论文标题
通过对概率电路的限制放松,可靠贝叶斯网络的鲁棒性保证
Robustness Guarantees for Credal Bayesian Networks via Constraint Relaxation over Probabilistic Circuits
论文作者
论文摘要
在许多领域中,最坏情况可以保证受到分布转移和环境不确定性的决策功能的绩效(例如预测准确性)至关重要。在这项工作中,我们开发了一种方法来量化对信用贝叶斯网络的决策函数的鲁棒性,这是环境的形式参数模型,在该模型中,通过参数的信用集表示不确定性。特别是,我们解决了最大边际概率(MARMAX)问题,即确定可用于信用集中参数可获得的事件的最大概率(例如错误分类)。我们开发了一种将问题忠实地转移到概率电路上的约束优化问题中的方法。通过执行简单的约束松弛,我们展示了如何在电路尺寸的线性时间内获得保证的上限。我们从理论上进一步以原始的贝叶斯网络结构来表征这种约束放松,从而深入了解界限的紧密度。我们实施了该方法,并提供了实验证据,表明上限通常接近紧密,并且与其他方法相比证明了可伸缩性的提高。
In many domains, worst-case guarantees on the performance (e.g., prediction accuracy) of a decision function subject to distributional shifts and uncertainty about the environment are crucial. In this work we develop a method to quantify the robustness of decision functions with respect to credal Bayesian networks, formal parametric models of the environment where uncertainty is expressed through credal sets on the parameters. In particular, we address the maximum marginal probability (MARmax) problem, that is, determining the greatest probability of an event (such as misclassification) obtainable for parameters in the credal set. We develop a method to faithfully transfer the problem into a constrained optimization problem on a probabilistic circuit. By performing a simple constraint relaxation, we show how to obtain a guaranteed upper bound on MARmax in linear time in the size of the circuit. We further theoretically characterize this constraint relaxation in terms of the original Bayesian network structure, which yields insight into the tightness of the bound. We implement the method and provide experimental evidence that the upper bound is often near tight and demonstrates improved scalability compared to other methods.