectivity and unknown entities. By using Poker hand datasets and Car evaluation datasets, we compare the performance of some well-known models with our intuition model. The aim of the experiment was to predict the maximum accurate answers using intuition based models. We found that the presence of unknown entities, diversion from the current problem scenario, and identifying weakness without the normal logic based execution, greatly affects the reliability of the answers. Generally, the intuition based models cannot be a substitute for the logic based mechanisms in handling such problems. The intuition can only act as a support for an ongoing logic based model that processes all the steps in a sequential manner. However, when time and computational cost are very strict constraints, this intuition based model becomes extremely important and useful, because it can give a reasonably good performance. Factors affecting intuition are analyzed and interpreted through our model.
Introduction to Graphical Modelling
Scutari, Marco, Strimmer, Korbinian
The aim of this chapter is twofold. In the first part (Sections 12.1, 12.2 and 12.3) we will provide a brief overview of the mathematical and statistical foundations of graphical models, along with their fundamental properties, estimation and basic inference procedures. In particular we will develop Markov networks (also known as Markov random fields) and Bayesian networks, which are the subjects of most past and current literature on graphical models. In the second part (Section 12.4) we will review some applications of graphical models in systems biology.
Active Classification: Theory and Application to Underwater Inspection
Hollinger, Geoffrey A., Mitra, Urbashi, Sukhatme, Gaurav S.
We discuss the problem in which an autonomous vehicle must classify an object based on multiple views. We focus on the active classification setting, where the vehicle controls which views to select to best perform the classification. The problem is formulated as an extension to Bayesian active learning, and we show connections to recent theoretical guarantees in this area. We formally analyze the benefit of acting adaptively as new information becomes available. The analysis leads to a probabilistic algorithm for determining the best views to observe based on information theoretic costs. We validate our approach in two ways, both related to underwater inspection: 3D polyhedra recognition in synthetic depth maps and ship hull inspection with imaging sonar. These tasks encompass both the planning and recognition aspects of the active classification problem. The results demonstrate that actively planning for informative views can reduce the number of necessary views by up to 80% when compared to passive methods.
Proceedings of the 2011 New York Workshop on Computer, Earth and Space Science
Way, Michael J., Naud, Catherine
The purpose of the New York Workshop on Computer, Earth and Space Sciences is to bring together the New York area's finest Astronomers, Statisticians, Computer Scientists, Space and Earth Scientists to explore potential synergies between their respective fields. The 2011 edition (CESS2011) was a great success, and we would like to thank all of the presenters and participants for attending. This year was also special as it included authors from the upcoming book titled "Advances in Machine Learning and Data Mining for Astronomy". Over two days, the latest advanced techniques used to analyze the vast amounts of information now available for the understanding of our universe and our planet were presented. These proceedings attempt to provide a small window into what the current state of research is in this vast interdisciplinary field and we'd like to thank the speakers who spent the time to contribute to this volume.
Sparse Linear Identifiable Multivariate Modeling
In this paper we consider sparse and identifiable linear latent variable (factor) and linear Bayesian network models for parsimonious analysis of multivariate data. We propose a computationally efficient method for joint parameter and model inference, and model comparison. It consists of a fully Bayesian hierarchy for sparse models using slab and spike priors (two-component delta-function and continuous mixtures), non-Gaussian latent factors and a stochastic search over the ordering of the variables. The framework, which we call SLIM (Sparse Linear Identifiable Multivariate modeling), is validated and bench-marked on artificial and real biological data sets. SLIM is closest in spirit to LiNGAM (Shimizu et al., 2006), but differs substantially in inference, Bayesian network structure learning and model comparison. Experimentally, SLIM performs equally well or better than LiNGAM with comparable computational complexity. We attribute this mainly to the stochastic search strategy used, and to parsimony (sparsity and identifiability), which is an explicit part of the model. We propose two extensions to the basic i.i.d. linear framework: non-linear dependence on observed variables, called SNIM (Sparse Non-linear Identifiable Multivariate modeling) and allowing for correlations between latent variables, called CSLIM (Correlated SLIM), for the temporal and/or spatial data. The source code and scripts are available from http://cogsys.imm.dtu.dk/slim/.
On Polynomial Sized MDP Succinct Policies
Policies of Markov Decision Processes (MDPs) determine the next action to execute from the current state and, possibly, the history (the past states). When the number of states is large, succinct representations are often used to compactly represent both the MDPs and the policies in a reduced amount of space. In this paper, some problems related to the size of succinctly represented policies are analyzed. Namely, it is shown that some MDPs have policies that can only be represented in space super-polynomial in the size of the MDP, unless the polynomial hierarchy collapses. This fact motivates the study of the problem of deciding whether a given MDP has a policy of a given size and reward. Since some algorithms for MDPs work by finding a succinct representation of the value function, the problem of deciding the existence of a succinct representation of a value function of a given size and reward is also considered.