Order Statistics for Probabilistic Graphical Models
Order Statistics for Probabilistic Graphical Models
David Smith, Sara Rouhani, Vibhav Gogate
Proceedings of the Twenty-Sixth International Joint Conference on Artificial Intelligence
Main track. Pages 4625-4631.
https://doi.org/10.24963/ijcai.2017/645
We consider the problem of computing r-th order statistics, namely finding an assignment having rank r in a probabilistic graphical model. We show that the problem is NP-hard even when the graphical model has no edges (zero-treewidth models) via a reduction from the partition problem. We use this reduction, specifically a pseudo-polynomial time algorithm for number partitioning to yield a pseudo-polynomial time approximation algorithm for solving the r-th order statistics problem in zero- treewidth models. We then extend this algorithm to arbitrary graphical models by generalizing it to tree decompositions, and demonstrate via experimental evaluation on various datasets that our proposed algorithm is more accurate than sampling algorithms.
Keywords:
Uncertainty in AI: Approximate Probabilistic Inference
Uncertainty in AI: Graphical Models