Bayesian Inference
Inference in Hybrid Networks: Theoretical Limits and Practical Algorithms
An important subclass of hybrid Bayesian networks are those that represent Conditional Linear Gaussian (CLG) distributions --- a distribution with a multivariate Gaussian component for each instantiation of the discrete variables. In this paper we explore the problem of inference in CLGs. We show that inference in CLGs can be significantly harder than inference in Bayes Nets. In particular, we prove that even if the CLG is restricted to an extremely simple structure of a polytree in which every continuous node has at most one discrete ancestor, the inference task is NP-hard.To deal with the often prohibitive computational cost of the exact inference algorithm for CLGs, we explore several approximate inference algorithms. These algorithms try to find a small subset of Gaussians which are a good approximation to the full mixture distribution. We consider two Monte Carlo approaches and a novel approach that enumerates mixture components in order of prior probability. We compare these methods on a variety of problems and show that our novel algorithm is very promising for large, hybrid diagnosis problems.
Hypothesis Management in Situation-Specific Network Construction
Laskey, Kathryn Blackmond, Mahoney, Suzanne M., Wright, Ed
This paper considers the problem of knowledge-based model construction in the presence of uncertainty about the association of domain entities to random variables. Multi-entity Bayesian networks (MEBNs) are defined as a representation for knowledge in domains characterized by uncertainty in the number of relevant entities, their interrelationships, and their association with observables. An MEBN implicitly specifies a probability distribution in terms of a hierarchically structured collection of Bayesian network fragments that together encode a joint probability distribution over arbitrarily many interrelated hypotheses. Although a finite query-complete model can always be constructed, association uncertainty typically makes exact model construction and evaluation intractable. The objective of hypothesis management is to balance tractability against accuracy. We describe an application to the problem of using intelligence reports to infer the organization and activities of groups of military vehicles. Our approach is compared to related work in the tracking and fusion literature.
Improved learning of Bayesian networks
The search space of Bayesian Network structures is usually defined as Acyclic Directed Graphs (DAGs) and the search is done by local transformations of DAGs. But the space of Bayesian Networks is ordered by DAG Markov model inclusion and it is natural to consider that a good search policy should take this into account. First attempt to do this (Chickering 1996) was using equivalence classes of DAGs instead of DAGs itself. This approach produces better results but it is significantly slower. We present a compromise between these two approaches. It uses DAGs to search the space in such a way that the ordering by inclusion is taken into account. This is achieved by repetitive usage of local moves within the equivalence class of DAGs. We show that this new approach produces better results than the original DAGs approach without substantial change in time complexity. We present empirical results, within the framework of heuristic search and Markov Chain Monte Carlo, provided through the Alarm dataset.
Estimating Well-Performing Bayesian Networks using Bernoulli Mixtures
A novel method for estimating Bayesian network (BN) parameters from data is presented which provides improved performance on test data. Previous research has shown the value of representing conditional probability distributions (CPDs) via neural networks(Neal 1992), noisy-OR gates (Neal 1992, Diez 1993)and decision trees (Friedman and Goldszmidt 1996).The Bernoulli mixture network (BMN) explicitly represents the CPDs of discrete BN nodes as mixtures of local distributions,each having a different set of parents.This increases the space of possible structures which can be considered,enabling the CPDs to have finer-grained dependencies.The resulting estimation procedure induces a modelthat is better able to emulate the underlying interactions occurring in the data than conventional conditional Bernoulli network models.The results for artificially generated data indicate that overfitting is best reduced by restricting the complexity of candidate mixture substructures local to each node. Furthermore, mixtures of very simple substructures can perform almost as well as more complex ones.The BMN is also applied to data collected from an online adventure game with an application to keyhole plan recognition. The results show that the BMN-based model brings a dramatic improvement in performance over a conventional BN model.
A Bayesian Approach to Tackling Hard Computational Problems
Horvitz, Eric J., Ruan, Yongshao, Gomes, Carla P., Kautz, Henry, Selman, Bart, Chickering, David Maxwell
We are developing a general framework for using learned Bayesian models for decision-theoretic control of search and reasoningalgorithms. We illustrate the approach on the specific task of controlling both general and domain-specific solvers on a hard class of structured constraint satisfaction problems. A successful strategyfor reducing the high (and even infinite) variance in running time typically exhibited by backtracking search algorithms is to cut off and restart the search if a solution is not found within a certainamount of time. Previous work on restart strategies have employed fixed cut off values. We show how to create a dynamic cut off strategy by learning a Bayesian model that predicts the ultimate length of a trial based on observing the early behavior of the search algorithm. Furthermore, we describe the general conditions under which a dynamic restart strategy can outperform the theoretically optimal fixed strategy.
Enumerating Markov Equivalence Classes of Acyclic Digraph Models
Gillispie, Steven B., Perlman, Michael D.
Graphical Markov models determined by acyclic digraphs (ADGs), also called directed acyclic graphs (DAGs), are widely studied in statistics, computer science (as Bayesian networks), operations research (as influence diagrams), and many related fields. Because different ADGs may determine the same Markov equivalence class, it long has been of interest to determine the efficiency gained in model specification and search by working directly with Markov equivalence classes of ADGs rather than with ADGs themselves. A computer program was written to enumerate the equivalence classes of ADG models as specified by Pearl & Verma's equivalence criterion. The program counted equivalence classes for models up to and including 10 vertices. The ratio of number of classes to ADGs appears to approach an asymptote of about 0.267. Classes were analyzed according to number of edges and class size. By edges, the distribution of number of classes approaches a Gaussian shape. By class size, classes of size 1 are most common, with the proportions for larger sizes initially decreasing but then following a more irregular pattern. The maximum number of classes generated by any undirected graph was found to increase approximately factorially. The program also includes a new variation of orderly algorithm for generating undirected graphs.
Multivariate Information Bottleneck
Friedman, Nir, Mosenzon, Ori, Slonim, Noam, Tishby, Naftali
The Information bottleneck method is an unsupervised non-parametric data organization technique. Given a joint distribution P(A,B), this method constructs a new variable T that extracts partitions, or clusters, over the values of A that are informative about B. The information bottleneck has already been applied to document classification, gene expression, neural code, and spectral analysis. In this paper, we introduce a general principled framework for multivariate extensions of the information bottleneck method. This allows us to consider multiple systems of data partitions that are inter-related. Our approach utilizes Bayesian networks for specifying the systems of clusters and what information each captures. We show that this construction provides insight about bottleneck variations and enables us to characterize solutions of these variations. We also present a general framework for iterative algorithms for constructing solutions, and apply it to several examples.
Using Bayesian Networks to Identify the Causal Effect of Speeding in Individual Vehicle/Pedestrian Collisions
On roads showing significant violations of posted speed limits, one measure of the safety effect of speeding is the difference between the road's actual accident count and the count that would have occurred if the posted speed limit had been strictly obeyed. An estimate of this accident reduction can be had by computing the probability that speeding was a necessary condition for each of set of accidents. This is an instance of assessing individual probabilities of causation, which is generally not possible absent prior knowledge of causal structure. For traffic accidents such prior knowledge is often available and this paper illustrates how, for a commonly occurring class of vehicle/pedestrian accidents, approaches to uncertainty and causal analyses appearing in the accident reconstruction literature can be unified using Bayesian networks. Measured skidmarks, pedestrian throw distances, and pedestrian injury severity are treated as evidence, and using the Gibbs Sampling routine BUGS, the posterior probability distribution over exogenous variables, such as the vehicle's initial speed, location, and driver reaction time, is computed. This posterior distribution is then used to compute the "probability of necessity" for speeding.
Linearity Properties of Bayes Nets with Binary Variables
It is "well known" that in linear models: (1) testable constraints on the marginal distribution of observed variables distinguish certain cases in which an unobserved cause jointly influences several observed variables; (2) the technique of "instrumental variables" sometimes permits an estimation of the influence of one variable on another even when the association between the variables may be confounded by unobserved common causes; (3) the association (or conditional probability distribution of one variable given another) of two variables connected by a path or trek can be computed directly from the parameter values associated with each edge in the path or trek; (4) the association of two variables produced by multiple treks can be computed from the parameters associated with each trek; and (5) the independence of two variables conditional on a third implies the corresponding independence of the sums of the variables over all units conditional on the sums over all units of each of the original conditioning variables.These properties are exploited in search procedures. It is also known that properties (2)-(5) do not hold for all Bayes nets with binary variables. We show that (1) holds for all Bayes nets with binary variables and (5) holds for all singly trek-connected Bayes nets of that kind. We further show that all five properties hold for Bayes nets with any DAG and binary variables parameterized with noisy-or and noisy-and gates.
Conditions Under Which Conditional Independence and Scoring Methods Lead to Identical Selection of Bayesian Network Models
It is often stated in papers tackling the task of inferring Bayesian network structures from data that there are these two distinct approaches: (i) Apply conditional independence tests when testing for the presence or otherwise of edges; (ii) Search the model space using a scoring metric. Here I argue that for complete data and a given node ordering this division is a myth, by showing that cross entropy methods for checking conditional independence are mathematically identical to methods based upon discriminating between models by their overall goodness-of-fit logarithmic scores.