jmlr jmlr2010 jmlr2010-32 knowledge-graph by maker-knowledge-mining

32 jmlr-2010-Efficient Algorithms for Conditional Independence Inference


Source: pdf

Author: Remco Bouckaert, Raymond Hemmecke, Silvia Lindner, Milan Studený

Abstract: The topic of the paper is computer testing of (probabilistic) conditional independence (CI) implications by an algebraic method of structural imsets. The basic idea is to transform (sets of) CI statements into certain integral vectors and to verify by a computer the corresponding algebraic relation between the vectors, called the independence implication. We interpret the previous methods for computer testing of this implication from the point of view of polyhedral geometry. However, the main contribution of the paper is a new method, based on linear programming (LP). The new method overcomes the limitation of former methods to the number of involved variables. We recall/describe the theoretical basis for all four methods involved in our computational experiments, whose aim was to compare the efficiency of the algorithms. The experiments show that the LP method is clearly the fastest one. As an example of possible application of such algorithms we show that testing inclusion of Bayesian network structures or whether a CI statement is encoded in an acyclic directed graph can be done by the algebraic method. Keywords: conditional independence inference, linear programming approach

Reference: text


Summary: the most important sentenses genereted by tfidf model

sentIndex sentText sentNum sentScore

1 We interpret the previous methods for computer testing of this implication from the point of view of polyhedral geometry. [sent-12, score-0.252]

2 In Studen´ (2005), the method of structural imsets has been proposed as a non-graphical algey braic device for describing probabilistic CI structures; its advantage over graphical approaches is that it allows one to describe any discrete probabilistic CI structure. [sent-39, score-0.377]

3 The intended use is • computer testing of implications between CI statements, and • checking equivalence of structural imsets by an algebraic method. [sent-43, score-0.48]

4 2 Some Former Algorithms Given structural imsets u and v (over a set of variables N), the intuitive meaning of the implication u ⇀ v (≡ u independence implies v) is that the CI structure induced by u contains the CI structure induced by v. [sent-51, score-0.549]

5 It was the question y whether every structural imset is a combinatorial imset, that is, whether it can be written as the sum of elementary imsets (= imsets corresponding to elementary CI statements). [sent-74, score-1.424]

6 (2008), where an example of a structural imset over 5 variables was found that is not combinatorial. [sent-76, score-0.436]

7 This fact naturally leads to a more advanced question motivated by the topic of CI inference: what is the so-called Hilbert basis of the cone generated by standard imsets (cf. [sent-77, score-0.477]

8 In fact, the CI inference problem is transformed to testing whether a given imset is combinatorial, respectively structural. [sent-82, score-0.461]

9 Given acyclic directed graphs G and H over N, we show that the BN structure induced by H is contained in the one induced by G iff the difference uG − uH of their standard imsets is a combinatorial imset, which happens iff it is a structural imset. [sent-90, score-0.584]

10 Thus, testing the inclusion can be transformed to testing combinatorial imsets (or structural ones). [sent-91, score-0.546]

11 A consequence of this observation is an elegant algebraic procedure for reading CI statements represented in a standard imset uG , a kind of counterpart of the graphical separation criterion. [sent-92, score-0.518]

12 Since the standard imset uG is quite simple we have reasons to conjecture that our procedure can be implemented with polynomial complexity with respect to |N|. [sent-93, score-0.395]

13 Since trivial statements are always valid, it follows from the semi-graphoid properties that, for any discrete probability distribution P, the CI structure induced by P is uniquely determined by the list of elementary CI statements valid with respect to P. [sent-112, score-0.348]

14 2 Imsets An imset over N is an integer-valued function on the power set of N, denoted by P (N) in the rest of the paper. [sent-114, score-0.395]

15 An imset associated with a CI statement A ⊥ B |C is then the combination ⊥ u A,B|C ≡ δABC + δC − δAC − δBC . [sent-117, score-0.427]

16 The class of elementary imsets (over N), denoted by E (N), consists of imsets associated with elementary CI statements (over N). [sent-118, score-1.013]

17 A combinatorial imset is an imset u that can directly be decomposed into elementary imsets, that is, for some kw ∈ Z+ . [sent-119, score-1.022]

18 u = ∑ kw · w w∈ E (N) We denote the class of combinatorial imsets over N by C (N). [sent-120, score-0.44]

19 An imset u over N will be called structural if there exists n ∈ N such that the multiple n · u is a combinatorial imset, that is, n·u = ∑ kw · w for some n ∈ N, kw ∈ Z+ . [sent-121, score-0.584]

20 w∈ E (N) In other words, a structural imset is an imset which is a combination of elementary ones with nonnegative rational coefficients. [sent-122, score-1.008]

21 The class of structural imsets over N will be denoted by S (N); this 1. [sent-123, score-0.377]

22 The word imset is an abbreviation for integer-valued multiset. [sent-124, score-0.395]

23 3457 ´ B OUCKAERT, H EMMECKE , L INDNER AND S TUDEN Y class of imsets is intended to describe CI structures. [sent-125, score-0.336]

24 3) that there exists a smallest n∗ ∈ N, y depending on |N|, such that u ∈ S (N) ⇔ n∗ · u ∈ C (N) for every imset u over N. [sent-130, score-0.395]

25 3 Independence Implication Let u, v be structural imsets over N. [sent-135, score-0.377]

26 The importance of structural imsets follows from the fact that, for every discrete probability distribution P over N, there exists u ∈ S (N) such that the CI structure induced by P coincides with M (u) (use Studen´ , 2005, Theorem 5. [sent-138, score-0.377]

27 The scalar product of m and an imset u over N is then m, u ≡ ∑ m(S) · u(S) . [sent-143, score-0.395]

28 More specifically, given an input list L of CI statements, let us “translate” every statement s in L into the associated imset us and introduce a combinatorial imset uL ≡ ∑s∈L us . [sent-147, score-0.929]

29 If we assume that the “input” u is a combinatorial imset and the “output” v an elementary one then such a limit exists. [sent-155, score-0.583]

30 Given an acyclic directed graph G over N, the standard imset for G, denoted by uG , is given by the formula uG = δN − δ0 + ∑ { δpaG (i) − δ{i}∪paG (i) }, (3) / i∈N where paG (i) ≡ { j ∈ N; j → i in G} denotes the set of parents of a node i in G. [sent-170, score-0.456]

31 1 in Studen´ (2005) says that uG is always a combinatorial imset and M (uG ) = I (G). [sent-172, score-0.455]

32 That means, the standard imset is a unique representative of the equivalence class of graphs. [sent-176, score-0.395]

33 Note that uG need not be the only combinatorial imset defining I (G); it is the simplest such imset, a kind of “standard” representative. [sent-177, score-0.455]

34 Using standard imsets we can easily characterize the inclusion for Bayesian networks: Proposition 2 Let G and H be acyclic directed graphs over N. [sent-178, score-0.422]

35 We have some reasons to conjecture that testing whether a difference of two standard imsets is a combinatorial imset can be done with polynomial complexity in |N|; see Conclusions for the discussion. [sent-185, score-0.833]

36 Note that indirect transformational graphical description of independence inclusion by Chickering (2002) does not provide an algorithm for testing the inclusion for a given pair of 3459 ´ B OUCKAERT, H EMMECKE , L INDNER AND S TUDEN Y acyclic directed graphs G and H. [sent-187, score-0.216]

37 Proposition 2 has the following consequence, which allows one to replace the graphical separation criterion by testing whether an imset is combinatorial. [sent-189, score-0.437]

38 If the polyhedral cone is rational then it is the conical hull of finitely many rational points. [sent-210, score-0.338]

39 A pointed polyhedral cone C has just one vertex 0, its edges are half-lines, called extreme rays. [sent-242, score-0.312]

40 If C is a pointed rational polyhedral cone then each of its extreme rays contains a non-zero lattice point; this lattice point is unique if it is normalized, that is, if its components have no common integer divisor. [sent-247, score-0.488]

41 3461 ´ B OUCKAERT, H EMMECKE , L INDNER AND S TUDEN Y By a Hilbert basis of a rational polyhedral cone C (see Schrijver, 1986, § 16. [sent-251, score-0.291]

42 4) says that every rational polyhedral cone possesses a Hilbert basis. [sent-254, score-0.267]

43 An input list L of elementary CI statements and another elementary CI statement t over 2. [sent-282, score-0.42]

44 1 Method 1: using Skeletal Characterization This is the first ever implemented method for testing independence implication (Studen´ et al. [sent-291, score-0.214]

45 The motivation source for this method was the dual definition (2) of independence implication in terms of supermodular functions (see Section 2. [sent-294, score-0.272]

46 The columns in the table correspond to structural imsets ut and uL , the items are corresponding scalar products. [sent-315, score-0.449]

47 The independence implication can equivalently be defined in terms of (inclusion of) facets of the cone R (N) ≡ cone (E (N)), the cone spanned by elementary imsets. [sent-319, score-0.688]

48 These facets correspond to the extreme rays of the (dual) cone of ℓ-standardized supermodular functions. [sent-328, score-0.333]

49 2 Method 2: Racing Algorithms The idea of the paper (Bouckaert and Studen´ , 2007) was to combine two algorithms for testing the y independence implication u ⇀ v. [sent-332, score-0.214]

50 1 V ERIFICATION : D ECOMPOSING INTO E LEMENTARY I MSETS Consider a combinatorial imset u ∈ C (N), an elementary imset v ∈ E (N) and the task to decide whether u ⇀ v. [sent-344, score-0.978]

51 That is, by (1), testing whether k · u − v is a structural imset for some k ∈ N. [sent-345, score-0.478]

52 Now, (1) implies that n · (k · u − v) is a combinatorial imset for some k, n ∈ N (see Section 2. [sent-348, score-0.455]

53 y The characterization (6) allows one to transform testing independence implication to the task to decide whether a given candidate imset y = l · u − v is combinatorial. [sent-357, score-0.633]

54 A combinatorial imset y may have many decompositions y = ∑w∈ E (N) kw · w, kw ∈ Z+ into elementary imsets. [sent-358, score-0.671]

55 Because there is a simple formula for the degree of the candidate imset y 3464 E FFICIENT A LGORITHMS FOR C ONDITIONAL I NDEPENDENCE I NFERENCE y, the search space, the tree of potential decompositions, is known. [sent-362, score-0.395]

56 The point is that the degree of a candidate imset y = l · u − v grows (linearly) with l; consequently, the size of the corresponding tree of possible decompositions grows exponentially with l. [sent-367, score-0.395]

57 If this is the case then the degree of y must be 3, which means we search for a decomposition into elementary imsets with 3 summands. [sent-378, score-0.5]

58 There are 6 elementary imsets over {a, b, c, d} with this property and two of them are excluded by sanity checks. [sent-380, score-0.464]

59 For example, for v′ = u c,d|ab and y′ = y − v′ one has −1 = ∑{c,d}⊆T y′ (T ) < 0, which is impossible for a combinatorial imset in place of y′ . [sent-381, score-0.455]

60 Thus, the implication uL ⇀ ut has been confirmed by the decomposition method. [sent-384, score-0.217]

61 To explain the geometric interpretation (of the method) note that the cone R (N) = cone (E (N)) is slightly special. [sent-385, score-0.234]

62 The lattice points in this cone are just structural imsets. [sent-386, score-0.216]

63 3, lattice points in R (N) are just non-negative rational combinations of elementary imsets E (N), that is, structural imsets (see Section 2. [sent-389, score-0.948]

64 In particular, every structural imset belongs to one of parallel hyperplanes (to this basic one) and its “degree” says how far it is from the origin (= zero imset). [sent-392, score-0.436]

65 The condition (6) is a minor modification of (1): it requires a multiple of u minus v is a sum of elementary imsets (with possible repetition). [sent-394, score-0.464]

66 The algorithm, therefore, looks for the decomposition and the degree (of the candidate imset y) serves as the measure of its complexity. [sent-395, score-0.431]

67 To disprove the implication u ⇀ v it is enough to find a supermodular function m : P (N) → R such that m, u = 0 and m, v > 0. [sent-399, score-0.234]

68 Actually, one can limit oneself to ℓ-standardized integer-valued supermodular functions, that is, supermodular imsets. [sent-400, score-0.222]

69 These imsets have a special form which allows one to generate them randomly. [sent-401, score-0.336]

70 If our random procedure generates the supermodular imset ⊥ m = 2 · δabcd + δabc + δabd + δacd + 2 · δbcd + δbc + δbd + δcd , then one can observe that m, uL = 0 while m, u b,c|a = 1. [sent-408, score-0.495]

71 3 Method 3: Decomposition via Hilbert Basis An alternative to testing whether an imset is combinatorial is testing whether it is structural. [sent-415, score-0.539]

72 Since structural imsets coincide with the lattice points in the cone R (N) ≡ cone (E (N)), each of them can be written as a sum (with possible repetition) of the elements of the Hilbert basis H (N) of the cone R (N) (see Section 3. [sent-416, score-0.81]

73 (2008) imply that the set of elementary imsets does not constitute a Hilbert basis of R (N) for |N| ≥ 5. [sent-419, score-0.488]

74 Thus, having the Hilbert basis of R (N) at hand, one can test the independence implication u ⇀ v for u, v ∈ S (N) through (1): the task is to find out whether there exists a decomposition of y ≡ k · u − v into Hilbert basis elements for some k ∈ N. [sent-425, score-0.256]

75 1, where the set of elementary imsets E (N) was used instead of H (N). [sent-428, score-0.464]

76 4 Method 4: Linear Programming The basic idea is to re-formulate (the definition of) independence implication in terms of the (pointed rational polyhedral) cone R (N) ≡ cone (E (N)) spanned by elementary imsets. [sent-434, score-0.583]

77 Proof The cone R (N) consists of conic combinations of representatives of its extreme rays, that is, of elementary imsets. [sent-443, score-0.318]

78 This imset equality, specified for any S ⊆ N, yields (9). [sent-445, score-0.395]

79 Indeed, the rows of A correspond to subsets of N, while the columns to elementary imsets and the factor k. [sent-447, score-0.464]

80 For example, consider the cone of ℓ-standardized supermodular functions. [sent-462, score-0.217]

81 3468 E FFICIENT A LGORITHMS FOR C ONDITIONAL I NDEPENDENCE I NFERENCE containing 3, up to 11 elementary CI statements were generated and, for each elementary CI statement outside the input list, it was verified whether it was implicated or not. [sent-483, score-0.395]

82 So, the thousand 3-input cases result in verification of a thousand times the total number of elementary CI statements (80 for 5 variables) minus the 3 statements already given in the input list, that is, 1000 × (80 − 3) = 77000 inference problems. [sent-484, score-0.344]

83 Comparing the Hilbert racer with the original racer algorithm shows that more problems are resolved in the time available, so the HB decomposition algorithm appears to perform better at resolving problems. [sent-547, score-0.342]

84 However, taking in account the number of unresolved problems, the Hilbert racer is winning out, so it is to be expected that a slightly longer time-out period will bring the performance of the triple racer on the same level as the Hilbert racer. [sent-565, score-0.391]

85 If L is an input list of elementary CI statements, then one single experiment comprises the testing of |E (N)| many independence implications uL ⇀ u for all u ∈ E (N). [sent-575, score-0.303]

86 7 For |N| = 4, 5, 6 we have considered input lists L containing 3 up to 11 different elementary CI statements over N and performed 1000 such experiments for each combination of |N| and |L|. [sent-576, score-0.235]

87 The number of LP problems to be tested within a single experiment and the dimension of these problems depends on the number |E (N)| = |N| · 2|N|−2 of elementary imsets and on the number 2 2|N| of subsets of N (compare with Table 2 in Section 4. [sent-579, score-0.464]

88 More specifically, by Proposition 2 (and Corollary 3), testing independence inclusion (and reading CI restrictions from an acyclic directed graph) can be transformed to the task whether a difference of two standard imsets is a combinatorial imset. [sent-618, score-0.587]

89 Since, by (3), every standard imset has at most 2 · |N| non-zero values, and, also, its degree is at most |N| − 1, we have good reasons to believe that the decomposition algorithm from Section 4. [sent-619, score-0.431]

90 Actually, a relevant result (Studen´ y and Vomlel, 2011, Lemma 3) implies that if the difference of two standard imsets is a combinatorial imset then it is a plain sum of elementary imsets (= a combination with coefficients +1). [sent-622, score-1.255]

91 Thus, we 3472 E FFICIENT A LGORITHMS FOR C ONDITIONAL I NDEPENDENCE I NFERENCE dare to conjecture that testing whether a difference of two standard imsets is a combinatorial imset can be done with polynomial complexity in |N| using the procedure from Section 4. [sent-623, score-0.833]

92 9) is, in fact, equivalent to our task (9) with fixed factor k = 1, if one uses a suitable one-to-one linear transformation to involved imsets u, v and w. [sent-629, score-0.336]

93 ⊥ (11) Now, assuming uL ⇀ ut , the equivalent characterization (2) of the independence implication implies that, for every discrete probability distribution P over N, whenever mP , uL = 0 then mP , ut = 0 . [sent-655, score-0.34]

94 Observe that elementary imsets are closed under (the composition with) reflection. [sent-663, score-0.464]

95 (2010) is as follows: Proposition 6 For |N| = 5, the least factor n∗ ∈ N such that, for any imset u over N, it holds u ∈ S (N) ⇔ n∗ · u ∈ C (N), is n∗ = 2. [sent-670, score-0.395]

96 Here, the rows of A correspond to subsets of N (d = |P (N)|), the columns to elementary imsets (n = |E (N)|) and b has b(S), S ⊆ N as components. [sent-715, score-0.464]

97 In other words, the first step of the simplex method, the move from z0 to z1 , means subtracting a non-negative integral multiple of an elementary imset w from b = z0 so that the result remains a non-negative vector. [sent-731, score-0.566]

98 Although further steps already cannot be interpreted as elementary imset subtraction, the followˆ / ing still holds. [sent-732, score-0.523]

99 If Q = 0, the simplex method finds iteratively the decomposition of b into elementary imsets with non-negative coefficients. [sent-733, score-0.543]

100 On the conditional independence implication problem, a lattice theoretic approach. [sent-806, score-0.23]


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