We propose a method called EDML for learning MAP parameters in binary Bayesian networks under incomplete data. The method assumes Beta priors and can be used to learn maximum likelihood parameters when the priors are uninformative. EDML exhibits interesting behaviors, especially when compared to EM. We introduce EDML, explain its origin, and study some of its properties both analytically and empirically.

The ideas about decision making under ignorance in economics are combined with the ideas about uncertainty representation in computer science. The combination sheds new light on the question of how artificial agents can act in a dynamically consistent manner. The notion of sequential consistency is formalized by adapting the law of iterated expectation for plausibility measures. The necessary and sufficient condition for a certainty equivalence operator for Nehring-Puppe's preference to be sequentially consistent is given. This result sheds light on the models of decision making under uncertainty.

Approximate Bayesian inference is NP-hard. Dagum and Luby defined the Local Variance Bound (LVB) to measure the approximation hardness of Bayesian inference on Bayesian networks, assuming the networks model strictly positive joint probability distributions, i.e. zero probabilities are not permitted. This paper introduces the k-test to measure the approximation hardness of inference on Bayesian networks with deterministic causalities in the probability distribution, i.e. when zero conditional probabilities are permitted. Approximation by stochastic sampling is a widely-used inference method that is known to suffer from inefficiencies due to sample rejection. The k-test predicts when rejection rates of stochastic sampling a Bayesian network will be low, modest, high, or when sampling is intractable.

The problem of active diagnosis arises in several applications such as disease diagnosis, and fault diagnosis in computer networks, where the goal is to rapidly identify the binary states of a set of objects (e.g., faulty or working) by sequentially selecting, and observing, (noisy) responses to binary valued queries. Current algorithms in this area rely on loopy belief propagation for active query selection. These algorithms have an exponential time complexity, making them slow and even intractable in large networks. We propose a rank-based greedy algorithm that sequentially chooses queries such that the area under the ROC curve of the rank-based output is maximized. The AUC criterion allows us to make a simplifying assumption that significantly reduces the complexity of active query selection (from exponential to near quadratic), with little or no compromise on the performance quality.

Compiling Bayesian networks (BNs) to junction trees and performing belief propagation over them is among the most prominent approaches to computing posteriors in BNs. However, belief propagation over junction tree is known to be computationally intensive in the general case. Its complexity may increase dramatically with the connectivity and state space cardinality of Bayesian network nodes. In this paper, we address this computational challenge using GPU parallelization. We develop data structures and algorithms that extend existing junction tree techniques, and specifically develop a novel approach to computing each belief propagation message in parallel. We implement our approach on an NVIDIA GPU and test it using BNs from several applications. Experimentally, we study how junction tree parameters affect parallelization opportunities and hence the performance of our algorithm. We achieve speedups ranging from 0.68 to 9.18 for the BNs studied.

The problem of learning the structure of Bayesian networks from complete discrete data with a limit on parent set size is considered. Learning is cast explicitly as an optimisation problem where the goal is to find a BN structure which maximises log marginal likelihood (BDe score). Integer programming, specifically the SCIP framework, is used to solve this optimisation problem. Acyclicity constraints are added to the integer program (IP) during solving in the form of cutting planes. Finding good cutting planes is the key to the success of the approach -the search for such cutting planes is effected using a sub-IP. Results show that this is a particularly fast method for exact BN learning.

We present a distributed anytime algorithm for performing MAP inference in graphical models. The problem is formulated as a linear programming relaxation over the edges of a graph. The resulting program has a constraint structure that allows application of the Dantzig-Wolfe decomposition principle. Subprograms are defined over individual edges and can be computed in a distributed manner. This accommodates solutions to graphs whose state space does not fit in memory. The decomposition master program is guaranteed to compute the optimal solution in a finite number of iterations, while the solution converges monotonically with each iteration. Formulating the MAP inference problem as a linear program allows additional (global) constraints to be defined; something not possible with message passing algorithms. Experimental results show that our algorithm's solution quality outperforms most current algorithms and it scales well to large problems.

Many representation schemes combining first-order logic and probability have been proposed in recent years. Progress in unifying logical and probabilistic inference has been slower. Existing methods are mainly variants of lifted variable elimination and belief propagation, neither of which take logical structure into account. We propose the first method that has the full power of both graphical model inference and first-order theorem proving (in finite domains with Herbrand interpretations). We first define probabilistic theorem proving, their generalization, as the problem of computing the probability of a logical formula given the probabilities or weights of a set of formulas. We then show how this can be reduced to the problem of lifted weighted model counting, and develop an efficient algorithm for the latter. We prove the correctness of this algorithm, investigate its properties, and show how it generalizes previous approaches. Experiments show that it greatly outperforms lifted variable elimination when logical structure is present. Finally, we propose an algorithm for approximate probabilistic theorem proving, and show that it can greatly outperform lifted belief propagation.

Determinantal point processes (DPPs), which arise in random matrix theory and quantum physics, are natural models for subset selection problems where diversity is preferred. Among many remarkable properties, DPPs offer tractable algorithms for exact inference, including computing marginal probabilities and sampling; however, an important open question has been how to learn a DPP from labeled training data. In this paper we propose a natural feature-based parameterization of conditional DPPs, and show how it leads to a convex and efficient learning formulation. We analyze the relationship between our model and binary Markov random fields with repulsive potentials, which are qualitatively similar but computationally intractable. Finally, we apply our approach to the task of extractive summarization, where the goal is to choose a small subset of sentences conveying the most important information from a set of documents. In this task there is a fundamental tradeoff between sentences that are highly relevant to the collection as a whole, and sentences that are diverse and not repetitive. Our parameterization allows us to naturally balance these two characteristics. We evaluate our system on data from the DUC 2003/04 multi-document summarization task, achieving state-of-the-art results.

Many real-world decision-theoretic planning problems can be naturally modeled with discrete and continuous state Markov decision processes (DC-MDPs). While previous work has addressed automated decision-theoretic planning for DCMDPs, optimal solutions have only been defined so far for limited settings, e.g., DC-MDPs having hyper-rectangular piecewise linear value functions. In this work, we extend symbolic dynamic programming (SDP) techniques to provide optimal solutions for a vastly expanded class of DCMDPs. To address the inherent combinatorial aspects of SDP, we introduce the XADD - a continuous variable extension of the algebraic decision diagram (ADD) - that maintains compact representations of the exact value function. Empirically, we demonstrate an implementation of SDP with XADDs on various DC-MDPs, showing the first optimal automated solutions to DCMDPs with linear and nonlinear piecewise partitioned value functions and showing the advantages of constraint-based pruning for XADDs.