Learning Graphical Models
Looking for plausibility
Abdullah, Wan Ahmad Tajuddin Wan
In the interpretation of experimental data, one is actually looking for plausible explanations. We look for a measure of plausibility, with which we can compare different possible explanations, and which can be combined when there are different sets of data. This is contrasted to the conventional measure for probabilities as well as to the proposed measure of possibilities. We define what characteristics this measure of plausibility should have. In getting to the conception of this measure, we explore the relation of plausibility to abductive reasoning, and to Bayesian probabilities. We also compare with the Dempster-Schaefer theory of evidence, which also has its own definition for plausibility. Abduction can be associated with biconditionality in inference rules, and this provides a platform to relate to the Collins-Michalski theory of plausibility. Finally, using a formalism for wiring logic onto Hopfield neural networks, we ask if this is relevant in obtaining this measure.
A Monte Carlo AIXI Approximation
Veness, Joel, Ng, Kee Siong, Hutter, Marcus, Uther, William, Silver, David
This paper introduces a principled approach for the design of a scalable general reinforcement learning agent. Our approach is based on a direct approximation of AIXI, a Bayesian optimality notion for general reinforcement learning agents. Previously, it has been unclear whether the theory of AIXI could motivate the design of practical algorithms. We answer this hitherto open question in the affirmative, by providing the first computationally feasible approximation to the AIXI agent. To develop our approximation, we introduce a new Monte-Carlo Tree Search algorithm along with an agent-specific extension to the Context Tree Weighting algorithm. Empirically, we present a set of encouraging results on a variety of stochastic and partially observable domains. We conclude by proposing a number of directions for future research.
Intrusion Detection using Continuous Time Bayesian Networks
Intrusion detection systems (IDSs) fall into two high-level categories: network-based systems (NIDS) that monitor network behaviors, and host-based systems (HIDS) that monitor system calls. In this work, we present a general technique for both systems. We use anomaly detection, which identifies patterns not conforming to a historic norm. In both types of systems, the rates of change vary dramatically over time (due to burstiness) and over components (due to service difference). To efficiently model such systems, we use continuous time Bayesian networks (CTBNs) and avoid specifying a fixed update interval common to discrete-time models. We build generative models from the normal training data, and abnormal behaviors are flagged based on their likelihood under this norm. For NIDS, we construct a hierarchical CTBN model for the network packet traces and use Rao-Blackwellized particle filtering to learn the parameters. We illustrate the power of our method through experiments on detecting real worms and identifying hosts on two publicly available network traces, the MAWI dataset and the LBNL dataset. For HIDS, we develop a novel learning method to deal with the finite resolution of system log file time stamps, without losing the benefits of our continuous time model. We demonstrate the method by detecting intrusions in the DARPA 1998 BSM dataset.
Split Bregman Method for Sparse Inverse Covariance Estimation with Matrix Iteration Acceleration
Ye, Gui-Bo, Cai, Jian-Feng, Xie, Xiaohui
We consider the problem of estimating the inverse covariance matrix by maximizing the likelihood function with a penalty added to encourage the sparsity of the resulting matrix. We propose a new approach based on the split Bregman method to solve the regularized maximum likelihood estimation problem. We show that our method is significantly faster than the widely used graphical lasso method, which is based on blockwise coordinate descent, on both artificial and real-world data. More importantly, different from the graphical lasso, the split Bregman based method is much more general, and can be applied to a class of regularization terms other than the $\ell_1$ norm
Translating biomarkers between multi-way time-series experiments
Huopaniemi, Ilkka, Suvitaival, Tommi, Orešič, Matej, Kaski, Samuel
Translating potential disease biomarkers between multi-species 'omics' experiments is a new direction in biomedical research. The existing methods are limited to simple experimental setups such as basic healthy-diseased comparisons. Most of these methods also require an a priori matching of the variables (e.g., genes or metabolites) between the species. However, many experiments have a complicated multi-way experimental design often involving irregularly-sampled time-series measurements, and for instance metabolites do not always have known matchings between organisms. We introduce a Bayesian modelling framework for translating between multiple species the results from 'omics' experiments having a complex multi-way, time-series experimental design. The underlying assumption is that the unknown matching can be inferred from the response of the variables to multiple covariates including time.
A Learning Algorithm based on High School Teaching Wisdom
A learning algorithm based on primary school teaching and learning is presented. The methodology is to continuously evaluate a student and to give them training on the examples for which they repeatedly fail, until, they can correctly answer all types of questions. This incremental learning procedure produces better learning curves by demanding the student to optimally dedicate their learning time on the failed examples. When used in machine learning, the algorithm is found to train a machine on a data with maximum variance in the feature space so that the generalization ability of the network improves. The algorithm has interesting applications in data mining, model evaluations and rare objects discovery.
In All Likelihood, Deep Belief Is Not Enough
Theis, Lucas, Gerwinn, Sebastian, Sinz, Fabian, Bethge, Matthias
Statistical models of natural stimuli provide an important tool for researchers in the fields of machine learning and computational neuroscience. A canonical way to quantitatively assess and compare the performance of statistical models is given by the likelihood. One class of statistical models which has recently gained increasing popularity and has been applied to a variety of complex data are deep belief networks. Analyses of these models, however, have been typically limited to qualitative analyses based on samples due to the computationally intractable nature of the model likelihood. Motivated by these circumstances, the present article provides a consistent estimator for the likelihood that is both computationally tractable and simple to apply in practice. Using this estimator, a deep belief network which has been suggested for the modeling of natural image patches is quantitatively investigated and compared to other models of natural image patches. Contrary to earlier claims based on qualitative results, the results presented in this article provide evidence that the model under investigation is not a particularly good model for natural images
Reinforcement Learning in Partially Observable Markov Decision Processes using Hybrid Probabilistic Logic Programs
We present a probabilistic logic programming framework to reinforcement learning, by integrating reinforce-ment learning, in POMDP environments, with normal hybrid probabilistic logic programs with probabilistic answer set seman-tics, that is capable of representing domain-specific knowledge. We formally prove the correctness of our approach. We show that the complexity of finding a policy for a reinforcement learning problem in our approach is NP-complete. In addition, we show that any reinforcement learning problem can be encoded as a classical logic program with answer set semantics. We also show that a reinforcement learning problem can be encoded as a SAT problem. We present a new high level action description language that allows the factored representation of POMDP. Moreover, we modify the original model of POMDP so that it be able to distinguish between knowledge producing actions and actions that change the environment.
Prize insights in probability, and one goat of a recycled error: Jason Rosenhouse's The Monty Hall Problem
The Monty Hall problem is the TV game scenario where you, the contestant, are presented with three doors, with a car hidden behind one and goats hidden behind the other two. After you select a door, the host (Monty Hall) opens a second door to reveal a goat. You are then invited to stay with your original choice of door, or to switch to the remaining unopened door, and claim whatever you find behind it. Assuming your objective is to win the car, is your best strategy to stay or switch, or does it not matter? Jason Rosenhouse has provided the definitive analysis of this game, along with several intriguing variations, and discusses some of its psychological and philosophical implications. This extended review examines several themes from the book in some detail from a Bayesian perspective, and points out one apparently inadvertent error.
Evolutionary distances in the twilight zone -- a rational kernel approach
Schwarz, Roland F., Fletcher, William, Förster, Frank, Merget, Benjamin, Wolf, Matthias, Schultz, Jörg, Markowetz, Florian
Phylogenetic tree reconstruction is traditionally based on multiple sequence alignments (MSAs) and heavily depends on the validity of this information bottleneck. With increasing sequence divergence, the quality of MSAs decays quickly. Alignment-free methods, on the other hand, are based on abstract string comparisons and avoid potential alignment problems. However, in general they are not biologically motivated and ignore our knowledge about the evolution of sequences. Thus, it is still a major open question how to define an evolutionary distance metric between divergent sequences that makes use of indel information and known substitution models without the need for a multiple alignment. Here we propose a new evolutionary distance metric to close this gap. It uses finite-state transducers to create a biologically motivated similarity score which models substitutions and indels, and does not depend on a multiple sequence alignment. The sequence similarity score is defined in analogy to pairwise alignments and additionally has the positive semi-definite property. We describe its derivation and show in simulation studies and real-world examples that it is more accurate in reconstructing phylogenies than competing methods. The result is a new and accurate way of determining evolutionary distances in and beyond the twilight zone of sequence alignments that is suitable for large datasets.