Inference in Hybrid Networks: Theoretical Limits and Practical Algorithms

Uri Lerner; Ron Parr

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arXiv · 1301.2288

Inference in Hybrid Networks: Theoretical Limits and Practical Algorithms

Uri Lerner·Ron Parr

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Abstract

An important subclass of hybrid Bayesian networks are those that represent Conditional Linear Gaussian (CLG) distributions --- a distribution with a multivariate Gaussian component for each instantiation of the discrete variables. In this paper we explore the problem of inference in CLGs. We show that inference in CLGs can be significantly harder than inference in Bayes Nets. In particular, we prove that even if the CLG is restricted to an extremely simple structure of a polytree in which every continuous node has at most one discrete ancestor, the inference task is NP-hard.To deal with the often prohibitive computational cost of the exact inference algorithm for CLGs, we explore several approximate inference algorithms. These algorithms try to find a small subset of Gaussians which are a good approximation to the full mixture distribution. We consider two Monte Carlo approaches and a novel approach that enumerates mixture components in order of prior probability. We compare these methods on a variety of problems and show that our novel algorithm is very promising for large, hybrid diagnosis problems.

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Uri Lerner, Ron Parr. 2013-01-10. Inference in Hybrid Networks: Theoretical Limits and Practical Algorithms. https://arxiv.org/abs/1301.2288

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