Bayesian Inference
Collaborative Expert Portfolio Management
Stern, David (Microsoft FUSE Labs) | Samulowitz, Horst (National ICT Australia and University of Melbourne) | Herbrich, Ralf (Microsoft FUSE Labs) | Graepel, Thore (Microsoft Research) | Pulina, Luca (Universita di Genova) | Tacchella, Armando (Universita di Genova)
We consider the task of assigning experts from a portfolio of specialists in order to solve a set of tasks. We apply a Bayesian model which combines collaborative filtering with a feature-based description of tasks and experts to yield a general framework for managing a portfolio of experts. The model learns an embedding of tasks and problems into a latent space in which affinity is measured by the inner product. The model can be trained incrementally and can track non-stationary data, tracking potentially changing expert and task characteristics. The approach allows us to use a principled decision theoretic framework for expert selection, allowing the user to choose a utility function that best suits their objectives. The model component for taking into account the performance feedback data is pluggable, allowing flexibility. We apply the model to manage a portfolio of algorithms to solve hard combinatorial problems. This is a well studied area and we demonstrate a large improvement on the state of the art in one domain (constraint solving) and in a second domain (combinatorial auctions) created a portfolio that performed significantly better than any single algorithm.
Subjective Trust Inference in Composite Services
Li, Lei (Macquarie University) | Wang, Yan (Macquarie University)
In Service-Oriented Computing (SOC) environments, the trustworthiness of each service is critical for a service client when selecting one from a large pool of services. The trust value of a service is usually in the range of [0,1] and is evaluated from the ratings given by service clients, which represent the subjective belief of these service clients on the satisfaction of delivered services. So a trust value can be taken as the subjective probability, with which one party believes that another party can perform an action in a certain situation. Hence, subjective probability theory should be adopted in trust evaluation. In addition, in SOC environments, a service usually invokes other services offered by different service providers forming a composite service. Thus, the global trust of a composite service should be evaluated based on complex invocation structures. In this paper, firstly, based on Bayesian inference, we propose a novel method to evaluate the subjective trustworthiness of a service component from a series of ratings given by service clients. Secondly, we interpret the trust dependency caused by service invocations as conditional probability, which is evaluated based on the subjective trust values of service components. Furthermore, we propose a joint subjective probability method to evaluate the subjective global trust of a composite service on the basis of trust dependency. Finally, we introduce the results of our conducted experiments to illustrate the properties of our proposed subjective global trust inference method.
Bayesian Policy Search for Multi-Agent Role Discovery
Wilson, Aaron (Oregon State University) | Fern, Alan (Oregon State University) | Tadepalli, Prasad (Oregon State University)
Bayesian inference is an appealing approach for leveraging prior knowledge in reinforcement learning (RL). In this paper we describe an algorithm for discovering different classes of roles for agents via Bayesian inference. In particular, we develop a Bayesian policy search approach for Multi-Agent RL (MARL), which is model-free and allows for priors on policy parameters. We present a novel optimization algorithm based on hybrid MCMC, which leverages both the prior and gradient information estimated from trajectories. Our experiments in a complex real-time strategy game demonstrate the effective discovery of roles from supervised trajectories, the use of discovered roles for successful transfer to similar tasks, and the discovery of roles through reinforcement learning.
Unsupervised Learning of Event Classes from Video
Sridhar, Muralikrishna (University of Leeds) | Cohn, Anthony G. (University of Leeds) | Hogg, David C. (University of Leeds)
We present a method for unsupervised learning of event classes from videos in which multiple actions might occur simultaneously. It is assumed that all such activities are produced from an underlying set of event class generators. The learning task is then to recover this generative process from visual data. A set of event classes is derived from the most likely decomposition of the tracks into a set of labelled events involving subsets of interacting tracks. Interactions between subsets of tracks are modelled as a relational graph structure that captures qualitative spatio-temporal relationships between these tracks. The posterior probability of candidate solutions favours decompositions in which events of the same class have a similar relational structure, together with other measures of well-formedness. A Markov Chain Monte Carlo (MCMC) procedure is used to efficiently search for the MAP solution. This search moves between possible decompositions of the tracks into sets of unlabelled events and at each move adds a close to optimal labelling (for this decomposition) using spectral clustering. Experiments on real data show that the discovered event classes are often semantically meaningful and correspond well with groundtruth event classes assigned by hand.
A Bayesian Nonparametric Approach to Modeling Mobility Patterns
Joseph, Joshua Mason (Massachusetts Institute of Technology) | Doshi-Velez, Finale (Massachusetts Institute of Technology) | Roy, Nicholas (Massachusetts Institute of Technology)
Constructing models of mobile agents can be difficult without domain-specific knowledge. Parametric models flexible enough to capture all mobility patterns that an expert believes are possible are often large, requiring a great deal of training data. In contrast, nonparametric models are extremely flexible and can generalize well with relatively little training data. We propose modeling the mobility patterns of moving agents as a mixture of Gaussian processes (GP) with a Dirichlet process (DP) prior over mixture weights. The GP provides a flexible representation for each individual mobility pattern, while the DP assigns observed trajectories to particular mobility patterns. Both the GPs and the DP adjust the model's complexity based on available data, implicitly avoiding issues of over-fitting or under-fitting. We apply our model to a helicopter-based tracking task, where the mobility patterns of the tracked agents — cars — are learned from real data collected from taxis in the greater Boston area.
Bayesian Matrix Factorization with Side Information and Dirichlet Process Mixtures
Porteous, Ian (University of California Irvine) | Asuncion, Arthur (University of California Irvine) | Welling, Max (University of California Irvine)
Matrix factorization is a fundamental technique in machine learning that is applicable to collaborative filtering, information retrieval and many other areas. In collaborative filtering and many other tasks, the objective is to fill in missing elements of a sparse data matrix. One of the biggest challenges in this case is filling in a column or row of the matrix with very few observations. In this paper we introduce a Bayesian matrix factorization model that performs regression against side information known about the data in addition to the observations. The side information helps by adding observed entries to the factored matrices. We also introduce a nonparametric mixture model for the prior of the rows and columns of the factored matrices that gives a different regularization for each latent class. Besides providing a richer prior, the posterior distribution of mixture assignments reveals the latent classes. Using Gibbs sampling for inference, we apply our model to the Netflix Prize problem of predicting movie ratings given an incomplete user-movie ratings matrix. Incorporating rating information with gathered metadata information, our Bayesian approach outperforms other matrix factorization techniques even when using fewer dimensions.
Properties of Bayesian Dirichlet Scores to Learn Bayesian Network Structures
Campos, Cassio Polpo de (Dalle Molle Institute for Artificial Intelligence) | Ji, Qiang (Rensselaer Polytechnic Institute)
As we see later, the mathematical derivations are more elaborate A Bayesian network is a probabilistic graphical model that than those recently introduced for BIC and AIC criteria relies on a structured dependency among random variables (de Campos, Zeng, and Ji 2009), and the reduction in the to represent a joint probability distribution in a compact and search space and cache size are less effective when priors efficient manner. It is composed by a directed acyclic graph are strong, but still relevant. This is expected, as the BIC (DAG) where nodes are associated to random variables and score is known to penalize complex graphs more than BD conditional probability distributions are defined for variables scores do. We show that the search space can be reduced given their parents in the graph. Learning the graph (or without losing the global optimality guarantee and that the structure) of these networks from data is one of the most memory requirements are small in many practical cases.
Reinforcement Learning via AIXI Approximation
Veness, Joel (University of New South Wales and NICTA) | Ng, Kee Siong (Medicare Australia and Australian National University) | Hutter, Marcus (Australian National University and NICTA) | Silver, David (University College London)
This paper introduces a principled approach for the design of a scalable general reinforcement learning agent. This 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 Monte Carlo Tree Search algorithm along with an agent-specific extension of the Context Tree Weighting algorithm. Empirically, we present a set of encouraging results on a number of stochastic, unknown, and partially observable domains.
Utilizing Context in Generative Bayesian Models for Linked Corpus
Kataria, Saurabh (Pennsylvania State University) | Mitra, Prasenjit (Pennsylvania State University) | Bhatia, Sumit (Pennsylvania State University)
In an interlinked corpus of documents, the context in which a citation appears provides extra information about the cited document. However, associating terms in the context to the cited document remains an open problem. We propose a novel document generation approach that statistically incorporates the context in which a document links to another document. We quantitatively show that the proposed generation scheme explains the linking phenomenon better than previous approaches. The context information along with the actual content of the document provides significant improvements over the previous approaches for various real world evaluation tasks such as link prediction and log-likelihood estimation on unseen content. The proposed method is more scalable to large collection of documents compared to the previous approaches.
Framework and Schema for Semantic Web Knowledge Bases
McGlothlin, James P. (The University of Texas at Dallas)
There is a growing need for scalable semantic web repositories which support inference and provide efficient queries. There is also a growing interest in representing uncertain knowledge in semantic web datasets and ontologies. In this paper, I present a bit vector schema specifically designed for RDF (Resource Description Framework) datasets. I propose a system for materializing and storing inferred knowledge using this schema. I show experimental results that demonstrate that this solution simplifies inference queries and drastically improves results. I also propose and describe a solution for materializing and persisting uncertain information and probabilities. Thresholds and bit vectors are used to provide efficient query access to this uncertain knowledge. My goal is to provide a semantic web repository that supports knowledge inference, uncertainty reasoning, and Bayesian networks, without sacrificing performance or scalability.