Efficient Probabilistic Inference Algorithms for Cooperative Multiagent Systems

Probabilistic reasoning methods, Bayesian networks (BNs) in particular, have emerged as an effective and central tool for reasoning under uncertainty. In a multi-agent environment, agents equipped with local knowledge often need to collaborate and reason about a larger uncertainty domain. Multiply sectioned Bayesian networks (MSBNs) provide a solution for the probabilistic reasoning of cooperative agents in such a setting. In this thesis, we first aim to improve the efficiency of current MSBN exact inference algorithms. We show that by exploiting the calculation schema and the semantic meaning of inter-agent messages, we can significantly reduce an agent\u27s local computational cost as well as the inter-agent communication overhead. Our novel technical contributions include 1) a new message passing architecture based on an MSBN linked junction tree forest (LJF); 2) a suite of algorithms extended from our work in BNs to provide the semantic analysis of inter-agent messages; 3) a fast marginal calibration algorithm, designed for an LJF that guarantees exact results with a minimum local and global cost. We then investigate how to incorporate approximation techniques in the MSBN framework. We present a novel local adaptive importance sampler (LLAIS) designed to apply localized stochastic sampling while maintaining the LJF structure. The LLAIS sampler provides accurate estimations for local posterior beliefs and promotes efficient calculation of inter-agent messages. We also address the problem of online monitoring for cooperative agents. As the MSBN model is restricted to static domains, we introduce an MA-DBN model based on a combination of the MSBN and dynamic Bayesian network (DBN) models. We show that effective multi-agent online monitoring with bounded error is possible in an MA-DBN through a new secondary inference structure and a factorized representation of forward messages

Approximate Separability for Weak Interaction in Dynamic Systems

One approach to monitoring a dynamic system relies on decomposition of the system into weakly interacting subsystems. An earlier paper introduced a notion of weak interaction called separability, and showed that it leads to exact propagation of marginals for prediction. This paper addresses two questions left open by the earlier paper: can we define a notion of approximate separability that occurs naturally in practice, and do separability and approximate separability lead to accurate monitoring? The answer to both questions is affirmative. The paper also analyzes the structure of approximately separable decompositions, and provides some explanation as to why these models perform well.