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Distributed Parallel Inference on Large Factor Graphs
Gonzalez, Joseph E., Low, Yucheng, Guestrin, Carlos E., O'Hallaron, David
As computer clusters become more common and the size of the problems encountered in the field of AI grows, there is an increasing demand for efficient parallel inference algorithms. We consider the problem of parallel inference on large factor graphs in the distributed memory setting of computer clusters. We develop a new efficient parallel inference algorithm, DBRSplash, which incorporates over-segmented graph partitioning, belief residual scheduling, and uniform work Splash operations. We empirically evaluate the DBRSplash algorithm on a 120 processor cluster and demonstrate linear to super-linear performance gains on large factor graph models.
Lower Bound Bayesian Networks - An Efficient Inference of Lower Bounds on Probability Distributions in Bayesian Networks
Andrade, Daniel, Sick, Bernhard
We present a new method to propagate lower bounds on conditional probability distributions in conventional Bayesian networks. Our method guarantees to provide outer approximations of the exact lower bounds. A key advantage is that we can use any available algorithms and tools for Bayesian networks in order to represent and infer lower bounds. This new method yields results that are provable exact for trees with binary variables, and results which are competitive to existing approximations in credal networks for all other network structures. Our method is not limited to a specific kind of network structure. Basically, it is also not restricted to a specific kind of inference, but we restrict our analysis to prognostic inference in this article. The computational complexity is superior to that of other existing approaches.
MAP Estimation, Message Passing, and Perfect Graphs
Efficiently finding the maximum a posteriori (MAP) configuration of a graphical model is an important problem which is often implemented using message passing algorithms. The optimality of such algorithms is only well established for singly-connected graphs and other limited settings. This article extends the set of graphs where MAP estimation is in P and where message passing recovers the exact solution to so-called perfect graphs. This result leverages recent progress in defining perfect graphs (the strong perfect graph theorem), linear programming relaxations of MAP estimation and recent convergent message passing schemes. The article converts graphical models into nand Markov random fields which are straightforward to relax into linear programs. Therein, integrality can be established in general by testing for graph perfection. This perfection test is performed efficiently using a polynomial time algorithm. Alternatively, known decomposition tools from perfect graph theory may be used to prove perfection for certain families of graphs. Thus, a general graph framework is provided for determining when MAP estimation in any graphical model is in P, has an integral linear programming relaxation and is exactly recoverable by message passing.
Monolingual Probabilistic Programming Using Generalized Coroutines
Kiselyov, Oleg, Shan, Chung-chieh
Probabilistic programming languages and modeling toolkits are two modular ways to build and reuse stochastic models and inference procedures. Combining strengths of both, we express models and inference as generalized coroutines in the same general-purpose language. We use existing facilities of the language, such as rich libraries, optimizing compilers, and types, to develop concise, declarative, and realistic models with competitive performance on exact and approximate inference. In particular, a wide range of models can be expressed using memoization. Because deterministic parts of models run at full speed, custom inference procedures are trivial to incorporate, and inference procedures can reason about themselves without interpretive overhead. Within this framework, we introduce a new, general algorithm for importance sampling with look-ahead.
Exact Structure Discovery in Bayesian Networks with Less Space
Parviainen, Pekka, Koivisto, Mikko
The fastest known exact algorithms for scorebased structure discovery in Bayesian networks on n nodes run in time and space 2nnO(1). The usage of these algorithms is limited to networks on at most around 25 nodes mainly due to the space requirement. Here, we study space-time tradeoffs for finding an optimal network structure. When little space is available, we apply the Gurevich-Shelah recurrence-originally proposed for the Hamiltonian path problem-and obtain time 22n-snO(1) in space 2snO(1) for any s = n/2, n/4, n/8, . . .; we assume the indegree of each node is bounded by a constant. For the more practical setting with moderate amounts of space, we present a novel scheme. It yields running time 2n(3/2)pnO(1) in space 2n(3/4)pnO(1) for any p = 0, 1, . . ., n/2; these bounds hold as long as the indegrees are at most 0.238n. Furthermore, the latter scheme allows easy and efficient parallelization beyond previous algorithms. We also explore empirically the potential of the presented techniques.
MAP Estimation of Semi-Metric MRFs via Hierarchical Graph Cuts
Kumar, M. Pawan, Koller, Daphne
We consider the task of obtaining the maximum a posteriori estimate of discrete pairwise random fields with arbitrary unary potentials and semimetric pairwise potentials. For this problem, we propose an accurate hierarchical move making strategy where each move is computed efficiently by solving an st-MINCUT problem. Unlike previous move making approaches, e.g. the widely used a-expansion algorithm, our method obtains the guarantees of the standard linear programming (LP) relaxation for the important special case of metric labeling. Unlike the existing LP relaxation solvers, e.g. interior-point algorithms or tree-reweighted message passing, our method is significantly faster as it uses only the efficient st-MINCUT algorithm in its design. Using both synthetic and real data experiments, we show that our technique outperforms several commonly used algorithms.
Deterministic POMDPs Revisited
We study a subclass of POMDPs, called Deterministic POMDPs, that is characterized by deterministic actions and observations. These models do not provide the same generality of POMDPs yet they capture a number of interesting and challenging problems, and permit more efficient algorithms. Indeed, some of the recent work in planning is built around such assumptions mainly by the quest of amenable models more expressive than the classical deterministic models. We provide results about the fundamental properties of Deterministic POMDPs, their relation with AND/OR search problems and algorithms, and their computational complexity.
Seeing the Forest Despite the Trees: Large Scale Spatial-Temporal Decision Making
Crowley, Mark, Nelson, John, Poole, David L
We introduce a challenging real-world planning problem where actions must be taken at each location in a spatial area at each point in time. We use forestry planning as the motivating application. In Large Scale Spatial-Temporal (LSST) planning problems, the state and action spaces are defined as the cross-products of many local state and action spaces spread over a large spatial area such as a city or forest. These problems possess state uncertainty, have complex utility functions involving spatial constraints and we generally must rely on simulations rather than an explicit transition model. We define LSST problems as reinforcement learning problems and present a solution using policy gradients. We compare two different policy formulations: an explicit policy that identifies each location in space and the action to take there; and an abstract policy that defines the proportion of actions to take across all locations in space. We show that the abstract policy is more robust and achieves higher rewards with far fewer parameters than the elementary policy. This abstract policy is also a better fit to the properties that practitioners in LSST problem domains require for such methods to be widely useful.
Constraint Processing in Lifted Probabilistic Inference
Kisynski, Jacek, Poole, David L
First-order probabilistic models combine representational power of first-order logic with graphical models. There is an ongoing effort to design lifted inference algorithms for first-order probabilistic models. We analyze lifted inference from the perspective of constraint processing and, through this viewpoint, we analyze and compare existing approaches and expose their advantages and limitations. Our theoretical results show that the wrong choice of constraint processing method can lead to exponential increase in computational complexity. Our empirical tests confirm the importance of constraint processing in lifted inference. This is the first theoretical and empirical study of constraint processing in lifted inference.
Logical Inference Algorithms and Matrix Representations for Probabilistic Conditional Independence
Logical inference algorithms for conditional independence (CI) statements have important applications from testing consistency during knowledge elicitation to constraintbased structure learning of graphical models. We prove that the implication problem for CI statements is decidable, given that the size of the domains of the random variables is known and fixed. We will present an approximate logical inference algorithm which combines a falsification and a novel validation algorithm. The validation algorithm represents each set of CI statements as a sparse 0-1 matrix A and validates instances of the implication problem by solving specific linear programs with constraint matrix A. We will show experimentally that the algorithm is both effective and efficient in validating and falsifying instances of the probabilistic CI implication problem.