Uncertainty
A Novel Methodology for Processing Probabilistic Knowledge Bases Under Maximum Entropy
Kern-Isberner, Gabriele (TU Dortmund University) | Wilhelm, Marco (TU Dortmund University) | Beierle, Christoph (University of Hagen)
Probabilistic reasoning under the so-called principle of maximum entropy is a viable and convenient alternative to Bayesian networks, relieving the user from providing complete (local) probabilistic information and observing rigorous conditional independence assumptions. In this paper, we present a novel approach to performing computational MaxEnt reasoning that makes use of symbolic computations instead of graph-based techniques. Given a probabilistic knowledge base, we encode the MaxEnt optimization problem into a system of polynomial equations, and then apply Gröbner basis theory to find MaxEnt inferences as solutions to the polynomials. We illustrate our approach with an example of a knowledge base that represents findings on fraud detection in enterprises.
A Hybrid Fuzzy-Firefly Approach for Rule-Based Classification
Pouyan, Maziyar Baran (University of Texas at Dallas) | Yousefi, Rasoul (University of Texas at Dallas) | Ostadabbas, Sarah (University of Texas at Dallas) | Nourani, Mehrdad (University of Texas at Dallas)
Pattern classification algorithms have been applied in data mining and signal processing to extract the knowledge from data in a wide range of applications. The Fuzzy inference systems have successfully been used to extract rules in rule-based applications. In this paper, a novel hybrid methodology using: (i) fuzzy logic (in form of if-then rules) and (ii) a bio-inspired optimization technique (firefly algorithm) is proposed to improve performance and accuracy of classification task. Experiments are done using nine standard data sets in UCI machine learning repository. The results show that overall the accuracy and performance of our classification are better or very competitive compared to others reported in literature.
Why (and When and How) Contrastive Divergence Works
Contrastive divergence (CD) is a promising method of inference in high dimensional distributions with intractable normalizing constants, however, the theoretical foundations justifying its use are somewhat shaky. This document proposes a framework for understanding CD inference, how/when it works, and provides multiple justifications for the CD moment conditions, including framing them as a variational approximation. Algorithms for performing inference are discussed and are applied to social network data using an exponential-family random graph models (ERGM). The framework also provides guidance about how to construct MCMC kernels providing good CD inference, which turn out to be quite different from those used typically to provide fast global mixing.
Markov Blanket Ranking using Kernel-based Conditional Dependence Measures
Strobl, Eric V., Visweswaran, Shyam
Developing feature selection algorithms that move beyond a pure correlational to a more causal analysis of observational data is an important problem in the sciences. Several algorithms attempt to do so by discovering the Markov blanket of a target, but they all contain a forward selection step which variables must pass in order to be included in the conditioning set. As a result, these algorithms may not consider all possible conditional multivariate combinations. We improve on this limitation by proposing a backward elimination method that uses a kernel-based conditional dependence measure to identify the Markov blanket in a fully multivariate fashion. The algorithm is easy to implement and compares favorably to other methods on synthetic and real datasets.
Cover Tree Bayesian Reinforcement Learning
Tziortziotis, Nikolaos, Dimitrakakis, Christos, Blekas, Konstantinos
This paper proposes an online tree-based Bayesian approach for reinforcement learning. For inference, we employ a generalised context tree model. This defines a distribution on multivariate Gaussian piecewise-linear models, which can be updated in closed form. The tree structure itself is constructed using the cover tree method, which remains efficient in high dimensional spaces. We combine the model with Thompson sampling and approximate dynamic programming to obtain effective exploration policies in unknown environments. The flexibility and computational simplicity of the model render it suitable for many reinforcement learning problems in continuous state spaces. We demonstrate this in an experimental comparison with least squares policy iteration.
Nested Hierarchical Dirichlet Processes
Paisley, John, Wang, Chong, Blei, David M., Jordan, Michael I.
We develop a nested hierarchical Dirichlet process (nHDP) for hierarchical topic modeling. The nHDP is a generalization of the nested Chinese restaurant process (nCRP) that allows each word to follow its own path to a topic node according to a document-specific distribution on a shared tree. This alleviates the rigid, single-path formulation of the nCRP, allowing a document to more easily express thematic borrowings as a random effect. We derive a stochastic variational inference algorithm for the model, in addition to a greedy subtree selection method for each document, which allows for efficient inference using massive collections of text documents. We demonstrate our algorithm on 1.8 million documents from The New York Times and 3.3 million documents from Wikipedia.
Exchangeable Variable Models
Niepert, Mathias, Domingos, Pedro
A sequence of random variables is exchangeable if its joint distribution is invariant under variable permutations. We introduce exchangeable variable models (EVMs) as a novel class of probabilistic models whose basic building blocks are partially exchangeable sequences, a generalization of exchangeable sequences. We prove that a family of tractable EVMs is optimal under zero-one loss for a large class of functions, including parity and threshold functions, and strictly subsumes existing tractable independence-based model families. Extensive experiments show that EVMs outperform state of the art classifiers such as SVMs and probabilistic models which are solely based on independence assumptions.
Auto-Encoding Variational Bayes
Kingma, Diederik P, Welling, Max
How can we perform efficient inference and learning in directed probabilistic models, in the presence of continuous latent variables with intractable posterior distributions, and large datasets? We introduce a stochastic variational inference and learning algorithm that scales to large datasets and, under some mild differentiability conditions, even works in the intractable case. Our contributions is two-fold. First, we show that a reparameterization of the variational lower bound yields a lower bound estimator that can be straightforwardly optimized using standard stochastic gradient methods. Second, we show that for i.i.d. datasets with continuous latent variables per datapoint, posterior inference can be made especially efficient by fitting an approximate inference model (also called a recognition model) to the intractable posterior using the proposed lower bound estimator. Theoretical advantages are reflected in experimental results.
Fast MLE Computation for the Dirichlet Multinomial
Given a collection of categorical data, we want to find the parameters of a Dirichlet distribution which maximizes the likelihood of that data. Newton's method is typically used for this purpose but current implementations require reading through the entire dataset on each iteration. In this paper, we propose a modification which requires only a single pass through the dataset and substantially decreases running time. Furthermore we analyze both theoretically and empirically the performance of the proposed algorithm, and provide an open source implementation.
Comparative Evaluation of Link-Based Approaches for Candidate Ranking in Link-to-Wikipedia Systems
Fernandez Garcia, N., Arias Fisteus, J., Sanchez Fernandez, L.
In recent years, the task of automatically linking pieces of text (anchors) mentioned in a document to Wikipedia articles that represent the meaning of these anchors has received extensive research attention. Typically, link-to-Wikipedia systems try to find a set of Wikipedia articles that are candidates to represent the meaning of the anchor and, later, rank these candidates to select the most appropriate one. In this ranking process the systems rely on context information obtained from the document where the anchor is mentioned and/or from Wikipedia. In this paper we center our attention in the use of Wikipedia links as context information. In particular, we offer a review of several candidate ranking approaches in the state-of-the-art that rely on Wikipedia link information. In addition, we provide a comparative empirical evaluation of the different approaches on five different corpora: the TAC 2010 corpus and four corpora built from actual Wikipedia articles and news items.