A series of monte carlo studies were performed to compare the behavior of some alternative procedures for reasoning under uncertainty. The behavior of several Bayesian, linear model and default reasoning procedures were examined in the context of increasing levels of calibration error. The most interesting result is that Bayesian procedures tended to output more extreme posterior belief values (posterior beliefs near 0.0 or 1.0) than other techniques, but the linear models were relatively less likely to output strong support for an erroneous conclusion. Also, accounting for the probabilistic dependencies between evidence items was important for both Bayesian and linear updating procedures.
Decision analysis and knowledge-based expert systems share some common goals. Both technologies are designed to improve human decision making; they attempt to do this by formalizing human expert knowledge so that it is amenable to mechanized reasoning. However, the technologies are based on rather different principles. Decision analysis is the application of the principles of decision theory supplemented with insights from the psychology of judgment. Expert systems, at least as we use this term here, involve the application of various logical and computational techniques of AI to the representation of human knowledge for automated inference.
Decision analysis and expert systems are technologies intended to support human reasoning and decision making by formalizing expert knowledge so that it is amenable to mechanized reasoning methods. Despite some common goals, these two paradigms have evolved divergently, with fundamental differences in principle and practice. Recent recognition of the deficiencies of traditional AI techniques for treating uncertainty, coupled with the development of belief nets and influence diagrams, is stimulating renewed enthusiasm among AI researchers in probabilistic reasoning and decision analysis. We present the key ideas of decision analysis and review recent research and applications that aim toward a marriage of these two paradigms. This work combines decision-analytic methods for structuring and encoding uncertain knowledge and preferences with computational techniques from AI for knowledge representation, inference, and explanation. We end by outlining remaining research issues to fully develop the potential of this enterprise.
Comparing competing mathematical models of complex natural processes is a shared goal among many branches of science. The Bayesian probabilistic framework offers a principled way to perform model comparison and extract useful metrics for guiding decisions. However, many interesting models are intractable with standard Bayesian methods, as they lack a closed-form likelihood function or the likelihood is computationally too expensive to evaluate. With this work, we propose a novel method for performing Bayesian model comparison using specialized deep learning architectures. Our method is purely simulation-based and circumvents the step of explicitly fitting all alternative models under consideration to each observed dataset. Moreover, it involves no hand-crafted summary statistics of the data and is designed to amortize the cost of simulation over multiple models and observable datasets. This makes the method applicable in scenarios where model fit needs to be assessed for a large number of datasets, so that per-dataset inference is practically infeasible. Finally, we propose a novel way to measure epistemic uncertainty in model comparison problems. We argue that this measure of epistemic uncertainty provides a unique proxy to quantify absolute evidence even in a framework which assumes that the true data-generating model is within a finite set of candidate models.
Monte-Carlo Tree Search (MCTS) methods are drawing great interest after yielding breakthrough results in computer Go. This paper proposes a Bayesian approach to MCTS that is inspired by distributionfree approaches such as UCT , yet significantly differs in important respects. The Bayesian framework allows potentially much more accurate (Bayes-optimal) estimation of node values and node uncertainties from a limited number of simulation trials. We further propose propagating inference in the tree via fast analytic Gaussian approximation methods: this can make the overhead of Bayesian inference manageable in domains such as Go, while preserving high accuracy of expected-value estimates. We find substantial empirical outperformance of UCT in an idealized bandit-tree test environment, where we can obtain valuable insights by comparing with known ground truth. Additionally we rigorously prove on-policy and off-policy convergence of the proposed methods.