TY - GEN
T1 - Reasoning at the right time granularity
AU - Saria, Suchi
AU - Nodelman, Uri
AU - Koller, Daphne
PY - 2007/12/1
Y1 - 2007/12/1
N2 - Most real-world dynamic systems are composed of different components that often evolve at very different rates. In traditional temporal graphical models, such as dynamic Bayesian networks, time is modeled at a fixed granularity, generally selected based on the rate at which the fastest component evolves. Inference must then be performed at this fastest granularity, potentially at significant computational cost. Continuous Time Bayesian Networks (CTBNs) avoid time-slicing in the representation by modeling the system as evolving continuously over time. The expectation-propagation (EP) inference algorithm of Nodelman et al. (2005) can then vary the inference granularity over time, but the granularity is uniform across all parts of the system, and must be selected in advance. In this paper, we provide a new EP algorithm that utilizes a general cluster graph architecture where clusters contain distributions that can overlap in both space (set of variables) and time. This architecture allows different parts of the system to be modeled at very different time granularities, according to their current rate of evolution. We also provide an information-theoretic criterion for dynamically re-partitioning the clusters during inference to tune the level of approximation to the current rate of evolution. This avoids the need to hand-select the appropriate granularity, and allows the granularity to adapt as information is transmitted across the network. We present experiments demonstrating that this approach can result in significant computational savings.
AB - Most real-world dynamic systems are composed of different components that often evolve at very different rates. In traditional temporal graphical models, such as dynamic Bayesian networks, time is modeled at a fixed granularity, generally selected based on the rate at which the fastest component evolves. Inference must then be performed at this fastest granularity, potentially at significant computational cost. Continuous Time Bayesian Networks (CTBNs) avoid time-slicing in the representation by modeling the system as evolving continuously over time. The expectation-propagation (EP) inference algorithm of Nodelman et al. (2005) can then vary the inference granularity over time, but the granularity is uniform across all parts of the system, and must be selected in advance. In this paper, we provide a new EP algorithm that utilizes a general cluster graph architecture where clusters contain distributions that can overlap in both space (set of variables) and time. This architecture allows different parts of the system to be modeled at very different time granularities, according to their current rate of evolution. We also provide an information-theoretic criterion for dynamically re-partitioning the clusters during inference to tune the level of approximation to the current rate of evolution. This avoids the need to hand-select the appropriate granularity, and allows the granularity to adapt as information is transmitted across the network. We present experiments demonstrating that this approach can result in significant computational savings.
UR - http://www.scopus.com/inward/record.url?scp=80053214558&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=80053214558&partnerID=8YFLogxK
M3 - Conference contribution
AN - SCOPUS:80053214558
SN - 0974903930
SN - 9780974903934
T3 - Proceedings of the 23rd Conference on Uncertainty in Artificial Intelligence, UAI 2007
SP - 326
EP - 334
BT - Proceedings of the 23rd Conference on Uncertainty in Artificial Intelligence, UAI 2007
T2 - 23rd Conference on Uncertainty in Artificial Intelligence, UAI 2007
Y2 - 19 July 2007 through 22 July 2007
ER -