Graphs for margins of Bayesian networks

Directed acyclic graph (DAG) models, also called Bayesian networks, impose conditional independence constraints on a multivariate probability distribution, and are widely used in probabilistic reasoning, machine learning and causal inference. If latent variables are included in such a model, then the set of possible marginal distributions over the remaining (observed) variables is generally complex, and not represented by any DAG. Larger classes of mixed graphical models, which use multiple edge types, have been introduced to overcome this; however, these classes do not represent all the models which can arise as margins of DAGs. In this paper we show that this is because ordinary mixed graphs are fundamentally insufficiently rich to capture the variety of marginal models. We introduce a new class of hyper-graphs, called mDAGs, and a latent projection operation to obtain an mDAG from the margin of a DAG. We show that each distinct marginal of a DAG model is represented by at least one mDAG, and provide graphical results towards characterizing when two such marginal models are the same. Finally we show that mDAGs correctly capture the marginal structure of causally-interpreted DAGs under interventions on the observed variables

Neural Graphical Models

Probabilistic Graphical Models are often used to understand dynamics of a system. They can model relationships between features (nodes) and the underlying distribution. Theoretically these models can represent very complex dependency functions, but in practice often simplifying assumptions are made due to computational limitations associated with graph operations. In this work we introduce Neural Graphical Models (NGMs) which attempt to represent complex feature dependencies with reasonable computational costs. Given a graph of feature relationships and corresponding samples, we capture the dependency structure between the features along with their complex function representations by using a neural network as a multi-task learning framework. We provide efficient learning, inference and sampling algorithms. NGMs can fit generic graph structures including directed, undirected and mixed-edge graphs as well as support mixed input data types. We present empirical studies that show NGMs' capability to represent Gaussian graphical models, perform inference analysis of a lung cancer data and extract insights from a real world infant mortality data provided by Centers for Disease Control and Prevention

Learning mixed graphical models with separate sparsity parameters and stability-based model selection

Background: Mixed graphical models (MGMs) are graphical models learned over a combination of continuous and discrete variables. Mixed variable types are common in biomedical datasets. MGMs consist of a parameterized joint probability density, which implies a network structure over these heterogeneous variables. The network structure reveals direct associations between the variables and the joint probability density allows one to ask arbitrary probabilistic questions on the data. This information can be used for feature selection, classification and other important tasks. Results: We studied the properties of MGM learning and applications of MGMs to high-dimensional data (biological and simulated). Our results show that MGMs reliably uncover the underlying graph structure, and when used for classification, their performance is comparable to popular discriminative methods (lasso regression and support vector machines). We also show that imposing separate sparsity penalties for edges connecting different types of variables significantly improves edge recovery performance. To choose these sparsity parameters, we propose a new efficient model selection method, named Stable Edge-specific Penalty Selection (StEPS). StEPS is an expansion of an earlier method, StARS, to mixed variable types. In terms of edge recovery, StEPS selected MGMs outperform those models selected using standard techniques, including AIC, BIC and cross-validation. In addition, we use a heuristic search that is linear in size of the sparsity value search space as opposed to the cubic grid search required by other model selection methods. We applied our method to clinical and mRNA expression data from the Lung Genomics Research Consortium (LGRC) and the learned MGM correctly recovered connections between the diagnosis of obstructive or interstitial lung disease, two diagnostic breathing tests, and cigarette smoking history. Our model also suggested biologically relevant mRNA markers that are linked to these three clinical variables. Conclusions: MGMs are able to accurately recover dependencies between sets of continuous and discrete variables in both simulated and biomedical datasets. Separation of sparsity penalties by edge type is essential for accurate network edge recovery. Furthermore, our stability based method for model selection determines sparsity parameters faster and more accurately (in terms of edge recovery) than other model selection methods. With the ongoing availability of comprehensive clinical and biomedical datasets, MGMs are expected to become a valuable tool for investigating disease mechanisms and answering an array of critical healthcare questions