Uncertainty
Networks of Influence Diagrams: A Formalism for Representing Agents' Beliefs and Decision-Making Processes
This paper presents Networks of Influence Diagrams (NID), a compact, natural and highly expressive language for reasoning about agents' beliefs and decision-making processes. NIDs are graphical structures in which agents' mental models are represented as nodes in a network; a mental model for an agent may itself use descriptions of the mental models of other agents. NIDs are demonstrated by examples, showing how they can be used to describe conflicting and cyclic belief structures, and certain forms of bounded rationality. In an opponent modeling domain, NIDs were able to outperform other computational agents whose strategies were not known in advance. NIDs are equivalent in representation to Bayesian games but they are more compact and structured than this formalism. In particular, the equilibrium definition for NIDs makes an explicit distinction between agents' optimal strategies, and how they actually behave in reality.
Finding links and initiators: a graph reconstruction problem
Mannila, Heikki, Terzi, Evimaria
Consider a 0-1 observation matrix M, where rows correspond to entities and columns correspond to signals; a value of 1 (or 0) in cell (i,j) of M indicates that signal j has been observed (or not observed) in entity i. Given such a matrix we study the problem of inferring the underlying directed links between entities (rows) and finding which entries in the matrix are initiators. We formally define this problem and propose an MCMC framework for estimating the links and the initiators given the matrix of observations M. We also show how this framework can be extended to incorporate a temporal aspect; instead of considering a single observation matrix M we consider a sequence of observation matrices M1,..., Mt over time. We show the connection between our problem and several problems studied in the field of social-network analysis. We apply our method to paleontological and ecological data and show that our algorithms work well in practice and give reasonable results.
Collective Classification in Network Data
Sen, Prithviraj (University of Maryland) | Namata, Galileo (University of Maryland) | Bilgic, Mustafa (University of Maryland) | Getoor, Lise (University of Maryland) | Galligher, Brian (University of Maryland) | Eliassi-Rad, Tina (University of Maryland)
Many real-world applications produce networked data such as the world-wide web (hypertext documents connected via hyperlinks), social networks (for example, people connected by friendship links), communication networks (computers connected via communication links) and biological networks (for example, protein interaction networks). A recent focus in machine learning research has been to extend traditional machine learning classification techniques to classify nodes in such networks. In this article, we provide a brief introduction to this area of research and how it has progressed during the past decade. We introduce four of the most widely used inference algorithms for classifying networked data and empirically compare them on both synthetic and real-world data.
Randomized Distributed Configuration Management of Wireless Networks: Multi-layer Markov Random Fields and Near-Optimality
Distributed configuration management is imperative for wireless infrastructureless networks where each node adjusts locally its physical and logical configuration through information exchange with neighbors. Two issues remain open. The first is the optimality. The second is the complexity. We study these issues through modeling, analysis, and randomized distributed algorithms. Modeling defines the optimality. We first derive a global probabilistic model for a network configuration which characterizes jointly the statistical spatial dependence of a physical- and a logical-configuration. We then show that a local model which approximates the global model is a two-layer Markov Random Field or a random bond model. The complexity of the local model is the communication range among nodes. The local model is near-optimal when the approximation error to the global model is within a given error bound. We analyze the trade-off between an approximation error and complexity, and derive sufficient conditions on the near-optimality of the local model. We validate the model, the analysis and the randomized distributed algorithms also through simulation.
Predictive Hypothesis Identification
While statistics focusses on hypothesis testing and on estimating (properties of) the true sampling distribution, in machine learning the performance of learning algorithms on future data is the primary issue. In this paper we bridge the gap with a general principle (PHI) that identifies hypotheses with best predictive performance. This includes predictive point and interval estimation, simple and composite hypothesis testing, (mixture) model selection, and others as special cases. For concrete instantiations we will recover well-known methods, variations thereof, and new ones. PHI nicely justifies, reconciles, and blends (a reparametrization invariant variation of) MAP, ML, MDL, and moment estimation. One particular feature of PHI is that it can genuinely deal with nested hypotheses.
Improving Local Search for Fuzzy Scheduling Problems
Geiger, Martin Josef, Petrovic, Sanja
The integration of fuzzy set theory and fuzzy logic into scheduling is a rather new aspect with growing importance for manufacturing applications, resulting in various unsolved aspects. In the current paper, we investigate an improved local search technique for fuzzy scheduling problems with fitness plateaus, using a multi criteria formulation of the problem. We especially address the problem of changing job priorities over time as studied at the Sherwood Press Ltd, a Nottingham based printing company, who is a collaborator on the project.
Latent Tree Models and Approximate Inference in Bayesian Networks
Wang, Y., Zhang, N. L., Chen, T.
We propose a novel method for approximate inference in Bayesian networks (BNs). The idea is to sample data from a BN, learn a latent tree model (LTM) from the data offline, and when online, make inference with the LTM instead of the original BN. Because LTMs are tree-structured, inference takes linear time. In the meantime, they can represent complex relationship among leaf nodes and hence the approximation accuracy is often good. Empirical evidence shows that our method can achieve good approximation accuracy at low online computational cost.
Uncertainty quantification in complex systems using approximate solvers
Koutsourelakis, Phaedon-Stelios
This paper proposes a novel uncertainty quantification framework for computationally demanding systems characterized by a large vector of non-Gaussian uncertainties. It combines state-of-the-art techniques in advanced Monte Carlo sampling with Bayesian formulations. The key departure from existing works is the use of inexpensive, approximate computational models in a rigorous manner. Such models can readily be derived by coarsening the discretization size in the solution of the governing PDEs, increasing the time step when integration of ODEs is performed, using fewer iterations if a non-linear solver is employed or making use of lower order models. It is shown that even in cases where the inexact models provide very poor approximations of the exact response, statistics of the latter can be quantified accurately with significant reductions in the computational effort. Multiple approximate models can be used and rigorous confidence bounds of the estimates produced are provided at all stages.
Building an interpretable fuzzy rule base from data using Orthogonal Least Squares Application to a depollution problem
Destercke, Sébastien, Guillaume, Serge, Charnomordic, Brigitte
In many fields where human understanding plays a crucial role, such as bioprocesses, the capacity of extracting knowledge from data is of critical importance. Within this framework, fuzzy learning methods, if properly used, can greatly help human experts. Amongst these methods, the aim of orthogonal transformations, which have been proven to be mathematically robust, is to build rules from a set of training data and to select the most important ones by linear regression or rank revealing techniques. The OLS algorithm is a good representative of those methods. However, it was originally designed so that it only cared about numerical performance. Thus, we propose some modifications of the original method to take interpretability into account. After recalling the original algorithm, this paper presents the changes made to the original method, then discusses some results obtained from benchmark problems. Finally, the algorithm is applied to a real-world fault detection depollution problem.
Relations among conditional probabilities
We describe a Groebner basis of relations among conditional probabilities in a discrete probability space, with any set of conditioned-upon events. They may be specialized to the partially-observed random variable case, the purely conditional case, and other special cases. We also investigate the connection to generalized permutohedra and describe a conditional probability simplex.