On the completeness of an identifiability algorithm for semi-Markovian models

This paper addresses the problem of identifying causal effects from nonexperimental data in a causal Bayesian network, i.e., a directed acyclic graph that represents causal relationships. The identifiability question asks whether it is possible to compute the probability of some set of (effect) variables given intervention on another set of (intervention) variables, in the presence of non-observable (i.e., hidden or latent) variables. It is well known that the answer to the question depends on the structure of the causal Bayesian network, the set of observable variables, the set of effect variables, and the set of intervention variables. Sound algorithms for identifiability have been proposed, but no complete algorithm is known. We show that the identify algorithm that Tian and Pearl defined for semi-Markovian models (Tian and Pearl 2002, 2002, 2003), an important special case of causal Bayesian networks, is both sound and complete. We believe that this result will prove useful to solve the identifiability question for general causal Bayesian networks.      

Causal independence for probability assessment and inference usingBayesian networks

A Bayesian network is a probabilistic representation for uncertain relationships, which has proven to be useful for modeling real-world problems. When there are many potential causes of a given effect, however, both probability assessment and inference using a Bayesian network can be difficult. In this paper, we describe causal independence, a collection of conditional independence assertions and functional relationships that are often appropriate to apply to the representation of the uncertain interactions between causes and effect. We show how the use of causal independence in a Bayesian network can greatly simplify probability assessment as well as probabilistic inference     

Bayesian Maximal Information Coefficient (BMIC) to reason novel trends in large datasets

The Bayesian network (BN) is a probability inference model to describe the explicit relationship between cause and effect, which may be examined in the complex system of rice price with data uncertainty. However, discovering the optimized structure from a super-exponential number of graphs in the search space is an NP-hard problem. In this paper, Bayesian Maximal Information Coefficient (BMIC) is proposed to uncover the causal correlations from a large data set in a random system by integrating probabilistic graphical model (PGM) and maximal information coefficient (MIC) with Bayesian linear regression (BLR). First, MIC is to capture the strong dependence between predictor variables and a target variable to reduce the number of variables for the BN structural learning of PGM. Second, BLR is responsible for assigning orientation in a graph resulting from a posterior probability distribution. It conforms to what BN needs to acquire a conditional probability distribution when given the parents for each node by the Bayes’ Theorem. Third, the Bayesian information criterion (BIC) is treated as an indicator to determine the well-explained model with its data to ensure correctness. The score shows that the proposed BMIC obtains the highest score compared to the two traditional learning algorithms. Finally, the proposed BMIC is applied to discover the causal correlations from the large data set on Thai rice price by identifying the causal changes in the paddy price of Jasmine rice. The results of the experiments show that the proposed BMIC returns directional relationships with clues to identify the cause(s) and effect(s) of paddy price with a better heuristic search.

     

Bayesian network modelling through qualitative patterns

In designing a Bayesian network for an actual problem, developers need to bridge the gap between the mathematical abstractions offered by the Bayesian-network formalism and the features of the problem to be modelled. Qualitative probabilistic networks (QPNs) have been put forward as qualitative analogues to Bayesian networks, and allow modelling interactions in terms of qualitative signs. They thus have the advantage that developers can abstract from the numerical detail, and therefore the gap may not be as wide as for their quantitative counterparts. A notion that has been suggested in the literature to facilitate Bayesian-network development is causal independence. It allows exploiting compact representations of probabilistic interactions among variables in a network. In the paper, we deploy both causal independence and QPNs in developing and analysing a collection of qualitative, causal interaction patterns, called QC patterns. These are endowed with a fixed qualitative semantics, and are intended to offer developers a high-level starting point when developing Bayesian networks.     

基于概率图的三支决策模型研究

概率图模型是一类用图形模式表达基于概率关系的模型的总称,用该模型解决损失代价问题已成为当前的研究热点。结合概率图和三支决策理论,提出了基于概率图的三支决策模型。该模型通过对数据进行分析,构造其Bayes网络;并根据模型中节点的相互依赖关系,计算出条件概率分布函数;结合查询变量的先验概率和三支决策损失代价函数,建立了相应的决策规则,给出了概率推理决策中代价最小化问题的一种解决方法。最后通过教学评估实例验证了该模型的有效性。     

新的贝叶斯网络结构学习方法

贝叶斯网络是一种将贝叶斯概率方法和有向无环图的网络拓扑结构有机结合的表示模型,它描述了数据项及数据项之间的非线性依赖关系.报告了贝叶斯网络研究的现状,并针对传统算法需要主观规定网络中结点顺序的缺点,提出了一个新的可以在无约束条件下,根据观测得到的训练样本集的概率关系,自动完成学习贝叶斯网络结构的新方法.     

Bayesian Networks for Data Mining

A Bayesian network is a graphical model that encodesprobabilistic relationships among variables of interest. When used inconjunction with statistical techniques, the graphical model hasseveral advantages for data modeling. One, because the model encodesdependencies among all variables, it readily handles situations wheresome data entries are missing. Two, a Bayesian network can be used tolearn causal relationships, and hence can be used to gain understanding about a problem domain and to predict the consequencesof intervention. Three, because the model has both a causal andprobabilistic semantics, it is an ideal representation for combiningprior knowledge (which often comes in causal form) and data. Four,Bayesian statistical methods in conjunction with Bayesian networksoffer an efficient and principled approach for avoiding theoverfitting of data. In this paper, we discuss methods for constructing Bayesian networks from prior knowledge and summarizeBayesian statistical methods for using data to improve these models.With regard to the latter task, we describe methods for learning boththe parameters and structure of a Bayesian network, includingtechniques for learning with incomplete data. In addition, we relateBayesian-network methods for learning to techniques for supervised andunsupervised learning. We illustrate the graphical-modeling approachusing a real-world case study.     

一种基于有向二分图模型和贝叶斯网络的入侵检测方法

针对入侵检测中存在的非确定性推理问题,文章提出一种基于二分图模型和贝叶斯网络的入侵检测方法,该方法利用二分有向图模型表示入侵和相关特征属性之间的因果拓扑关系,利用训练数据中获取模型的概率参数,最后使用最大可能解释对转化后的推理问题进行推理,并通过限定入侵同时发生的数目来提高检测效率。实验表明,该方法具有较高的检测率和很好的鲁棒性。     

Graphical model based continuous estimation of distribution algorithm

In this paper, a new estimation of distribution algorithm is introduced. The goal is to propose a method that avoids complex approximations of learning a probabilistic graphical model and considers multivariate dependencies between continuous random variables. A parallel model of some subgraphs with a smaller number of variables is learned as the probabilistic graphical model. In each generation, the joint probability distribution of the selected solutions is estimated using a Gaussian Mixture model. Then, learning the graphical model of dependencies among random variables and sampling are done separately for each Gaussian component. In the learning step, using the selected solutions of each Gaussian mixture component, the structure of a Markov network is learned. This network is decomposed to maximal cliques and a clique graph. Then, complete Bayesian network structures are learned for these subgraphs using an optimization algorithm. The proposed optimization problem is a 0–1 constrained quadratic programming which finds the best permutation of variables. Then, sampling is done from each Bayesian network of each Gaussian component. The introduced method is compared with the other network-based estimation of distribution algorithms for optimization of continuous numerical functions.     

A probabilistic model for predicting software development effort

Recently, Bayesian probabilistic models have been used for predicting software development effort. One of the reasons for the interest in the use of Bayesian probabilistic models, when compared to traditional point forecast estimation models, is that Bayesian models provide tools for risk estimation and allow decision-makers to combine historical data with subjective expert estimates. In this paper, we use a Bayesian network model and illustrate how a belief updating procedure can be used to incorporate decision-making risks. We develop a causal model from the literature and, using a data set of 33 real-world software projects, we illustrate how decision-making risks can be incorporated in the Bayesian networks. We compare the predictive performance of the Bayesian model with popular nonparametric neural-network and regression tree forecasting models and show that the Bayesian model is a competitive model for forecasting software development effort.     

高效计算因果网中的最大可能解释

在因果网中,高效计算的最大可能解释(Most Probable Explanations,MPE)是一个关键问题。从有向无环图的角度,研究者们发现每一个因果网都有一个与之对应的贝叶斯网络。文中通过比较干预和微分的语义,揭示了MPE完全原子干预的微分语义。根据微分语义,因果网中原子干预MPE实例的计算可以归约为贝叶斯网络中的MPE实例的计算。接着,提出了一个联合树算法(Best JoinTree,BJT),它通过在因果网中只构建一个联合树来计算最好的原子干预,原子干预的结果包含一个BMPE(Best MPE)概率和它对应的实例。其中,BMPE概率是对MPE所有结点分别进行原子干预后得到的最高概率。BJT可以采用干预的效果来计算对应贝叶斯网络的MPE概率和MPE实例。最后,实验证实了绝大多数因果网在计算最好原子干预时,BJT的速度比目前最好的算法快了超过10倍。     

Stochastic model of production and inventory control using dynamic bayesian network

Bayesian Network is a stochastic model, which shows the qualitative dependence between two or more random variables by the graph structure, and indicates the quantitative relations between individual variables by the conditional probability. This paper deals with the production and inventory control using the dynamic Bayesian network. The probabilistic values of the amount of delivered goods and the production quantities are changed in the real environment, and then the total stock is also changed randomly. The probabilistic distribution of the total stock is calculated through the propagation of the probability on the Bayesian network. Moreover, an adjusting rule of the production quantities to maintain the probability of the lower bound and the upper bound of the total stock to certain values is shown. This work was presented in part at the 13th International Symposium on Artificial Life and Robotics, Oita, Japan, January 31–February 2, 2008     

Bayes网络学习的MCMC方法

基于Bayes统计理论, 提出了一种从数据样本中学习Bayes网络的Markov链Monte Carlo(MCMC)方法. 首先通过先验概率和数据样本的结合得到未归一化的后验概率, 然后使用此后验概率指导随机搜索算法寻找“好”的网络结构模型. 通过对Alarm网络的学习表明了本算法具有较好的性能.     

On the combination of logical and probabilistic models for?information analysis

Formal logical tools are able to provide some amount of reasoning support for information analysis, but are unable to represent uncertainty. Bayesian network tools represent probabilistic and causal information, but in the worst case scale as poorly as some formal logical systems and require specialized expertise to use effectively. We describe a framework for systems that incorporate the advantages of both Bayesian and logical systems. We define a formalism for the conversion of automatically generated natural deduction proof trees into Bayesian networks. We then demonstrate that the merging of such networks with domain-specific causal models forms a consistent Bayesian network with correct values for the formulas derived in the proof. In particular, we show that hard evidential updates in which the premises of a proof are found to be true force the conclusions of the proof to be true with probability one, regardless of any dependencies and prior probability values assumed for the causal model. We provide several examples that demonstrate the generality of the natural deduction system by using inference schemes not supportable directly in Horn clause logic. We compare our approach to other ones, including some that use non-standard logics.     

Restricted Bayesian classification networks

Bayesian networks are graphical models that describe dependency relationships between variables, and are powerful tools for studying probability classifiers. At present, the causal Bayesian network learning method is used in constructing Bayesian network classifiers while the contribution of attribute to class is over-looked. In this paper, a Bayesian network specifically for classification-restricted Bayesian classification networks is proposed. Combining dependency analysis between variables, classification accuracy evaluation criteria and a search algorithm, a learning method for restricted Bayesian classification networks is presented. Experiments and analysis are done using data sets from UCI machine learning repository. The results show that the restricted Bayesian classification network is more accurate than other well-known classifiers.     

Probability bounds for goal directed queries in Bayesian networks

We derive bounds on the probability of a goal node given a set of acquired input nodes. The bounds apply to decomposable networks; a class of Bayesian networks encompassing causal trees and causal polytrees. The difficulty of computing the bounds depends on the characteristics of the decomposable network. For directly connected networks with binary goal nodes, tight bounds can be computed in polynomial time. For other kinds of decomposable networks, the derivation of the bounds requires solving an integer program with a nonlinear objective function, a computationally intractable problem in the worst case. We provide a relaxation technique that computes looser bounds in polynomial time for more complex decomposable networks. We briefly describe an application of the probability bounds to a record linkage problem.     

基于贝叶斯方法的知识发现

贝叶斯方法是概率统计学中一种很重要的。方法贝叶网络就是根据各个变量之间概率关系用图论方法建立的模型,本文概率统计图的贝叶斯规则应用于知识发现。建立图论模型进行数据挖掘,文章最后应用贝叶斯网络对于实际的数据库进行知识发现,其结果说明了这种方法的有效性。     

BNC-VLA: bayesian network structure learning using a team of variable-action set learning automata

Bayesian Network (BN) is a probabilistic graphical model which describes the joint probability distribution over a set of random variables. One of the most important challenges in the field of BNs is to find an optimal network structure based on an available training dataset. Since the problem of searching the optimal BN structure belongs to the class of NP-hard problems, typically greedy algorithms are used to solve it. In this paper a learning automata-based algorithm has been proposed to solve the BNs structure learning problem. There is a learning automaton corresponding with each random variable and at each stage of the proposed algorithm, named BNC-VLA, a set of learning automata is randomly activated and determined the graph edges that must be appeared in that stage. Finally, the constructed network is evaluated using a scoring function. As BNC-VLA algorithm proceeds, the learning process focuses on the BN structure with higher scores. The convergence of this algorithm is theoretically proved; and also some experiments are designed to evaluate the performance of it. Experimental results show that BNC-VLA is capable of finding the optimal structure of BN in an acceptable execution time; and comparing against other search-based methods, it outperforms them.     

面向大规模工控网络的关键路径分析方法

针对大规模工控网络攻击图的量化计算耗时高、消耗资源大的问题,提出了一种大规模工控网络的关键路径分析方法。首先利用割集思想结合工控网络中的原子攻击收益,计算贝叶斯攻击图关键节点集合,解决目前割集算法只考虑图结构中节点关键性的问题。其次,提出一种只更新关键节点攻击概率的贝叶斯攻击图动态更新策略,高效计算全图攻击概率,分析攻击图关键路径。实验结果表明,所提方法在大规模工控攻击图的计算中,不仅可以保证计算结果的可靠性,而且能够大幅度降低方法耗时,显著提升计算效率。     

概率SDG模型及故障分析推理方法

符号有向图（SDG）是用来表示大规模复杂系统中变量之间因果影响关系的一种重要工具,但其存在一些不易克服的缺点.为此,首先提出一种新的模型--概率SDG模型,用条件概率描述故障之间的传递关系;然后在概率SDG模型的框架下,提出一种故障分析诊断的推理方法,即利用图消去算法和连接树算法进行贝叶斯推理,并计算出故障概率.最后以65 t/h锅炉系统为例,研究建立其概率SDG模型,并在此基础上验证了上述模型和推理方法的有效性.