7,775 research outputs found
Partition MCMC for inference on acyclic digraphs
Acyclic digraphs are the underlying representation of Bayesian networks, a
widely used class of probabilistic graphical models. Learning the underlying
graph from data is a way of gaining insights about the structural properties of
a domain. Structure learning forms one of the inference challenges of
statistical graphical models.
MCMC methods, notably structure MCMC, to sample graphs from the posterior
distribution given the data are probably the only viable option for Bayesian
model averaging. Score modularity and restrictions on the number of parents of
each node allow the graphs to be grouped into larger collections, which can be
scored as a whole to improve the chain's convergence. Current examples of
algorithms taking advantage of grouping are the biased order MCMC, which acts
on the alternative space of permuted triangular matrices, and non ergodic edge
reversal moves.
Here we propose a novel algorithm, which employs the underlying combinatorial
structure of DAGs to define a new grouping. As a result convergence is improved
compared to structure MCMC, while still retaining the property of producing an
unbiased sample. Finally the method can be combined with edge reversal moves to
improve the sampler further.Comment: Revised version. 34 pages, 16 figures. R code available at
https://github.com/annlia/partitionMCM
Any-k: Anytime Top-k Tree Pattern Retrieval in Labeled Graphs
Many problems in areas as diverse as recommendation systems, social network
analysis, semantic search, and distributed root cause analysis can be modeled
as pattern search on labeled graphs (also called "heterogeneous information
networks" or HINs). Given a large graph and a query pattern with node and edge
label constraints, a fundamental challenge is to nd the top-k matches ac-
cording to a ranking function over edge and node weights. For users, it is di
cult to select value k . We therefore propose the novel notion of an any-k
ranking algorithm: for a given time budget, re- turn as many of the top-ranked
results as possible. Then, given additional time, produce the next lower-ranked
results quickly as well. It can be stopped anytime, but may have to continues
until all results are returned. This paper focuses on acyclic patterns over
arbitrary labeled graphs. We are interested in practical algorithms that
effectively exploit (1) properties of heterogeneous networks, in particular
selective constraints on labels, and (2) that the users often explore only a
fraction of the top-ranked results. Our solution, KARPET, carefully integrates
aggressive pruning that leverages the acyclic nature of the query, and
incremental guided search. It enables us to prove strong non-trivial time and
space guarantees, which is generally considered very hard for this type of
graph search problem. Through experimental studies we show that KARPET achieves
running times in the order of milliseconds for tree patterns on large networks
with millions of nodes and edges.Comment: To appear in WWW 201
Structural Agnostic Modeling: Adversarial Learning of Causal Graphs
A new causal discovery method, Structural Agnostic Modeling (SAM), is
presented in this paper. Leveraging both conditional independencies and
distributional asymmetries in the data, SAM aims at recovering full causal
models from continuous observational data along a multivariate non-parametric
setting. The approach is based on a game between players estimating each
variable distribution conditionally to the others as a neural net, and an
adversary aimed at discriminating the overall joint conditional distribution,
and that of the original data. An original learning criterion combining
distribution estimation, sparsity and acyclicity constraints is used to enforce
the end-to-end optimization of the graph structure and parameters through
stochastic gradient descent. Besides the theoretical analysis of the approach
in the large sample limit, SAM is extensively experimentally validated on
synthetic and real data
Bayesian optimization of the PC algorithm for learning Gaussian Bayesian networks
The PC algorithm is a popular method for learning the structure of Gaussian
Bayesian networks. It carries out statistical tests to determine absent edges
in the network. It is hence governed by two parameters: (i) The type of test,
and (ii) its significance level. These parameters are usually set to values
recommended by an expert. Nevertheless, such an approach can suffer from human
bias, leading to suboptimal reconstruction results. In this paper we consider a
more principled approach for choosing these parameters in an automatic way. For
this we optimize a reconstruction score evaluated on a set of different
Gaussian Bayesian networks. This objective is expensive to evaluate and lacks a
closed-form expression, which means that Bayesian optimization (BO) is a
natural choice. BO methods use a model to guide the search and are hence able
to exploit smoothness properties of the objective surface. We show that the
parameters found by a BO method outperform those found by a random search
strategy and the expert recommendation. Importantly, we have found that an
often overlooked statistical test provides the best over-all reconstruction
results
- …