Heuristic assignment of CPDs for probabilistic inference in junction trees

Many researches have been done for efficient computation of probabilistic queries posed to Bayesian networks (BN). One of the popular architectures for exact inference on BNs is the Junction Tree (JT) based architecture. Among all the different architectures developed, HUGIN is the most efficient JT-based architecture. The Global Propagation (GP) method used in the HUGIN architecture is arguably one of the best methods for probabilistic inference in BNs. Before the propagation, initialization is done to obtain the potential for each cluster in the JT. Then with the GP method, each cluster potential becomes cluster marginal through passing messages with its neighboring clusters. Improvements have been proposed by many researchers to make this message propagation more efficient. Still the GP method can be very slow for dense networks. As BNs are applied to larger, more complex, and realistic applications, developing more efficient inference algorithm has become increasingly important. Towards this goal, in this paper, we present some heuristics for initialization that avoids unnecessary message passing among clusters of the JT and therefore it improves the performance of the architecture by passing lesser messages

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

Scalable Statistical Modeling and Query Processing over Large Scale Uncertain Databases

The past decade has witnessed a large number of novel applications that generate imprecise, uncertain and incomplete data. Examples include monitoring infrastructures such as RFIDs, sensor networks and web-based applications such as information extraction, data integration, social networking and so on. In my dissertation, I addressed several challenges in managing such data and developed algorithms for efficiently executing queries over large volumes of such data. Specifically, I focused on the following challenges. First, for meaningful analysis of such data, we need the ability to remove noise and infer useful information from uncertain data. To address this challenge, I first developed a declarative system for applying dynamic probabilistic models to databases and data streams. The output of such probabilistic modeling is probabilistic data, i.e., data annotated with probabilities of correctness/existence. Often, the data also exhibits strong correlations. Although there is prior work in managing and querying such probabilistic data using probabilistic databases, those approaches largely assume independence and cannot handle probabilistic data with rich correlation structures. Hence, I built a probabilistic database system that can manage large-scale correlations and developed algorithms for efficient query evaluation. Our system allows users to provide uncertain data as input and to specify arbitrary correlations among the entries in the database. In the back end, we represent correlations as a forest of junction trees, an alternative representation for probabilistic graphical models (PGM). We execute queries over the probabilistic database by transforming them into message passing algorithms (inference) over the junction tree. However, traditional algorithms over junction trees typically require accessing the entire tree, even for small queries. Hence, I developed an index data structure over the junction tree called INDSEP that allows us to circumvent this process and thereby scalably evaluate inference queries, aggregation queries and SQL queries over the probabilistic database. Finally, query evaluation in probabilistic databases typically returns output tuples along with their probability values. However, the existing query evaluation model provides very little intuition to the users: for instance, a user might want to know Why is this tuple in my result? or Why does this output tuple have such high probability? or Which are the most influential input tuples for my query ?'' Hence, I designed a query evaluation model, and a suite of algorithms, that provide users with explanations for query results, and enable users to perform sensitivity analysis to better understand the query results

Testing and improving local adaptive importance sampling in LJF local-JT in multiply sectioned Bayesian networks

Multiply Sectioned Bayesian Network (MSBN) provides a model for probabilistic reasoning in multi-agent systems. The exact inference is costly and difficult to be applied in the context of MSBNs. So the approximate inference is used as an alternative. Recently, for reasoning in MSBNs, LJF-based Local Adaptive Importance Sampler (LLAIS) has been developed for approximate reasoning in MSBNs. However, the prototype of LLAIS is tested on Alarm Network (37 nodes). But further testing on larger networks has not been reported. In this thesis, LLAIS algorithm is tested on three large networks namely Hailfinder (56 nodes), Win95pts (76 nodes) and PathFinder (109 nodes), to measure for its reliability and scalability. The experiments done show that LLAIS without parameters tuned shows good convergence for Hailfinder and Win95pts but not for Pathfinder network. However, when the parameters are tuned the algorithm shows considerable improvement in its accuracy for all the three networks tested

On the Relationship between Sum-Product Networks and Bayesian Networks

Sum-Product Networks (SPNs), which are probabilistic inference machines, have attracted a lot of interests in recent years. They have a wide range of applications, including but not limited to activity modeling, language modeling and speech modeling. Despite their practical applications and popularity, little research has been done in understanding what is the connection and difference between Sum-Product Networks and traditional graphical models, including Bayesian Networks (BNs) and Markov Networks (MNs). In this thesis, I establish some theoretical connections between Sum-Product Networks and Bayesian Networks. First, I prove that every SPN can be converted into a BN in linear time and space in terms of the network size. Second, I show that by applying the Variable Elimination algorithm (VE) to the generated BN, I can recover the original SPN. In the first direction, I use Algebraic Decision Diagrams (ADDs) to compactly represent the local conditional probability distributions at each node in the resulting BN by exploiting context-specific independence (CSI). The generated BN has a simple directed bipartite graphical structure. I establish the first connection between the depth of SPNs and the tree-width of the generated BNs, showing that the depth of SPNs is proportional to a lower bound of the tree-width of the BN. In the other direction, I show that by applying the Variable Elimination algorithm (VE) to the generated BN with ADD representations, I can recover the original SPN where the SPN can be viewed as a history record or caching of the VE inference process. To help state the proof clearly, I introduce the notion of {\em normal} SPN and present a theoretical analysis of the consistency and decomposability properties. I provide constructive algorithms to transform any given SPN into its normal form in time and space quadratic in the size of the SPN. Combining the above two directions gives us a deep understanding about the modeling power of SPNs and their inner working mechanism

USE OF APRIORI KNOWLEDGE ON DYNAMIC BAYESIAN MODELS IN TIME-COURSE EXPRESSION DATA PREDICTION

Indiana University-Purdue University Indianapolis (IUPUI)Bayesian networks, one of the most widely used techniques to understand or predict the future by making use of current or previous data, have gained credence over the last decade for their ability to simulate large gene expression datasets to track and predict the reasons for changes in biological systems. In this work, we present a dynamic Bayesian model with gene annotation scores such as the gene characterization index (GCI) and the GenCards inferred functionality score (GIFtS) to understand and assess the prediction performance of the model by incorporating prior knowledge. Time-course breast cancer data including expression data about the genes in the breast cell-lines when treated with doxorubicin is considered for this study. Bayes server software was used for the simulations in a dynamic Bayesian environment with 8 and 19 genes on 12 different data combinations for each category of gene set to predict and understand the future time- course expression profiles when annotation scores are incorporated into the model. The 8-gene set predicted the next time course with r>0.95, and the 19-gene set yielded a value of r>0.8 in 92% cases of the simulation experiments. These results showed that incorporating prior knowledge into the dynamic Bayesian model for simulating the time- course expression data can improve the prediction performance when sufficient apriori parameters are provided

Influence modelling and learning between dynamic bayesian networks using score-based structure learning

A Ph.D. thesis submitted to the Faculty of Science, University of the Witwatersrand, in fulfillment of the requirements for the degree of Doctor of Philosophy in Computer Science May 2018Although partially observable stochastic processes are ubiquitous in many fields of science, little work has been devoted to discovering and analysing the means by which several such processes may interact to influence each other. In this thesis we extend probabilistic structure learning between random variables to the context of temporal models which represent partially observable stochastic processes. Learning an influence structure and distribution between processes can be useful for density estimation and knowledge discovery. A common approach to structure learning, in observable data, is score-based structure learning, where we search for the most suitable structure by using a scoring metric to value structural configurations relative to the data. Most popular structure scores are variations on the likelihood score which calculates the probability of the data given a potential structure. In observable data, the decomposability of the likelihood score, which is the ability to represent the score as a sum of family scores, allows for efficient learning procedures and significant computational saving. However, in incomplete data (either by latent variables or missing samples), the likelihood score is not decomposable and we have to perform inference to evaluate it. This forces us to use non-linear optimisation techniques to optimise the likelihood function. Furthermore, local changes to the network can affect other parts of the network, which makes learning with incomplete data all the more difficult. We define two general types of influence scenarios: direct influence and delayed influence which can be used to define influence around richly structured spaces; consisting of multiple processes that are interrelated in various ways. We will see that although it is possible to capture both types of influence in a single complex model by using a setting of the parameters, complex representations run into fragmentation issues. This is handled by extending the language of dynamic Bayesian networks to allow us to construct single compact models that capture the properties of a system’s dynamics, and produce influence distributions dynamically. The novelty and intuition of our approach is to learn the optimal influence structure in layers. We firstly learn a set of independent temporal models, and thereafter, optimise a structure score over possible structural configurations between these temporal models. Since the search for the optimal structure is done using complete data we can take advantage of efficient learning procedures from the structure learning literature. We provide the following contributions: we (a) introduce the notion of influence between temporal models; (b) extend traditional structure scores for random variables to structure scores for temporal models; (c) provide a complete algorithm to recover the influence structure between temporal models; (d) provide a notion of structural assembles to relate temporal models for types of influence; and finally, (e) provide empirical evidence for the effectiveness of our method with respect to generative ground-truth distributions. The presented results emphasise the trade-off between likelihood of an influence structure to the ground-truth and the computational complexity to express it. Depending on the availability of samples we might choose different learning methods to express influence relations between processes. On one hand, when given too few samples, we may choose to learn a sparse structure using tree-based structure learning or even using no influence structure at all. On the other hand, when given an abundant number of samples, we can use penalty-based procedures that achieve rich meaningful representations using local search techniques. Once we consider high-level representations of dynamic influence between temporal models, we open the door to very rich and expressive representations which emphasise the importance of knowledge discovery and density estimation in the temporal setting.MT 201

A Continuation Method for Nash Equilibria in Structured Games

Structured game representations have recently attracted interest as models for multi-agent artificial intelligence scenarios, with rational behavior most commonly characterized by Nash equilibria. This paper presents efficient, exact algorithms for computing Nash equilibria in structured game representations, including both graphical games and multi-agent influence diagrams (MAIDs). The algorithms are derived from a continuation method for normal-form and extensive-form games due to Govindan and Wilson; they follow a trajectory through a space of perturbed games and their equilibria, exploiting game structure through fast computation of the Jacobian of the payoff function. They are theoretically guaranteed to find at least one equilibrium of the game, and may find more. Our approach provides the first efficient algorithm for computing exact equilibria in graphical games with arbitrary topology, and the first algorithm to exploit fine-grained structural properties of MAIDs. Experimental results are presented demonstrating the effectiveness of the algorithms and comparing them to predecessors. The running time of the graphical game algorithm is similar to, and often better than, the running time of previous approximate algorithms. The algorithm for MAIDs can effectively solve games that are much larger than those solvable by previous methods