Uncertainty
Forest Density Estimation
Liu, Han, Xu, Min, Gu, Haijie, Gupta, Anupam, Lafferty, John, Wasserman, Larry
We study graph estimation and density estimation in high dimensions, using a family of density estimators based on forest structured undirected graphical models. For density estimation, we do not assume the true distribution corresponds to a forest; rather, we form kernel density estimates of the bivariate and univariate marginals, and apply Kruskal's algorithm to estimate the optimal forest on held out data. We prove an oracle inequality on the excess risk of the resulting estimator relative to the risk of the best forest. For graph estimation, we consider the problem of estimating forests with restricted tree sizes. We prove that finding a maximum weight spanning forest with restricted tree size is NP-hard, and develop an approximation algorithm for this problem. Viewing the tree size as a complexity parameter, we then select a forest using data splitting, and prove bounds on excess risk and structure selection consistency of the procedure. Experiments with simulated data and microarray data indicate that the methods are a practical alternative to Gaussian graphical models.
Estimating time-varying networks
Kolar, Mladen, Song, Le, Ahmed, Amr, Xing, Eric P.
Stochastic networks are a plausible representation of the relational information among entities in dynamic systems such as living cells or social communities. While there is a rich literature in estimating a static or temporally invariant network from observation data, little has been done toward estimating time-varying networks from time series of entity attributes. In this paper we present two new machine learning methods for estimating time-varying networks, which both build on a temporally smoothed $l_1$-regularized logistic regression formalism that can be cast as a standard convex-optimization problem and solved efficiently using generic solvers scalable to large networks. We report promising results on recovering simulated time-varying networks. For real data sets, we reverse engineer the latent sequence of temporally rewiring political networks between Senators from the US Senate voting records and the latent evolving regulatory networks underlying 588 genes across the life cycle of Drosophila melanogaster from the microarray time course.
Maximum Likelihood Joint Tracking and Association in a Strong Clutter without Combinatorial Complexity
Perlovsky, Leonid I., Deming, Ross W.
We have developed an efficient algorithm for the maximum likelihood joint tracking and association problem in a strong clutter for GMTI data. By using an iterative procedure of the dynamic logic process "from vague-to-crisp," the new tracker overcomes combinatorial complexity of tracking in highly-cluttered scenarios and results in a significant improvement in signal-to-clutter ratio.
Identifying the consequences of dynamic treatment strategies: A decision-theoretic overview
Dawid, A. Philip, Didelez, Vanessa
We consider the problem of learning about and comparing the consequences of dynamic treatment strategies on the basis of observational data. We formulate this within a probabilistic decision-theoretic framework. Our approach is compared with related work by Robins and others: in particular, we show how Robins's 'G-computation' algorithm arises naturally from this decision-theoretic perspective. Careful attention is paid to the mathematical and substantive conditions required to justify the use of this formula. These conditions revolve around a property we term stability, which relates the probabilistic behaviours of observational and interventional regimes. We show how an assumption of 'sequential randomization' (or 'no unmeasured confounders'), or an alternative assumption of 'sequential irrelevance', can be used to infer stability. Probabilistic influence diagrams are used to simplify manipulations, and their power and limitations are discussed. We compare our approach with alternative formulations based on causal DAGs or potential response models. We aim to show that formulating the problem of assessing dynamic treatment strategies as a problem of decision analysis brings clarity, simplicity and generality.
Hierarchical Multiclass Decompositions with Application to Authorship Determination
El-Yaniv, Ran, Etzion-Rosenberg, Noam
This paper is mainly concerned with the question of how to decompose multiclass classification problems into binary subproblems. We extend known Jensen-Shannon bounds on the Bayes risk of binary problems to hierarchical multiclass problems and use these bounds to develop a heuristic procedure for constructing hierarchical multiclass decomposition for multinomials. We test our method and compare it to the well known "all-pairs" decomposition. Our tests are performed using a new authorship determination benchmark test of machine learning authors. The new method consistently outperforms the all-pairs decomposition when the number of classes is small and breaks even on larger multiclass problems. Using both methods, the classification accuracy we achieve, using an SVM over a feature set consisting of both high frequency single tokens and high frequency token-pairs, appears to be exceptionally high compared to known results in authorship determination.
AI Theory and Practice: A Discussion on Hard Challenges and Opportunities Ahead
Horvitz, Eric (Microsoft Research) | Getoor, Lise (University of Maryland) | Guestrin, Carlos (Carnegie Mellon University) | Hendler, James (Rensselaer Polytechnic Institute) | Konstan, Joseph (University of Minnesota) | Subramanian, Devika (Rice University) | Wellman, Michael (University of Michigan) | Kautz, Henry (University of Rochester)
So, we have a variety of people here with different interests and backgrounds that I asked to talk about not just the key challenges ahead but potential opportunities and promising pathways, trajectories to solving those problems, and their predictions about how R&D might proceed in terms of the timing of various kinds of development over time. I asked the panelists briefly to frame their comments sharing a little bit about fundamental questions, such as, "What is the research goal?" Not everybody stays up late at night hunched over a computer or a simulation or a robotic system, pondering the foundations of intelligence and human-level AI. We have here today Lise Getoor from the University ipate the liability and insurance industry; and the of Maryland; Devika Subramanian, who other one, that it was a human interface problem, comes to us from Rice University; we have Carlos that people don't necessarily want to go and type Guestrin from Carnegie Mellon University (CMU); a bunch of yes/no questions into a computer to get James Hendler from Rensselaer Polytechnic Institute an answer, even with a rule-based explanation, (RPI); Mike Wellman at the University of that if you'd taken that just a step further and Michigan; Henry Kautz at tjhe University of solved the human problem, it might have worked. Rochester; and Joe Konstan, who comes to us from Related to that, I was remembering a bunch of the Midwest, as our Minneapolis person here on these smart house projects. And I have to admit I the panel. I think everyone Joe Konstan: I was actually surprised when you hates smart spaces. I think of myself at the core there's nobody there, do you warn people and give in human-computer interaction. So I went back them a chance to answer? There's no good answer and started looking at what I knew of artificial to this question. I can tell you if that person is in intelligence to try to see where the path forward bed asleep, the answer is no, don't wake them up was, and I was inspired by the past.
Fuzzy Micro-Agents for Interactive Narrative
Magerko, Brian (Georgia Tech) | Fiesler, Casey ( Georgia Institute of Technology ) | Baumer, Allan (Georgia Institute of Technology)
This paper describes our current approach in implementing computational improvisational micro-agents. This approach is intended to foster bottom-up research to better understand how to build more complex agent behaviors in a theatrical improvisational setting. Micro-agent designs are based on our current findings in a multi-year study focused on studying real life theatrical improvisers with an aim towards better understanding the cognition employed inimprovisation at the individual and group level. It also introduces a key architectural component from the domain of fuzzy logic that enables us to clearly represent some of our current findings.
An Embarrassingly Simple Speed-Up of Belief Propagation with Robust Potentials
Coughlan, James M., Shen, Huiying
We present an exact method of greatly speeding up belief propagation (BP) for a wide variety of potential functions in pairwise MRFs and other graphical models. Specifically, our technique applies whenever the pairwise potentials have been {\em truncated} to a constant value for most pairs of states, as is commonly done in MRF models with robust potentials (such as stereo) that impose an upper bound on the penalty assigned to discontinuities; for each of the $M$ possible states in one node, only a smaller number $m$ of compatible states in a neighboring node are assigned milder penalties. The computational complexity of our method is $O(mM)$, compared with $O(M^2)$ for standard BP, and we emphasize that the method is {\em exact}, in contrast with related techniques such as pruning; moreover, the method is very simple and easy to implement. Unlike some previous work on speeding up BP, our method applies both to sum-product and max-product BP, which makes it useful in any applications where marginal probabilities are required, such as maximum likelihood estimation. We demonstrate the technique on a stereo MRF example, confirming that the technique speeds up BP without altering the solution.
A Comprehensive Survey of Data Mining-based Fraud Detection Research
Phua, Clifton, Lee, Vincent, Smith, Kate, Gayler, Ross
This survey paper categorises, compares, and summarises from almost all published technical and review articles in automated fraud detection within the last 10 years. It defines the professional fraudster, formalises the main types and subtypes of known fraud, and presents the nature of data evidence collected within affected industries. Within the business context of mining the data to achieve higher cost savings, this research presents methods and techniques together with their problems. Compared to all related reviews on fraud detection, this survey covers much more technical articles and is the only one, to the best of our knowledge, which proposes alternative data and solutions from related domains.
Active Tuples-based Scheme for Bounding Posterior Beliefs
Bidyuk, B., Dechter, R., Rollon, E.
The paper presents a scheme for computing lower and upper bounds on the posterior marginals in Bayesian networks with discrete variables. Its power lies in its ability to use any available scheme that bounds the probability of evidence or posterior marginals and enhance its performance in an anytime manner. The scheme uses the cutset conditioning principle to tighten existing bounding schemes and to facilitate anytime behavior, utilizing a fixed number of cutset tuples. The accuracy of the bounds improves as the number of used cutset tuples increases and so does the computation time. We demonstrate empirically the value of our scheme for bounding posterior marginals and probability of evidence using a variant of the bound propagation algorithm as a plug-in scheme.