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arXiv 2302.00364stat.MEcs.AI
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YODO算法:贝叶斯网络中敏感性分析的有效计算框架

The YODO algorithm: An efficient computational framework for sensitivity analysis in Bayesian networks

IE University(IE大学)

Rafael Ballester-Ripoll, Manuele Leonelli

摘要:

敏感性分析测量贝叶斯网络参数对网络定义的感兴趣数量的影响,例如变量取特定值的概率。已经定义了各种灵敏度度量来量化这种影响,最常见的是关于网络的条件概率的感兴趣的偏导数的量的函数。然而,在具有数千个参数的大型网络中计算这些度量可能在计算上变得非常昂贵。我们提出了一种算法结合自动微分和精确推理,有效地计算灵敏度措施,在一个单一的通过。它首先使用例如变量消除将整个网络边缘化一次,然后反向传播该操作以获得相对于所有输入参数的梯度。该方法可用于单方向和多方向的敏感性分析以及容许域的推导。仿真研究突出了我们的算法的效率,通过将其扩展到具有多达100'000个参数的大规模网络,并调查通用多路分析的可行性。我们的日常工作也在两个中型贝叶斯网络上进行了展示:第一个是对人道主义危机的国家风险进行建模,第二个是研究在COVID-19大流行期间技术的使用与强制社会隔离的心理影响之间的关系。使用流行的机器学习库PyTorch的方法的实现是免费的。

英文摘要:

Sensitivity analysis measures the influence of a Bayesian network's parameters on a quantity of interest defined by the network, such as the probability of a variable taking a specific value. Various sensitivity measures have been defined to quantify such influence, most commonly some function of the quantity of interest's partial derivative with respect to the network's conditional probabilities. However, computing these measures in large networks with thousands of parameters can become computationally very expensive. We propose an algorithm combining automatic differentiation and exact inference to efficiently calculate the sensitivity measures in a single pass. It first marginalizes the whole network once, using e.g. variable elimination, and then backpropagates this operation to obtain the gradient with respect to all input parameters. Our method can be used for one-way and multi-way sensitivity analysis and the derivation of admissible regions. Simulation studies highlight the efficiency of our algorithm by scaling it to massive networks with up to 100'000 parameters and investigate the feasibility of generic multi-way analyses. Our routines are also showcased over two medium-sized Bayesian networks: the first modeling the country-risks of a humanitarian crisis, the second studying the relationship between the use of technology and the psychological effects of forced social isolation during the COVID-19 pandemic. An implementation of the methods using the popular machine learning library PyTorch is freely available.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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