Technology
Some Properties of Plausible Reasoning
This paper presents a plausible reasoning system to illustrate some broad issues in knowledge representation: dualities between different reasoning forms, the difficulty of unifying complementary reasoning styles, and the approximate nature of plausible reasoning. These issues have a common underlying theme: there should be an underlying belief calculus of which the many different reasoning forms are special cases, sometimes approximate. The system presented allows reasoning about defaults, likelihood, necessity and possibility in a manner similar to the earlier work of Adams. The system is based on the belief calculus of subjective Bayesian probability which itself is based on a few simple assumptions about how belief should be manipulated. Approximations, semantics, consistency and consequence results are presented for the system. While this puts these often discussed plausible reasoning forms on a probabilistic footing, useful application to practical problems remains an issue.
Constraint Propagation with Imprecise Conditional Probabilities
Amarger, Stephane, Dubois, Didier, Prade, Henri
An approach to reasoning with default rules where the proportion of exceptions, or more generally the probability of encountering an exception, can be at least roughly assessed is presented. It is based on local uncertainty propagation rules which provide the best bracketing of a conditional probability of interest from the knowledge of the bracketing of some other conditional probabilities. A procedure that uses two such propagation rules repeatedly is proposed in order to estimate any simple conditional probability of interest from the available knowledge. The iterative procedure, that does not require independence assumptions, looks promising with respect to the linear programming method. Improved bounds for conditional probabilities are given when independence assumptions hold.
Combining Multiple-Valued Logics in Modular Expert Systems
Agustรญ-Cullell, Jaume, Esteva, Francesc, Garcia, Pere, Godo, Lluis, Sierra, Carles
The way experts manage uncertainty usually changes depending on the task they are performing. This fact has lead us to consider the problem of communicating modules (task implementations) in a large and structured knowledge based system when modules have different uncertainty calculi. In this paper, the analysis of the communication problem is made assuming that (i) each uncertainty calculus is an inference mechanism defining an entailment relation, and therefore the communication is considered to be inference-preserving, and (ii) we restrict ourselves to the case which the different uncertainty calculi are given by a class of truth functional Multiple-valued Logics.
"Conditional Inter-Causally Independent" Node Distributions, a Property of "Noisy-Or" Models
This paper examines the interdependence generated between two parent nodes with a common instantiated child node, such as two hypotheses sharing common evidence. The relation so generated has been termed "intercausal." It is shown by construction that inter-causal independence is possible for binary distributions at one state of evidence. For such "CICI" distributions, the two measures of inter-causal effect, "multiplicative synergy" and "additive synergy" are equal. The well known "noisy-or" model is an example of such a distribution. This introduces novel semantics for the noisy-or, as a model of the degree of conflict among competing hypotheses of a common observation. In a general Bayesian network, the relation between a pair of nodes can be predictive, meaning we are interested in the effect of a node upon its successors, or, oppositely, diagnostic, where we infer the state of a node from knowledge of its successors.
Quasi Conjunction, Quasi Disjunction, T-norms and T-conorms: Probabilistic Aspects
Gilio, Angelo, Sanfilippo, Giuseppe
We make a probabilistic analysis related to some inference rules which play an important role in nonmonotonic reasoning. In a coherence-based setting, we study the extensions of a probability assessment defined on $n$ conditional events to their quasi conjunction, and by exploiting duality, to their quasi disjunction. The lower and upper bounds coincide with some well known t-norms and t-conorms: minimum, product, Lukasiewicz, and Hamacher t-norms and their dual t-conorms. On this basis we obtain Quasi And and Quasi Or rules. These are rules for which any finite family of conditional events p-entails the associated quasi conjunction and quasi disjunction. We examine some cases of logical dependencies, and we study the relations among coherence, inclusion for conditional events, and p-entailment. We also consider the Or rule, where quasi conjunction and quasi disjunction of premises coincide with the conclusion. We analyze further aspects of quasi conjunction and quasi disjunction, by computing probabilistic bounds on premises from bounds on conclusions. Finally, we consider biconditional events, and we introduce the notion of an $n$-conditional event. Then we give a probabilistic interpretation for a generalized Loop rule. In an appendix we provide explicit expressions for the Hamacher t-norm and t-conorm in the unitary hypercube.
A Method for Comparing Hedge Funds
The paper presents new machine learning methods: signal composition, which classifies time-series regardless of length, type, and quantity; and self-labeling, a supervised-learning enhancement. The paper describes further the implementation of the methods on a financial search engine system to identify behavioral similarities among time-series representing monthly returns of 11,312 hedge funds operated during approximately one decade (2000 - 2010). The presented approach of cross-category and cross-location classification assists the investor to identify alternative investments.
Inverse Signal Classification for Financial Instruments
The paper presents new machine learning methods: signal composition, which classifies time-series regardless of length, type, and quantity; and self-labeling, a supervised-learning enhancement. The paper describes further the implementation of the methods on a financial search engine system using a collection of 7,881 financial instruments traded during 2011 to identify inverse behavior among the time-series.
A proximal Newton framework for composite minimization: Graph learning without Cholesky decompositions and matrix inversions
Dinh, Quoc Tran, Kyrillidis, Anastasios, Cevher, Volkan
We propose an algorithmic framework for convex minimization problems of a composite function with two terms: a self-concordant function and a possibly nonsmooth regularization term. Our method is a new proximal Newton algorithm that features a local quadratic convergence rate. As a specific instance of our framework, we consider the sparse inverse covariance matrix estimation in graph learning problems. Via a careful dual formulation and a novel analytic step-size selection procedure, our approach for graph learning avoids Cholesky decompositions and matrix inversions in its iteration making it attractive for parallel and distributed implementations.
On the convergence of maximum variance unfolding
Arias-Castro, Ery, Pelletier, Bruno
Maximum Variance Unfolding is one of the main methods for (nonlinear) dimensionality reduction. We study its large sample limit, providing specific rates of convergence under standard assumptions. We find that it is consistent when the underlying submanifold is isometric to a convex subset, and we provide some simple examples where it fails to be consistent.
Bio-Signals-based Situation Comparison Approach to Predict Pain
This paper describes a time-series-based classification approach to identify similarities between bio-medical-based situations. The proposed approach allows classifying collections of time-series representing bio-medical measurements, i.e., situations, regardless of the type, the length and the quantity of the time-series a situation comprised of.