Uncertainty
Learning Convex Inference of Marginals
Graphical models trained using maximum likelihood are a common tool for probabilistic inference of marginal distributions. However, this approach suffers difficulties when either the inference process or the model is approximate. In this paper, the inference process is first defined to be the minimization of a convex function, inspired by free energy approximations. Learning is then done directly in terms of the performance of the inference process at univariate marginal prediction. The main novelty is that this is a direct minimization of emperical risk, where the risk measures the accuracy of predicted marginals.
Causal discovery of linear acyclic models with arbitrary distributions
Hoyer, Patrik O., Hyvarinen, Aapo, Scheines, Richard, Spirtes, Peter L., Ramsey, Joseph, Lacerda, Gustavo, Shimizu, Shohei
An important task in data analysis is the discovery of causal relationships between observed variables. For continuous-valued data, linear acyclic causal models are commonly used to model the data-generating process, and the inference of such models is a well-studied problem. However, existing methods have significant limitations. Methods based on conditional independencies (Spirtes et al. 1993; Pearl 2000) cannot distinguish between independence-equivalent models, whereas approaches purely based on Independent Component Analysis (Shimizu et al. 2006) are inapplicable to data which is partially Gaussian. In this paper, we generalize and combine the two approaches, to yield a method able to learn the model structure in many cases for which the previous methods provide answers that are either incorrect or are not as informative as possible. We give exact graphical conditions for when two distinct models represent the same family of distributions, and empirically demonstrate the power of our method through thorough simulations.
Learning Inclusion-Optimal Chordal Graphs
Auvray, Vincent, Wehenkel, Louis
Chordal graphs can be used to encode dependency models that are representable by both directed acyclic and undirected graphs. This paper discusses a very simple and efficient algorithm to learn the chordal structure of a probabilistic model from data. The algorithm is a greedy hill-climbing search algorithm that uses the inclusion boundary neighborhood over chordal graphs. In the limit of a large sample size and under appropriate hypotheses on the scoring criterion, we prove that the algorithm will find a structure that is inclusion-optimal when the dependency model of the data-generating distribution can be represented exactly by an undirected graph. The algorithm is evaluated on simulated datasets.
Identifying reasoning patterns in games
Antos, Dimitrios, Pfeffer, Avi
We present an algorithm that identifies the reasoning patterns of agents in a game, by iteratively examining the graph structure of its Multi-Agent Influence Diagram (MAID) representation. If the decision of an agent participates in no reasoning patterns, then we can effectively ignore that decision for the purpose of calculating a Nash equilibrium for the game. In some cases, this can lead to exponential time savings in the process of equilibrium calculation. Moreover, our algorithm can be used to enumerate the reasoning patterns in a game, which can be useful for constructing more effective computerized agents interacting with humans.
AND/OR Importance Sampling
The paper introduces AND/OR importance sampling for probabilistic graphical models. In contrast to importance sampling, AND/OR importance sampling caches samples in the AND/OR space and then extracts a new sample mean from the stored samples. We prove that AND/OR importance sampling may have lower variance than importance sampling; thereby providing a theoretical justification for preferring it over importance sampling. Our empirical evaluation demonstrates that AND/OR importance sampling is far more accurate than importance sampling in many cases.
Complexity of Inference in Graphical Models
Chandrasekaran, Venkat, Srebro, Nathan, Harsha, Prahladh
It is well-known that inference in graphical models is hard in the worst case, but tractable for models with bounded treewidth. We ask whether treewidth is the only structural criterion of the underlying graph that enables tractable inference. In other words, is there some class of structures with unbounded treewidth in which inference is tractable? Subject to a combinatorial hypothesis due to Robertson et al. (1994), we show that low treewidth is indeed the only structural restriction that can ensure tractability. Thus, even for the "best case" graph structure, there is no inference algorithm with complexity polynomial in the treewidth.
Uncertain and Approximative Knowledge Representation to Reasoning on Classification with a Fuzzy Networks Based System
The approach described here allows to use the fuzzy Object Based Representation of imprecise and uncertain knowledge. This representation has a great practical interest due to the possibility to realize reasoning on classification with a fuzzy semantic network based system. For instance, the distinction between necessary, possible and user classes allows to take into account exceptions that may appear on fuzzy knowledge-base and facilitates integration of user's Objects in the base. This approach describes the theoretical aspects of the architecture of the whole experimental A.I. system we built in order to provide effective on-line assistance to users of new technological systems: the understanding of "how it works" and "how to complete tasks" from queries in quite natural languages. In our model, procedural semantic networks are used to describe the knowledge of an "ideal" expert while fuzzy sets are used both to describe the approximative and uncertain knowledge of novice users in fuzzy semantic networks which intervene to match fuzzy labels of a query with categories from our "ideal" expert.
Multiple Kernel Learning: A Unifying Probabilistic Viewpoint
Nickisch, Hannes, Seeger, Matthias
We present a probabilistic viewpoint to multiple kernel learning unifying well-known regularised risk approaches and recent advances in approximate Bayesian inference relaxations. The framework proposes a general objective function suitable for regression, robust regression and classification that is lower bound of the marginal likelihood and contains many regularised risk approaches as special cases. Furthermore, we derive an efficient and provably convergent optimisation algorithm.
OpenGM: A C++ Library for Discrete Graphical Models
Andres, Bjoern, Beier, Thorsten, Kappes, Joerg H.
OpenGM is a C++ template library for defining discrete graphical models and performing inference on these models, using a wide range of state-of-the-art algorithms. No restrictions are imposed on the factor graph to allow for higher-order factors and arbitrary neighborhood structures. Large models with repetitive structure are handled efficiently because (i) functions that occur repeatedly need to be stored only once, and (ii) distinct functions can be implemented differently, using different encodings alongside each other in the same model. Several parametric functions (e.g. metrics), sparse and dense value tables are provided and so is an interface for custom C++ code. Algorithms are separated by design from the representation of graphical models and are easily exchangeable. OpenGM, its algorithms, HDF5 file format and command line tools are modular and extendible.
Oriented and Degree-generated Block Models: Generating and Inferring Communities with Inhomogeneous Degree Distributions
Zhu, Yaojia, Yan, Xiaoran, Moore, Cristopher
The stochastic block model is a powerful tool for inferring community structure from network topology. However, it predicts a Poisson degree distribution within each community, while most real-world networks have a heavy-tailed degree distribution. The degree-corrected block model can accommodate arbitrary degree distributions within communities. But since it takes the vertex degrees as parameters rather than generating them, it cannot use them to help it classify the vertices, and its natural generalization to directed graphs cannot even use the orientations of the edges. In this paper, we present variants of the block model with the best of both worlds: they can use vertex degrees and edge orientations in the classification process, while tolerating heavy-tailed degree distributions within communities. We show that for some networks, including synthetic networks and networks of word adjacencies in English text, these new block models achieve a higher accuracy than either standard or degree-corrected block models.