bnlearn is an R package which includes several algorithms for learning the structure of Bayesian networks with either discrete or continuous variables. Both constraint-based and score-based algorithms are implemented, and can use the functionality provided by the snow package to improve their performance via parallel computing. Several network scores and conditional independence algorithms are available for both the learning algorithms and independent use. Advanced plotting options are provided by the Rgraphviz package.

In this paper, we introduce Bayesian Abductive Logic Programs (BALPs), a new formalism that integrates Bayesian Logic Programs (BLPs) and Abductive Logic Programming (ALP) for abductive reasoning. Like BLPs, BALPs also combine first-order logic and Bayesian networks. However, unlike BLPs that use logical deduction to construct Bayes nets, BALPs employ logical abduction. As a result, BALPs are more suited for solving problems like plan/activity recognition and diagnosis that require abductive reasoning. First, we present the necessary enhancements to BLPs in order to support logical abduction. Next, we apply BALPs to the task of plan recognition and demonstrate its efficacy on two data sets. We also compare the performance of BALPs with several existing approaches for abduction.

BLOG is a powerful language to express models with an unknown number of objects and identity uncertainty. Current inference engines for BLOG are either too slow or require users to write a model-specific proposal distribution. We describe here, ongoing work to design a new, fast, generic inference engine for BLOG called blogc. The new implementation uses Gibbs sampling for finite-valued variables and performs an analysis of the model to generate customized sampling code in C. We describe our algorithms and methods in the context of various commonly used models and demonstrate significant performance improvement.

The overall goal of our research is the automatic recognition of the intended message of a grouped bar chart. This paper presents our preliminary work on a system that utilizes the communicative signals in a grouped bar chart as evidence in a Bayesian network that hypothesizes the primary message conveyed by the graphic. The paper discusses the kinds of communicative signals present in grouped bar charts and an ACT-R model for computationalizing one important communicative signal, the relative effort involved in performing the perceptual tasks necessary for the recognition. It also describes our Bayesian network and its implementation on a subset of the kinds of messages that can be conveyed by grouped bar charts.

Knowledge compilation is a valuable tool for dealing with the computational intractability of propositional reasoning. In knowledge compilation, a representation in a source language is typically compiled into a target language in order to perform some reasoning task in polynomial time. One particularly popular target language is Deterministic Decomposable Negation Normal Form (d-DNNF). d-DNNF supports efficient reasoning for tasks such as consistency checking and model counting, and as such it has proven a useful representation language for Bayesian inference, conformant planning, and diagnosis. In this paper, we exploit recent advances in #SAT solving in order to produce a new state-of-the-art CNF → d-DNNF compiler. We evaluate the properties and performance of our compiler relative to C2D, the de facto standard for compiling to d-DNNF. Empirical results demonstrate that our compiler is generally one order of magnitude faster than C2D on typical benchmark problems while yielding a d-DNNF representation of comparable size.

Classic decision-theory is based on the maximum expected utility (MEU) principle, but crucially ignores the resource costs incurred when determining optimal decisions. Here we propose an axiomatic framework for bounded decision-making that considers resource costs. Agents are formalized as probability measures over input-output streams. We postulate that any such probability measure can be assigned a corresponding conjugate utility function based on three axioms: utilities should be real-valued, additive and monotonic mappings of probabilities. We show that these axioms enforce a unique conversion law between utility and probability (and thereby, information). Moreover, we show that this relation can be characterized as a variational principle: given a utility function, its conjugate probability measure maximizes a free utility functional. Transformations of probability measures can then be formalized as a change in free utility due to the addition of new constraints expressed by a target utility function. Accordingly, one obtains a criterion to choose a probability measure that trades off the maximization of a target utility function and the cost of the deviation from a reference distribution. We show that optimal control, adaptive estimation and adaptive control problems can be solved this way in a resource-efficient way. When resource costs are ignored, the MEU principle is recovered. Our formalization might thus provide a principled approach to bounded rationality that establishes a close link to information theory.

We tackle the problem of multi-class relational sequence learning using relevant patterns discovered from a set of labelled sequences. To deal with this problem, firstly each relational sequence is mapped into a feature vector using the result of a feature construction method. Since, the efficacy of sequence learning algorithms strongly depends on the features used to represent the sequences, the second step is to find an optimal subset of the constructed features leading to high classification accuracy. This feature selection task has been solved adopting a wrapper approach that uses a stochastic local search algorithm embedding a naive Bayes classifier. The performance of the proposed method applied to a real-world dataset shows an improvement when compared to other established methods, such as hidden Markov models, Fisher kernels and conditional random fields for relational sequences.

The major challenge in designing a discriminative learning algorithm for predicting structured data is to address the computational issues arising from the exponential size of the output space. Existing algorithms make different assumptions to ensure efficient, polynomial time estimation of model parameters. For several combinatorial structures, including cycles, partially ordered sets, permutations and other graph classes, these assumptions do not hold. In this thesis, we address the problem of designing learning algorithms for predicting combinatorial structures by introducing two new assumptions: (i) The first assumption is that a particular counting problem can be solved efficiently. The consequence is a generalisation of the classical ridge regression for structured prediction. (ii) The second assumption is that a particular sampling problem can be solved efficiently. The consequence is a new technique for designing and analysing probabilistic structured prediction models. These results can be applied to solve several complex learning problems including but not limited to multi-label classification, multi-category hierarchical classification, and label ranking.

Structural equation models and Bayesian networks have been widely used to study causal relationships between continuous variables. Recently, a non-Gaussian method called LiNGAM was proposed to discover such causal models and has been extended in various directions. An important problem with LiNGAM is that the results are affected by the random sampling of the data as with any statistical method. Thus, some analysis of the statistical reliability or confidence level should be conducted. A common method to evaluate a confidence level is a bootstrap method. However, a confidence level computed by ordinary bootstrap method is known to be biased as a probability-value ($p$-value) of hypothesis testing. In this paper, we propose a new procedure to apply an advanced bootstrap method called multiscale bootstrap to compute confidence levels, i.e., p-values, of LiNGAM outputs. The multiscale bootstrap method gives unbiased $p$-values with asymptotic much higher accuracy. Experiments on artificial data demonstrate the utility of our approach.

A challenging problem in estimating high-dimensional graphical models is to choose the regularization parameter in a data-dependent way. The standard techniques include $K$-fold cross-validation ($K$-CV), Akaike information criterion (AIC), and Bayesian information criterion (BIC). Though these methods work well for low-dimensional problems, they are not suitable in high dimensional settings. In this paper, we present StARS: a new stability-based method for choosing the regularization parameter in high dimensional inference for undirected graphs. The method has a clear interpretation: we use the least amount of regularization that simultaneously makes a graph sparse and replicable under random sampling. This interpretation requires essentially no conditions. Under mild conditions, we show that StARS is partially sparsistent in terms of graph estimation: i.e. with high probability, all the true edges will be included in the selected model even when the graph size diverges with the sample size. Empirically, the performance of StARS is compared with the state-of-the-art model selection procedures, including $K$-CV, AIC, and BIC, on both synthetic data and a real microarray dataset. StARS outperforms all these competing procedures.