Uncertainty
Multiplicative Forests for Continuous-Time Processes
Weiss, Jeremy, Natarajan, Sriraam, Page, David
Learning temporal dependencies between variables over continuous time is an important and challenging task. Continuous-time Bayesian networks effectively model such processes but are limited by the number of conditional intensity matrices, which grows exponentially in the number of parents per variable. We develop a partition-based representation using regression trees and forests whose parameter spaces grow linearly in the number of node splits. Using a multiplicative assumption we show how to update the forest likelihood in closed form, producing efficient model updates. Our results show multiplicative forests can be learned from few temporal trajectories with large gains in performance and scalability.
Bethe Bounds and Approximating the Global Optimum
Inference in general Markov random fields (MRFs) is NP-hard, though identifying the maximum a posteriori (MAP) configuration of pairwise MRFs with submodular cost functions is efficiently solvable using graph cuts. Marginal inference, however, even for this restricted class, is in #P. We prove new formulations of derivatives of the Bethe free energy, provide bounds on the derivatives and bracket the locations of stationary points, introducing a new technique called Bethe bound propagation. Several results apply to pairwise models whether associative or not. Applying these to discretized pseudo-marginals in the associative case we present a polynomial time approximation scheme for global optimization provided the maximum degree is $O(\log n)$, and discuss several extensions.
Alternating Directions Dual Decomposition
Martins, Andre F. T., Figueiredo, Mario A. T., Aguiar, Pedro M. Q., Smith, Noah A., Xing, Eric P.
We propose AD3, a new algorithm for approximate maximum a posteriori (MAP) inference on factor graphs based on the alternating directions method of multipliers. Like dual decomposition algorithms, AD3 uses worker nodes to iteratively solve local subproblems and a controller node to combine these local solutions into a global update. The key characteristic of AD3 is that each local subproblem has a quadratic regularizer, leading to a faster consensus than subgradient-based dual decomposition, both theoretically and in practice. We provide closed-form solutions for these AD3 subproblems for binary pairwise factors and factors imposing first-order logic constraints. For arbitrary factors (large or combinatorial), we introduce an active set method which requires only an oracle for computing a local MAP configuration, making AD3 applicable to a wide range of problems. Experiments on synthetic and realworld problems show that AD3 compares favorably with the state-of-the-art.
Learning to Predict from Textual Data
Radinsky, K., Davidovich, S., Markovitch, S.
Given a current news event, we tackle the problem of generating plausible predictions of future events it might cause. We present a new methodology for modeling and predicting such future news events using machine learning and data mining techniques. Our Pundit algorithm generalizes examples of causality pairs to infer a causality predictor. To obtain precisely labeled causality examples, we mine 150 years of news articles and apply semantic natural language modeling techniques to headlines containing certain predefined causality patterns. For generalization, the model uses a vast number of world knowledge ontologies. Empirical evaluation on real news articles shows that our Pundit algorithm performs as well as non-expert humans.
Design of Intelligent Agents Based System for Commodity Market Simulation with JADE
Refianti, R., Mutiara, A. B., Gunawan, H.
A market of potato commodity for industry scale usage is engaging several types of actors. They are farmers, middlemen, and industries. A multi-agent system has been built to simulate these actors into agent entities, based on manually given parameters within a simulation scenario file. Each type of agents has its own fuzzy logic representing actual actors' knowledge, to be used to interpreting values and take appropriated decision of it while on simulation. The system will simulate market activities with programmed behaviors then produce the results as spreadsheet and chart graph files. These results consist of each agent's yearly finance and commodity data. The system will also predict each of next value from these outputs.
Irrelevant and independent natural extension for sets of desirable gambles
The results in this paper add useful tools to the theory of sets of desirable gambles, a growing toolbox for reasoning with partial probability assessments. We investigate how to combine a number of marginal coherent sets of desirable gambles into a joint set using the properties of epistemic irrelevance and independence. We provide formulas for the smallest such joint, called their independent natural extension, and study its main properties. The independent natural extension of maximal coherent sets of desirable gambles allows us to define the strong product of sets of desirable gambles. Finally, we explore an easy way to generalise these results to also apply for the conditional versions of epistemic irrelevance and independence. Having such a set of tools that are easily implemented in computer programs is clearly beneficial to fields, like AI, with a clear interest in coherent reasoning under uncertainty using general and robust uncertainty models that require no full specification.
An Experiment with Hierarchical Bayesian Record Linkage
In record linkage (RL), or exact file matching, the goal is to identify the links between entities with information on two or more files. RL is an important activity in areas including counting the population, enhancing survey frames and data, and conducting epidemiological and follow-up studies. RL is challenging when files are very large, no accurate personal identification (ID) number is present on all files for all units, and some information is recorded with error. Without an unique ID number one must rely on comparisons of names, addresses, dates, and other information to find the links. Latent class models can be used to automatically score the value of information for determining match status. Data for fitting models come from comparisons made within groups of units that pass initial file blocking requirements. Data distributions can vary across blocks. This article examines the use of prior information and hierarchical latent class models in the context of RL.
A Practical Algorithm for Topic Modeling with Provable Guarantees
Arora, Sanjeev, Ge, Rong, Halpern, Yoni, Mimno, David, Moitra, Ankur, Sontag, David, Wu, Yichen, Zhu, Michael
Topic models provide a useful method for dimensionality reduction and exploratory data analysis in large text corpora. Most approaches to topic model inference have been based on a maximum likelihood objective. Efficient algorithms exist that approximate this objective, but they have no provable guarantees. Recently, algorithms have been introduced that provide provable bounds, but these algorithms are not practical because they are inefficient and not robust to violations of model assumptions. In this paper we present an algorithm for topic model inference that is both provable and practical. The algorithm produces results comparable to the best MCMC implementations while running orders of magnitude faster.
When you talk about "Information processing" what actually do you have in mind?
"Information Processing" is a recently launched buzzword whose meaning is vague and obscure even for the majority of its users. The reason for this is the lack of a suitable definition for the term "information". In my attempt to amend this bizarre situation, I have realized that, following the insights of Kolmogorov's Complexity theory, information can be defined as a description of structures observable in a given data set. Two types of structures could be easily distinguished in every data set - in this regard, two types of information (information descriptions) should be designated: physical information and semantic information. Kolmogorov's theory also posits that the information descriptions should be provided as a linguistic text structure. This inevitably leads us to an assertion that information processing has to be seen as a kind of text processing. The idea is not new - inspired by the observation that human information processing is deeply rooted in natural language handling customs, Lotfi Zadeh and his followers have introduced the so-called "Computing With Words" paradigm. Despite of promotional efforts, the idea is not taking off yet. The reason - a lack of a coherent understanding of what should be called "information", and, as a result, misleading research roadmaps and objectives. I hope my humble attempt to clarify these issues would be helpful in avoiding common traps and pitfalls.
Increasing Air Traffic: What is the Problem?
Hadjaz, Areski, Marceau, Gaétan, Savéant, Pierre, Schoenauer, Marc
Nowadays, huge efforts are made to modernize the air traffic management systems to cope with uncertainty, complexity and sub-optimality. An answer is to enhance the information sharing between the stakeholders. This paper introduces a framework that bridges the gap between air traffic management and air traffic control on the one hand, and bridges the gap between the ground, the approach and the en-route centers on the other hand. An original system is presented, that has three essential components: the trajectory models, the optimization process, and the monitoring process. The uncertainty of the trajectory is modeled with a Bayesian Network, where the nodes are associated to two types of random variables: the time of overflight on metering points of the airspace, and the traveling time of the routes linking these points. The resulting Bayesian Network covers the complete airspace, and Monte- Carlo simulations are done to estimate the probabilities of sector congestion and delays. On top of this trajectory model, an optimization process minimizes these probabilities by tuning the parameters of the Bayesian trajectory model related to overflight times on metering points. The last component is the monitoring process, that continuously updates the situation of the airspace, modifying the trajectories uncertainties according to actual positions of aircraft. After each update, a new optimal set of overflight times is computed, and can be communicated to the controllers as clearances for the aircraft pilots. The paper presents a formal specification of this global optimization problem, whose underlying rationale was derived with the help of air traffic controllers at Thales Air Systems.