Uncertainty
Latent Class Models for Algorithm Portfolio Methods
Silverthorn, Bryan (The University of Texas at Austin) | Miikkulainen, Risto (The University of Texas at Austin)
Different solvers for computationally difficult problems such as satisfiability (SAT) perform best on different instances. Algorithm portfolios exploit this phenomenon by predicting solvers' performance on specific problem instances, then shifting computational resources to the solvers that appear best suited. This paper develops a new approach to the problem of making such performance predictions: natural generative models of solver behavior. Two are proposed, both following from an assumption that problem instances cluster into latent classes: a mixture of multinomial distributions, and a mixture of Dirichlet compound multinomial distributions. The latter model extends the former to capture burstiness, the tendency of solver outcomes to recur. These models are integrated into an algorithm portfolio architecture and used to run standard SAT solvers on competition benchmarks. This approach is found competitive with the most prominent existing portfolio, SATzilla, which relies on domain-specific, hand-selected problem features; the latent class models, in contrast, use minimal domain knowledge. Their success suggests that these models can lead to more powerful and more general algorithm portfolio methods.
Dirichlet Process Mixtures of Generalized Linear Models
Hannah, Lauren A., Blei, David M., Powell, Warren B.
We propose Dirichlet Process mixtures of Generalized Linear Models (DP-GLM), a new method of nonparametric regression that accommodates continuous and categorical inputs, and responses that can be modeled by a generalized linear model. We prove conditions for the asymptotic unbiasedness of the DP-GLM regression mean function estimate. We also give examples for when those conditions hold, including models for compactly supported continuous distributions and a model with continuous covariates and categorical response. We empirically analyze the properties of the DP-GLM and why it provides better results than existing Dirichlet process mixture regression models. We evaluate DP-GLM on several data sets, comparing it to modern methods of nonparametric regression like CART, Bayesian trees and Gaussian processes. Compared to existing techniques, the DP-GLM provides a single model (and corresponding inference algorithms) that performs well in many regression settings.
Framework and Schema for Semantic Web Knowledge Bases
McGlothlin, James P. (The University of Texas at Dallas)
There is a growing need for scalable semantic web repositories which support inference and provide efficient queries. There is also a growing interest in representing uncertain knowledge in semantic web datasets and ontologies. In this paper, I present a bit vector schema specifically designed for RDF (Resource Description Framework) datasets. I propose a system for materializing and storing inferred knowledge using this schema. I show experimental results that demonstrate that this solution simplifies inference queries and drastically improves results. I also propose and describe a solution for materializing and persisting uncertain information and probabilities. Thresholds and bit vectors are used to provide efficient query access to this uncertain knowledge. My goal is to provide a semantic web repository that supports knowledge inference, uncertainty reasoning, and Bayesian networks, without sacrificing performance or scalability.
Learning Bayesian Networks with the bnlearn R Package
In recent years Bayesian networks have been used in many fields, from Online Analytical Processing (OLAP) performance enhancement (Margaritis 2003) to medical service performance analysis (Acid et al. 2004), gene expression analysis (Friedman et al. 2000), breast cancer prognosis and epidemiology (Holmes and Jain 2008). The high dimensionality of the data sets common in these domains have led to the development of several learning algorithms focused on reducing computational complexity while still learning the correct network. Some examples are the Grow-Shrink algorithm in Margaritis (2003), the Incremental Association algorithm and its derivatives in Tsamardinos et al. (2003) and in Yaramakala and Margaritis (2005), the Sparse Candidate algorithm in Friedman et al. (1999), the Optimal Reinsertion in Moore and Wong (2003) and the Greedy Equivalent Search in Chickering (2002). The aim of the bnlearn package is to provide a free implementation of some of these structure learning algorithms along with the conditional independence tests and network scores used 2 Learning Bayesian Networks with the bnlearn R Package to construct the Bayesian network. Both discrete and continuous data are supported. Furthermore, the learning algorithms can be chosen separately from the statistical criterion they are based on (which is usually not possible in the reference implementation provided by the algorithms' authors), so that the best combination for the data at hand can be used.
Lifted Message Passing for Satisfiability
Hadiji, Fabian (Fraunhofer IAIS) | Kersting, Kristian (Fraunhofer IAIS) | Ahmadi, Babak (Fraunhofer IAIS)
Unifying logical and probabilistic reasoning is a longstanding goal of AI. While recent work in lifted belief propagation, handling whole sets of indistinguishable objects together, are promising steps towards achieving this goal that even scale to realistic domains, they are not tailored towards solving combinatorial problems such as determining the satisfiability of Boolean formulas. Recent results, however, show that certain other message passing algorithms, namely, survey propagation, are remarkably successful at solving such problems. In this paper, we propose the first lifted variants of survey propagation and its simpler version warning propagation. Our initial experimental results indicate that they are faster than using lifted belief propagation to determine the satisfiability of Boolean formulas.
Efficient Lifting for Online Probabilistic Inference
Nath, Aniruddh (University of Washington) | Domingos, Pedro (University of Washington)
Lifting can greatly reduce the cost of inference on first-order probabilistic graphical models, but constructing the lifted network can itself be quite costly. In online applications (e.g., video segmentation) repeatedly constructing the lifted network for each new inference can be extremely wasteful, because the evidence typically changes little from one inference to the next. The same is true in many other problems that require repeated inference, like utility maximization, MAP inference, interactive inference, parameter and structure learning, etc. In this paper, we propose an efficient algorithm for updating the structure of an existing lifted network with incremental changes to the evidence. This allows us to construct the lifted network once for the initial inference problem, and amortize the cost over the subsequent problems. Experiments on video segmentation and viral marketing problems show that the algorithm greatly reduces the cost of inference without affecting the quality of the solutions.
Automatic Inference in BLOG
Arora, Nimar S. (University of California, Berkeley) | Russell, Stuart (University of California, Berkeley) | Sudderth, Erik (Brown University)
BLOG is a powerful language to express models with an unknown number of objects and identity uncertainty. Current inference engines for BLOG are either too slow or require users to write a model-specific proposal distribution. We describe here, ongoing work to design a new, fast, generic inference engine for BLOG called blogc. The new implementation uses Gibbs sampling for finite-valued variables and performs an analysis of the model to generate customized sampling code in C. We describe our algorithms and methods in the context of various commonly used models and demonstrate significant performance improvement.
Lifted Inference for Relational Continuous Models
Choi, Jaesik (University of Illinois at Urbana-Champaign) | Hill, David J. (Rutgers, The State University of New Jersey) | Amir, Eyal (University of Illinois at Urbana-Champaign)
Relational Continuous Models (RCMs) represent joint probability densities over attributes of objects, when the attributes have continuous domains. With relational representation, they can model joint probability distributions over large numbers of variables compactly in a natural way. This paper presents the first exact inference algorithm for RCMs at a lifted level, so that it scales up to large models of real world applications. The algorithm applies to relational pairwise models which are (relational) products of potentials of arity 2. Our algorithm is unique in two ways. First, it is an efficient lifted inference algorithm. When Gaussian potentials are used, it takes only linear time while existing methods take cubic time. Second, it is the first exact inference algorithm which handles RCMs in a lifted way. The algorithm is illustrated over an example from Econometrics. Experimental results show that our algorithm outperforms both a ground-level inference algorithm and an algorithm built with previously-known lifted methods
Sampling and Updating Higher Order Beliefs in Decision-Theoretic Bargaining Under Uncertainty
Varkey, Paul (University of Illinois at Chicago) | Gmytrasiewicz, Piotr (University of Illinois at Chicago)
In this paper we study the sequential strategic interactive setting of two-person, two-stage, seller-offers bargaining under uncertainty. We model the epistemology of the problem in a finite interactive decision-theoretic framework and solve it for three types of agents of successively increasing (epistemological) sophistication (or, capacity to represent and reason with higher orders of beliefs). In particular, we remove common knowledge assumptions about the agents' epistemology which, if made, would be sufficient to imply the existence of a, possibly unique, game-theoretic equilibrium solution. In this context, we present a characterization of a monotonic relationship between an agent's optimal behavior and its beliefs under a particular moment-based ordering. Further, based on this characterization, we present the \emph{spread-accumulate} sampling technique -- a method of sampling an agent's higher order belief by generating ``evenly dispersed" beliefs for which we (pre)compute offline solutions. Then, we present a method for approximating higher order prior belief update to arbitrary precision by identifying a (previously solved) belief ``closest" to the true belief. In addition, these methods directly suggest a mechanism for achieving a balance between efficiency and the quality of the approximation -- either by generating a large number of offline solutions or by allowing the agent to search online for a ``closer" belief in the vicinity of best current solution.
Fast d-DNNF Compilation with sharpSAT
Muise, Christian (University of Toronto) | McIlraith, Sheila (University of Toronto) | Beck, J. Christopher (University of Toronto) | Hsu, Eric (University of Toronto)
Knowledge compilation is a valuable tool for dealing with the computational intractability of propositional reasoning. In knowledge compilation, a representation in a source language is typically compiled into a target language in order to perform some reasoning task in polynomial time. One particularly popular target language is Deterministic Decomposable Negation Normal Form (d-DNNF). d-DNNF supports efficient reasoning for tasks such as consistency checking and model counting, and as such it has proven a useful representation language for Bayesian inference, conformant planning, and diagnosis. In this paper, we exploit recent advances in #SAT solving in order to produce a new state-of-the-art CNF → d-DNNF compiler. We evaluate the properties and performance of our compiler relative to C2D, the de facto standard for compiling to d-DNNF. Empirical results demonstrate that our compiler is generally one order of magnitude faster than C2D on typical benchmark problems while yielding a d-DNNF representation of comparable size.