LGMay 13, 2021
Likelihoods and Parameter Priors for Bayesian NetworksDavid Heckerman, Dan Geiger
We develop simple methods for constructing likelihoods and parameter priors for learning about the parameters and structure of a Bayesian network. In particular, we introduce several assumptions that permit the construction of likelihoods and parameter priors for a large number of Bayesian-network structures from a small set of assessments. The most notable assumption is that of likelihood equivalence, which says that data can not help to discriminate network structures that encode the same assertions of conditional independence. We describe the constructions that follow from these assumptions, and also present a method for directly computing the marginal likelihood of a random sample with no missing observations. Also, we show how these assumptions lead to a general framework for characterizing parameter priors of multivariate distributions.
MLMay 5, 2021
Parameter Priors for Directed Acyclic Graphical Models and the Characterization of Several Probability DistributionsDan Geiger, David Heckerman
We develop simple methods for constructing parameter priors for model choice among Directed Acyclic Graphical (DAG) models. In particular, we introduce several assumptions that permit the construction of parameter priors for a large number of DAG models from a small set of assessments. We then present a method for directly computing the marginal likelihood of every DAG model given a random sample with no missing observations. We apply this methodology to Gaussian DAG models which consist of a recursive set of linear regression models. We show that the only parameter prior for complete Gaussian DAG models that satisfies our assumptions is the normal-Wishart distribution. Our analysis is based on the following new characterization of the Wishart distribution: let $W$ be an $n \times n$, $n \ge 3$, positive-definite symmetric matrix of random variables and $f(W)$ be a pdf of $W$. Then, f$(W)$ is a Wishart distribution if and only if $W_{11} - W_{12} W_{22}^{-1} W'_{12}$ is independent of $\{W_{12},W_{22}\}$ for every block partitioning $W_{11},W_{12}, W'_{12}, W_{22}$ of $W$. Similar characterizations of the normal and normal-Wishart distributions are provided as well.
AIOct 27, 2016
Dependence and Relevance: A probabilistic viewDan Geiger, David Heckerman
We examine three probabilistic concepts related to the sentence "two variables have no bearing on each other". We explore the relationships between these three concepts and establish their relevance to the process of constructing similarity networks---a tool for acquiring probabilistic knowledge from human experts. We also establish a precise relationship between connectedness in Bayesian networks and relevance in probability.
AIAug 7, 2014
Random Algorithms for the Loop Cutset ProblemAnn Becker, Reuven Bar-Yehuada, Dan Geiger
We show how to find a minimum loop cutset in a Bayesian network with high probability. Finding such a loop cutset is the first step in Pearl's method of conditioning for inference. Our random algorithm for finding a loop cutset, called "Repeated WGuessI", outputs a minimum loop cutset, after O(c 6^k k n) steps, with probability at least 1-(1 over{6^k})^{c 6^k}), where c>1 is a constant specified by the user, k is the size of a minimum weight loop cutset, and n is the number of vertices. We also show empirically that a variant of this algorithm, called WRA, often finds a loop cutset that is closer to the minimum loop cutset than the ones found by the best deterministic algorithms known.
AIApr 13, 2013
Proceedings of the Thirteenth Conference on Uncertainty in Artificial Intelligence (1997)Dan Geiger, Prakash Shenoy
This is the Proceedings of the Thirteenth Conference on Uncertainty in Artificial Intelligence, which was held in Providence, RI, August 1-3, 1997
AIMar 27, 2013
On the Logic of Causal ModelsDan Geiger, Judea Pearl
This paper explores the role of Directed Acyclic Graphs (DAGs) as a representation of conditional independence relationships. We show that DAGs offer polynomially sound and complete inference mechanisms for inferring conditional independence relationships from a given causal set of such relationships. As a consequence, d-separation, a graphical criterion for identifying independencies in a DAG, is shown to uncover more valid independencies then any other criterion. In addition, we employ the Armstrong property of conditional independence to show that the dependence relationships displayed by a DAG are inherently consistent, i.e. for every DAG D there exists some probability distribution P that embodies all the conditional independencies displayed in D and none other.
AIMar 27, 2013
d-Separation: From Theorems to AlgorithmsDan Geiger, Tom S. Verma, Judea Pearl
An efficient algorithm is developed that identifies all independencies implied by the topology of a Bayesian network. Its correctness and maximality stems from the soundness and completeness of d-separation with respect to probability theory. The algorithm runs in time O (l E l) where E is the number of edges in the network.
AIMar 27, 2013
Separable and transitive graphoidsDan Geiger, David Heckerman
We examine three probabilistic formulations of the sentence a and b are totally unrelated with respect to a given set of variables U. First, two variables a and b are totally independent if they are independent given any value of any subset of the variables in U. Second, two variables are totally uncoupled if U can be partitioned into two marginally independent sets containing a and b respectively. Third, two variables are totally disconnected if the corresponding nodes are disconnected in every belief network representation. We explore the relationship between these three formulations of unrelatedness and explain their relevance to the process of acquiring probabilistic knowledge from human experts.
AIMar 20, 2013
Advances in Probabilistic ReasoningDan Geiger, David Heckerman
This paper discuses multiple Bayesian networks representation paradigms for encoding asymmetric independence assertions. We offer three contributions: (1) an inference mechanism that makes explicit use of asymmetric independence to speed up computations, (2) a simplified definition of similarity networks and extensions of their theory, and (3) a generalized representation scheme that encodes more types of asymmetric independence assertions than do similarity networks.
LGMar 13, 2013
An Entropy-based Learning Algorithm of Bayesian Conditional TreesDan Geiger
This article offers a modification of Chow and Liu's learning algorithm in the context of handwritten digit recognition. The modified algorithm directs the user to group digits into several classes consisting of digits that are hard to distinguish and then constructing an optimal conditional tree representation for each class of digits instead of for each single digit as done by Chow and Liu (1968). Advantages and extensions of the new method are discussed. Related works of Wong and Wang (1977) and Wong and Poon (1989) which offer a different entropy-based learning algorithm are shown to rest on inappropriate assumptions.
AIMar 6, 2013
Inference Algorithms for Similarity NetworksDan Geiger, David Heckerman
We examine two types of similarity networks each based on a distinct notion of relevance. For both types of similarity networks we present an efficient inference algorithm that works under the assumption that every event has a nonzero probability of occurrence. Another inference algorithm is developed for type 1 similarity networks that works under no restriction, albeit less efficiently.
AIFeb 27, 2013
Learning Bayesian Networks: The Combination of Knowledge and Statistical DataDavid Heckerman, Dan Geiger, David Maxwell Chickering
We describe algorithms for learning Bayesian networks from a combination of user knowledge and statistical data. The algorithms have two components: a scoring metric and a search procedure. The scoring metric takes a network structure, statistical data, and a user's prior knowledge, and returns a score proportional to the posterior probability of the network structure given the data. The search procedure generates networks for evaluation by the scoring metric. Our contributions are threefold. First, we identify two important properties of metrics, which we call event equivalence and parameter modularity. These properties have been mostly ignored, but when combined, greatly simplify the encoding of a user's prior knowledge. In particular, a user can express her knowledge-for the most part-as a single prior Bayesian network for the domain. Second, we describe local search and annealing algorithms to be used in conjunction with scoring metrics. In the special case where each node has at most one parent, we show that heuristic search can be replaced with a polynomial algorithm to identify the networks with the highest score. Third, we describe a methodology for evaluating Bayesian-network learning algorithms. We apply this approach to a comparison of metrics and search procedures.
AIFeb 27, 2013
On Testing Whether an Embedded Bayesian Network Represents a Probability ModelDan Geiger, Azaria Paz, Judea Pearl
Testing the validity of probabilistic models containing unmeasured (hidden) variables is shown to be a hard task. We show that the task of testing whether models are structurally incompatible with the data at hand, requires an exponential number of independence evaluations, each of the form: "X is conditionally independent of Y, given Z." In contrast, a linear number of such evaluations is required to test a standard Bayesian network (one per vertex). On the positive side, we show that if a network with hidden variables G has a tree skeleton, checking whether G represents a given probability model P requires the polynomial number of such independence evaluations. Moreover, we provide an algorithm that efficiently constructs a tree-structured Bayesian network (with hidden variables) that represents P if such a network exists, and further recognizes when such a network does not exist.
AIFeb 27, 2013
Learning Gaussian NetworksDan Geiger, David Heckerman
We describe algorithms for learning Bayesian networks from a combination of user knowledge and statistical data. The algorithms have two components: a scoring metric and a search procedure. The scoring metric takes a network structure, statistical data, and a user's prior knowledge, and returns a score proportional to the posterior probability of the network structure given the data. The search procedure generates networks for evaluation by the scoring metric. Previous work has concentrated on metrics for domains containing only discrete variables, under the assumption that data represents a multinomial sample. In this paper, we extend this work, developing scoring metrics for domains containing all continuous variables or a mixture of discrete and continuous variables, under the assumption that continuous data is sampled from a multivariate normal distribution. Our work extends traditional statistical approaches for identifying vanishing regression coefficients in that we identify two important assumptions, called event equivalence and parameter modularity, that when combined allow the construction of prior distributions for multivariate normal parameters from a single prior Bayesian network specified by a user.
AIFeb 27, 2013
Approximation Algorithms for the Loop Cutset ProblemAnn Becker, Dan Geiger
We show how to find a small loop curser in a Bayesian network. Finding such a loop cutset is the first step in the method of conditioning for inference. Our algorithm for finding a loop cutset, called MGA, finds a loop cutset which is guaranteed in the worst case to contain less than twice the number of variables contained in a minimum loop cutset. We test MGA on randomly generated graphs and find that the average ratio between the number of instances associated with the algorithms' output and the number of instances associated with a minimum solution is 1.22.
AIFeb 20, 2013
Learning Bayesian Networks: A Unification for Discrete and Gaussian DomainsDavid Heckerman, Dan Geiger
We examine Bayesian methods for learning Bayesian networks from a combination of prior knowledge and statistical data. In particular, we unify the approaches we presented at last year's conference for discrete and Gaussian domains. We derive a general Bayesian scoring metric, appropriate for both domains. We then use this metric in combination with well-known statistical facts about the Dirichlet and normal--Wishart distributions to derive our metrics for discrete and Gaussian domains.
AIFeb 20, 2013
A Characterization of the Dirichlet Distribution with Application to Learning Bayesian NetworksDan Geiger, David Heckerman
We provide a new characterization of the Dirichlet distribution. This characterization implies that under assumptions made by several previous authors for learning belief networks, a Dirichlet prior on the parameters is inevitable.
LGFeb 13, 2013
Asymptotic Model Selection for Directed Networks with Hidden VariablesDan Geiger, David Heckerman, Christopher Meek
We extend the Bayesian Information Criterion (BIC), an asymptotic approximation for the marginal likelihood, to Bayesian networks with hidden variables. This approximation can be used to select models given large samples of data. The standard BIC as well as our extension punishes the complexity of a model according to the dimension of its parameters. We argue that the dimension of a Bayesian network with hidden variables is the rank of the Jacobian matrix of the transformation between the parameters of the network and the parameters of the observable variables. We compute the dimensions of several networks including the naive Bayes model with a hidden root node.
DSFeb 13, 2013
A Sufficiently Fast Algorithm for Finding Close to Optimal Junction TreesAnn Becker, Dan Geiger
An algorithm is developed for finding a close to optimal junction tree of a given graph G. The algorithm has a worst case complexity O(c^k n^a) where a and c are constants, n is the number of vertices, and k is the size of the largest clique in a junction tree of G in which this size is minimized. The algorithm guarantees that the logarithm of the size of the state space of the heaviest clique in the junction tree produced is less than a constant factor off the optimal value. When k = O(log n), our algorithm yields a polynomial inference algorithm for Bayesian networks.
LGJan 30, 2013
Graphical Models and Exponential FamiliesDan Geiger, Christopher Meek
We provide a classification of graphical models according to their representation as subfamilies of exponential families. Undirected graphical models with no hidden variables are linear exponential families (LEFs), directed acyclic graphical models and chain graphs with no hidden variables, including Bayesian networks with several families of local distributions, are curved exponential families (CEFs) and graphical models with hidden variables are stratified exponential families (SEFs). An SEF is a finite union of CEFs satisfying a frontier condition. In addition, we illustrate how one can automatically generate independence and non-independence constraints on the distributions over the observable variables implied by a Bayesian network with hidden variables. The relevance of these results for model selection is examined.
AIJan 23, 2013
Quantifier Elimination for Statistical ProblemsDan Geiger, Christopher Meek
Recent improvement on Tarski's procedure for quantifier elimination in the first order theory of real numbers makes it feasible to solve small instances of the following problems completely automatically: 1. listing all equality and inequality constraints implied by a graphical model with hidden variables. 2. Comparing graphyical models with hidden variables (i.e., model equivalence, inclusion, and overlap). 3. Answering questions about the identification of a model or portion of a model, and about bounds on quantities derived from a model. 4. Determing whether a given set of independence assertions. We discuss the foundation of quantifier elimination and demonstrate its application to these problems.
LGJan 23, 2013
Parameter Priors for Directed Acyclic Graphical Models and the Characterization of Several Probability DistributionsDan Geiger, David Heckerman
We show that the only parameter prior for complete Gaussian DAG models that satisfies global parameter independence, complete model equivalence, and some weak regularity assumptions, is the normal-Wishart distribution. Our analysis is based on the following new characterization of the Wishart distribution: let W be an n x n, n >= 3, positive-definite symmetric matrix of random variables and f(W) be a pdf of W. Then, f(W) is a Wishart distribution if and only if W_{11}-W_{12}W_{22}^{-1}W_{12}' is independent of {W_{12}, W_{22}} for every block partitioning W_{11}, W_{12}, W_{12}', W_{22} of W. Similar characterizations of the normal and normal-Wishart distributions are provided as well. We also show how to construct a prior for every DAG model over X from the prior of a single regression model.
AIJan 16, 2013
Likelihood Computations Using Value AbstractionsNir Friedman, Dan Geiger, Noam Lotner
In this paper, we use evidence-specific value abstraction for speeding Bayesian networks inference. This is done by grouping variable values and treating the combined values as a single entity. As we show, such abstractions can exploit regularities in conditional probability distributions and also the specific values of observed variables. To formally justify value abstraction, we define the notion of safe value abstraction and devise inference algorithms that use it to reduce the cost of inference. Our procedure is particularly useful for learning complex networks with many hidden variables. In such cases, repeated likelihood computations are required for EM or other parameter optimization techniques. Since these computations are repeated with respect to the same evidence set, our methods can provide significant speedup to the learning procedure. We demonstrate the algorithm on genetic linkage problems where the use of value abstraction sometimes differentiates between a feasible and non-feasible solution.
AIJan 16, 2013
Perfect Tree-Like Markovian DistributionsAnn Becker, Dan Geiger, Christopher Meek
We show that if a strictly positive joint probability distribution for a set of binary random variables factors according to a tree, then vertex separation represents all and only the independence relations enclosed in the distribution. The same result is shown to hold also for multivariate strictly positive normal distributions. Our proof uses a new property of conditional independence that holds for these two classes of probability distributions.
LGOct 19, 2012
Automated Analytic Asymptotic Evaluation of the Marginal Likelihood for Latent ModelsDmitry Rusakov, Dan Geiger
We present and implement two algorithms for analytic asymptotic evaluation of the marginal likelihood of data given a Bayesian network with hidden nodes. As shown by previous work, this evaluation is particularly hard for latent Bayesian network models, namely networks that include hidden variables, where asymptotic approximation deviates from the standard BIC score. Our algorithms solve two central difficulties in asymptotic evaluation of marginal likelihood integrals, namely, evaluation of regular dimensionality drop for latent Bayesian network models and computation of non-standard approximation formulas for singular statistics for these models. The presented algorithms are implemented in Matlab and Maple and their usage is demonstrated for marginal likelihood approximations for Bayesian networks with hidden variables.
LGOct 19, 2012
A Distance-Based Branch and Bound Feature Selection AlgorithmAri Frank, Dan Geiger, Zohar Yakhini
There is no known efficient method for selecting k Gaussian features from n which achieve the lowest Bayesian classification error. We show an example of how greedy algorithms faced with this task are led to give results that are not optimal. This motivates us to propose a more robust approach. We present a Branch and Bound algorithm for finding a subset of k independent Gaussian features which minimizes the naive Bayesian classification error. Our algorithm uses additive monotonic distance measures to produce bounds for the Bayesian classification error in order to exclude many feature subsets from evaluation, while still returning an optimal solution. We test our method on synthetic data as well as data obtained from gene expression profiling.
COJun 20, 2012
Importance Sampling via Variational OptimizationYdo Wexler, Dan Geiger
Computing the exact likelihood of data in large Bayesian networks consisting of thousands of vertices is often a difficult task. When these models contain many deterministic conditional probability tables and when the observed values are extremely unlikely even alternative algorithms such as variational methods and stochastic sampling often perform poorly. We present a new importance sampling algorithm for Bayesian networks which is based on variational techniques. We use the updates of the importance function to predict whether the stochastic sampling converged above or below the true likelihood, and change the proposal distribution accordingly. The validity of the method and its contribution to convergence is demonstrated on hard networks of large genetic linkage analysis tasks.