Applying link prediction (LP) methods over knowledge graphs (KG) for tasks such as causal event prediction presents an exciting opportunity. However, typical LP models are ill-suited for this task as they are incapable of performing inductive link prediction for new, unseen event entities and they require retraining as knowledge is added or changed in the underlying KG. We introduce a case-based reasoning model, EvCBR, to predict properties about new consequent events based on similar cause-effect events present in the KG. EvCBR uses statistical measures to identify similar events and performs path-based predictions, requiring no training step. To generalize our methods beyond the domain of event prediction, we frame our task as a 2-hop LP task, where the first hop is a causal relation connecting a cause event to a new effect event and the second hop is a property about the new event which we wish to predict. The effectiveness of our method is demonstrated using a novel dataset of newsworthy events with causal relations curated from Wikidata, where EvCBR outperforms baselines including translational-distance-based, GNN-based, and rule-based LP models.
Datasets involving sequences of different types of events without meaningful time stamps are prevalent in many applications, for instance when extracted from textual corpora. We propose a family of models for such event sequences -- summary Markov models -- where the probability of observing an event type depends only on a summary of historical occurrences of its influencing set of event types. This Markov model family is motivated by Granger causal models for time series, with the important distinction that only one event can occur in a position in an event sequence. We show that a unique minimal influencing set exists for any set of event types of interest and choice of summary function, formulate two novel models from the general family that represent specific sequence dynamics, and propose a greedy search algorithm for learning them from event sequence data. We conduct an experimental investigation comparing the proposed models with relevant baselines, and illustrate their knowledge acquisition and discovery capabilities through case studies involving sequences from text.
This paper introduces Logical Credal Networks, an expressive probabilistic logic that generalizes many prior models that combine logic and probability. Given imprecise information represented by probability bounds and conditional probability bounds of logic formulas, this logic specifies a set of probability distributions over all interpretations. On the one hand, our approach allows propositional and first-order logic formulas with few restrictions, e.g., without requiring acyclicity. On the other hand, it has a Markov condition similar to Bayesian networks and Markov random fields that is critical in real-world applications. Having both these properties makes this logic unique, and we investigate its performance on maximum a posteriori inference tasks, including solving Mastermind games with uncertainty and detecting credit card fraud. The results show that the proposed method outperforms existing approaches, and its advantage lies in aggregating multiple sources of imprecise information.
Event datasets are sequences of events of various types occurring irregularly over the time-line, and they are increasingly prevalent in numerous domains. Existing work for modeling events using conditional intensities rely on either using some underlying parametric form to capture historical dependencies, or on non-parametric models that focus primarily on tasks such as prediction. We propose a non-parametric deep neural network approach in order to estimate the underlying intensity functions. We use a novel multi-channel RNN that optimally reinforces the negative evidence of no observable events with the introduction of fake event epochs within each consecutive inter-event interval. We evaluate our method against state-of-the-art baselines on model fitting tasks as gauged by log-likelihood. Through experiments on both synthetic and real-world datasets, we find that our proposed approach outperforms existing baselines on most of the datasets studied.
Computational creativity is an emerging branch of artificial intelligence that places computers in the center of the creative process. Broadly, creativity involves a generative step to produce many ideas and a selective step to determine the ones that are the best. Many previous attempts at computational creativity, however, have not been able to achieve a valid selective step. This work shows how bringing data sources from the creative domain and from hedonic psychophysics together with big data analytics techniques can overcome this shortcoming to yield a system that can produce novel and high-quality creative artifacts. Our data-driven approach is demonstrated through a computational creativity system for culinary recipes and menus we developed and deployed, which can operate either autonomously or semi-autonomously with human interaction. We also comment on the volume, velocity, variety, and veracity of data in computational creativity.
Although a number of related algorithms have been developed to evaluate influence diagrams, exploiting the conditional independence in the diagram, the exact solution has remained intractable for many important problems. In this paper we introduce decision circuits as a means to exploit the local structure usually found in decision problems and to improve the performance of influence diagram analysis. This work builds on the probabilistic inference algorithms using arithmetic circuits to represent Bayesian belief networks [Darwiche, 2003]. Once compiled, these arithmetic circuits efficiently evaluate probabilistic queries on the belief network, and methods have been developed to exploit both the global and local structure of the network. We show that decision circuits can be constructed in a similar fashion and promise similar benefits.
Decision circuits have been developed to perform efficient evaluation of influence diagrams [Bhattacharjya and Shachter, 2007], building on the advances in arithmetic circuits for belief network inference [Darwiche,2003]. In the process of model building and analysis, we perform sensitivity analysis to understand how the optimal solution changes in response to changes in the model. When sequential decision problems under uncertainty are represented as decision circuits, we can exploit the efficient solution process embodied in the decision circuit and the wealth of derivative information available to compute the value of information for the uncertainties in the problem and the effects of changes to model parameters on the value and the optimal strategy.
Performing sensitivity analysis for influence diagrams using the decision circuit framework is particularly convenient, since the partial derivatives with respect to every parameter are readily available [Bhattacharjya and Shachter, 2007; 2008]. In this paper we present three non-linear sensitivity analysis methods that utilize this partial derivative information and therefore do not require re-evaluating the decision situation multiple times. Specifically, we show how to efficiently compare strategies in decision situations, perform sensitivity to risk aversion and compute the value of perfect hedging [Seyller, 2008].
Decision circuits perform efficient evaluation of influence diagrams, building on the ad- vances in arithmetic circuits for belief net- work inference [Darwiche, 2003; Bhattachar- jya and Shachter, 2007]. We show how even more compact decision circuits can be con- structed for dynamic programming in influ- ence diagrams with separable value functions and conditionally independent subproblems. Once a decision circuit has been constructed based on the diagram's "global" graphical structure, it can be compiled to exploit "lo- cal" structure for efficient evaluation and sen- sitivity analysis.