Uncertainty
A Probabilistic Perspective on Gaussian Filtering and Smoothing
Deisenroth, Marc Peter, Ohlsson, Henrik
We present a general probabilistic perspective on Gaussian filtering and smoothing. This allows us to show that common approaches to Gaussian filtering/smoothing can be distinguished solely by their methods of computing/approximating the means and covariances of joint probabilities. This implies that novel filters and smoothers can be derived straightforwardly by providing methods for computing these moments. Based on this insight, we derive the cubature Kalman smoother and propose a novel robust filtering and smoothing algorithm based on Gibbs sampling.
Reconstruction of Epsilon-Machines in Predictive Frameworks and Decisional States
This article introduces both a new algorithm for reconstructing epsilon-machines from data, as well as the decisional states. These are defined as the internal states of a system that lead to the same decision, based on a user-provided utility or pay-off function. The utility function encodes some a priori knowledge external to the system, it quantifies how bad it is to make mistakes. The intrinsic underlying structure of the system is modeled by an epsilon-machine and its causal states. The decisional states form a partition of the lower-level causal states that is defined according to the higher-level user's knowledge. In a complex systems perspective, the decisional states are thus the "emerging" patterns corresponding to the utility function. The transitions between these decisional states correspond to events that lead to a change of decision. The new REMAPF algorithm estimates both the epsilon-machine and the decisional states from data. Application examples are given for hidden model reconstruction, cellular automata filtering, and edge detection in images.
Reasoning within Fuzzy Description Logics
Description Logics (DLs) are suitable, well-known, logics for managing structured knowledge. They allow reasoning about individuals and well defined concepts, i.e., set of individuals with common properties. The experience in using DLs in applications has shown that in many cases we would like to extend their capabilities. In particular, their use in the context of Multimedia Information Retrieval (MIR) leads to the convincement that such DLs should allow the treatment of the inherent imprecision in multimedia object content representation and retrieval. In this paper we will present a fuzzy extension of ALC, combining Zadeh's fuzzy logic with a classical DL. In particular, concepts becomes fuzzy and, thus, reasoning about imprecise concepts is supported. We will define its syntax, its semantics, describe its properties and present a constraint propagation calculus for reasoning in it.
Accelerating Reinforcement Learning through Implicit Imitation
Imitation can be viewed as a means of enhancing learning in multiagent environments. It augments an agent's ability to learn useful behaviors by making intelligent use of the knowledge implicit in behaviors demonstrated by cooperative teachers or other more experienced agents. We propose and study a formal model of implicit imitation that can accelerate reinforcement learning dramatically in certain cases. Roughly, by observing a mentor, a reinforcement-learning agent can extract information about its own capabilities in, and the relative value of, unvisited parts of the state space. We study two specific instantiations of this model, one in which the learning agent and the mentor have identical abilities, and one designed to deal with agents and mentors with different action sets. We illustrate the benefits of implicit imitation by integrating it with prioritized sweeping, and demonstrating improved performance and convergence through observation of single and multiple mentors. Though we make some stringent assumptions regarding observability and possible interactions, we briefly comment on extensions of the model that relax these restricitions.
Learning unbelievable marginal probabilities
Pitkow, Xaq, Ahmadian, Yashar, Miller, Ken D.
Loopy belief propagation performs approximate inference on graphical models with loops. One might hope to compensate for the approximation by adjusting model parameters. Learning algorithms for this purpose have been explored previously, and the claim has been made that every set of locally consistent marginals can arise from belief propagation run on a graphical model. On the contrary, here we show that many probability distributions have marginals that cannot be reached by belief propagation using any set of model parameters or any learning algorithm. We call such marginals `unbelievable.' This problem occurs whenever the Hessian of the Bethe free energy is not positive-definite at the target marginals. All learning algorithms for belief propagation necessarily fail in these cases, producing beliefs or sets of beliefs that may even be worse than the pre-learning approximation. We then show that averaging inaccurate beliefs, each obtained from belief propagation using model parameters perturbed about some learned mean values, can achieve the unbelievable marginals.
AIS-BN: An Adaptive Importance Sampling Algorithm for Evidential Reasoning in Large Bayesian Networks
Stochastic sampling algorithms, while an attractive alternative to exact algorithms in very large Bayesian network models, have been observed to perform poorly in evidential reasoning with extremely unlikely evidence. To address this problem, we propose an adaptive importance sampling algorithm, AIS-BN, that shows promising convergence rates even under extreme conditions and seems to outperform the existing sampling algorithms consistently. Three sources of this performance improvement are (1) two heuristics for initialization of the importance function that are based on the theoretical properties of importance sampling in finite-dimensional integrals and the structural advantages of Bayesian networks, (2) a smooth learning method for the importance function, and (3) a dynamic weighting function for combining samples from different stages of the algorithm. We tested the performance of the AIS-BN algorithm along with two state of the art general purpose sampling algorithms, likelihood weighting (Fung and Chang, 1989; Shachter and Peot, 1989) and self-importance sampling (Shachter and Peot, 1989). We used in our tests three large real Bayesian network models available to the scientific community: the CPCS network (Pradhan et al., 1994), the PathFinder network (Heckerman, Horvitz, and Nathwani, 1990), and the ANDES network (Conati, Gertner, VanLehn, and Druzdzel, 1997), with evidence as unlikely as 10^-41. While the AIS-BN algorithm always performed better than the other two algorithms, in the majority of the test cases it achieved orders of magnitude improvement in precision of the results. Improvement in speed given a desired precision is even more dramatic, although we are unable to report numerical results here, as the other algorithms almost never achieved the precision reached even by the first few iterations of the AIS-BN algorithm.
On Deducing Conditional Independence from d-Separation in Causal Graphs with Feedback (Research Note)
Pearl and Dechter (1996) claimed that the d-separation criterion for conditional independence in acyclic causal networks also applies to networks of discrete variables that have feedback cycles, provided that the variables of the system are uniquely determined by the random disturbances. I show by example that this is not true in general. Some condition stronger than uniqueness is needed, such as the existence of a causal dynamics guaranteed to lead to the unique solution.
Randomized Algorithms for the Loop Cutset Problem
Bar-Yehuda, R., Becker, A., Geiger, D.
We show how to find a minimum weight loop cutset in a Bayesian network with high probability. Finding such a loop cutset is the first step in the method of conditioning for inference. Our randomized algorithm for finding a loop cutset outputs a minimum loop cutset after O(c 6^k kn) steps with probability at least 1 - (1 - 1/(6^k))^c6^k, where c > 1 is a constant specified by the user, k is the minimal size of a minimum weight loop cutset, and n is the number of vertices. We also show empirically that a variant of this algorithm often finds a loop cutset that is closer to the minimum weight loop cutset than the ones found by the best deterministic algorithms known.
The Good Old Davis-Putnam Procedure Helps Counting Models
Birnbaum, E., Lozinskii, E. L.
As was shown recently, many important AI problems require counting the number of models of propositional formulas. The problem of counting models of such formulas is, according to present knowledge, computationally intractable in a worst case. Based on the Davis-Putnam procedure, we present an algorithm, CDP, that computes the exact number of models of a propositional CNF or DNF formula F. Let m and n be the number of clauses and variables of F, respectively, and let p denote the probability that a literal l of F occurs in a clause C of F, then the average running time of CDP is shown to be O(nm^d), where d=-1/log(1-p). The practical performance of CDP has been estimated in a series of experiments on a wide variety of CNF formulas.
Committee-Based Sample Selection for Probabilistic Classifiers
Argamon-Engelson, S., Dagan, I.
In many real-world learning tasks, it is expensive to acquire a sufficient number of labeled examples for training. This paper investigates methods for reducing annotation cost by `sample selection'. In this approach, during training the learning program examines many unlabeled examples and selects for labeling only those that are most informative at each stage. This avoids redundantly labeling examples that contribute little new information. Our work follows on previous research on Query By Committee, extending the committee-based paradigm to the context of probabilistic classification. We describe a family of empirical methods for committee-based sample selection in probabilistic classification models, which evaluate the informativeness of an example by measuring the degree of disagreement between several model variants. These variants (the committee) are drawn randomly from a probability distribution conditioned by the training set labeled so far. The method was applied to the real-world natural language processing task of stochastic part-of-speech tagging. We find that all variants of the method achieve a significant reduction in annotation cost, although their computational efficiency differs. In particular, the simplest variant, a two member committee with no parameters to tune, gives excellent results. We also show that sample selection yields a significant reduction in the size of the model used by the tagger.