an interactive approach for cleaning noisy observations in...

17
An interactive approach for cleaning noisy observations in Bayesian networks with the help of an expert Andrés R. Masegosa and Serafín Moral Department of Computer Science and Artificial Intelligence University of Granada Granada, September 2012 PGM 2012 Granada (Spain) 1/17

Upload: others

Post on 04-Aug-2020

2 views

Category:

Documents


0 download

TRANSCRIPT

Page 1: An interactive approach for cleaning noisy observations in ...leo.ugr.es/pgm2012/proceedings/poster/masegosa.pdfPGM 2012 Granada (Spain) 6/17 Modelling Noisy Observations and Expert

An interactive approach for cleaning noisyobservations in Bayesian networks with the

help of an expert

Andrés R. Masegosa and Serafín Moral

Department of Computer Science and Artificial Intelligence

University of Granada

Granada, September 2012

PGM 2012 Granada (Spain) 1/17

Page 2: An interactive approach for cleaning noisy observations in ...leo.ugr.es/pgm2012/proceedings/poster/masegosa.pdfPGM 2012 Granada (Spain) 6/17 Modelling Noisy Observations and Expert

Introduction

Evidence Gathering Process

Sensor failure (GPS, Vision, etc).

Noisy transmissions in a communication channel.

Outliers is a particular case of a noisy observation.

Human errors with the GUI of the system.

...

PGM 2012 Granada (Spain) 2/17

Page 3: An interactive approach for cleaning noisy observations in ...leo.ugr.es/pgm2012/proceedings/poster/masegosa.pdfPGM 2012 Granada (Spain) 6/17 Modelling Noisy Observations and Expert

Introduction

New Cleaning Methods: misspelled words in smartphones

System detects a corrupted noisy observation.

System displays alternative words (i.e. fixed observations).

The user ultimately decides which is the correct one.

The system interacts with the user.

PGM 2012 Granada (Spain) 3/17

Page 4: An interactive approach for cleaning noisy observations in ...leo.ugr.es/pgm2012/proceedings/poster/masegosa.pdfPGM 2012 Granada (Spain) 6/17 Modelling Noisy Observations and Expert

Introduction

An Interactive Data Cleaning Method

Noisy observations: some values of the observations are noisy (i.e. different from its actual value).

Our data model is a Bayesian network over multinomial data.

The noisy process needs to be explicitly modelled.

We assume the existence of an expert able to provide knowledge about specific parts of the observationvector.

PGM 2012 Granada (Spain) 4/17

Page 5: An interactive approach for cleaning noisy observations in ...leo.ugr.es/pgm2012/proceedings/poster/masegosa.pdfPGM 2012 Granada (Spain) 6/17 Modelling Noisy Observations and Expert

Modelling Noisy Observations and Expert Knowledge

Notation

We assume that we have a set of observable variables: O = {O1, ...,Op}.

o is a particular observation vector.

P(O) is modelled by a given Bayesian network.

We assume there is noise when observing these variables.

O′ = {O′1, ...,O

′p} noisy observable variables

o′ is a particular noisy observation vector.

Our goal

To detect the noisy observations: o′i 6= oi .

To recover the true observations: o = {o1, ..., op}.

... with the help of an expert.

PGM 2012 Granada (Spain) 5/17

Page 6: An interactive approach for cleaning noisy observations in ...leo.ugr.es/pgm2012/proceedings/poster/masegosa.pdfPGM 2012 Granada (Spain) 6/17 Modelling Noisy Observations and Expert

Modelling Noisy Observations and Expert Knowledge

Modelling noisy observations and expert knowledge

Noisy Observations

O′i is the noisy observable variable and Ni indicates if there is a noisy

observation.

The conditional P(O′i |Oi ,Ni ) defines the noise model.

Expert Knowledge

Oei is the variable which receives the expert knowledge and Ei indicates if the

knowledge is correct.

The conditional P(Oei |Oi ,Ei ) defines how the expert gives wrong answers.

PGM 2012 Granada (Spain) 6/17

Page 7: An interactive approach for cleaning noisy observations in ...leo.ugr.es/pgm2012/proceedings/poster/masegosa.pdfPGM 2012 Granada (Spain) 6/17 Modelling Noisy Observations and Expert

Modelling Noisy Observations and Expert Knowledge

A model for noisy observations and expert knowledge

Automatic cleaning methodRecover the most probable assignment of the observable variables given thenoisy observations:

oMPE = arg maxO=o

P(O = o|O′ = o′)

Not a good solution.

There exist alternative explanations, O = o, withnon-negligible probability.

Use expert knowledge to discard those alternativeexplanations.

PGM 2012 Granada (Spain) 7/17

Page 8: An interactive approach for cleaning noisy observations in ...leo.ugr.es/pgm2012/proceedings/poster/masegosa.pdfPGM 2012 Granada (Spain) 6/17 Modelling Noisy Observations and Expert

Interactive Cleaning: Entropy Based Approach

Cleaning noisy observations with the help of expert knowledge

Entropy Based ApproachReduce the conditional entropy of the true observations:

H(O|O′ = o′)

The lower this entropy, the stronger our confidence in the oMPE .

Our strategy is to request to the expert the knowledge which most reducesthe above entropy (the highest information gain):

IG(O,Oei |o

′)

Expert should submit his/her belief about the true value of Oi .

The Oei with the highest information gain is the one with the highest entropy:

arg maxOe

i

IG(O,Oei |o

′) = arg maxOe

i

(H(Oei |O

′ = o′)− H(Ei ))

PGM 2012 Granada (Spain) 8/17

Page 9: An interactive approach for cleaning noisy observations in ...leo.ugr.es/pgm2012/proceedings/poster/masegosa.pdfPGM 2012 Granada (Spain) 6/17 Modelling Noisy Observations and Expert

Interactive Cleaning: Entropy Based Approach

Entropy Based Approach

Algorithm

1: oe = ∅.2: repeat3: Compute the Oe

i variable with the highest information gain:

Oemax = arg max

Oei

IG(O;Oei |o′,oe)

4: if IG(O;Oei |o′,oe) > λ then

5: Ask the expert about Oi .6: oe = oe ∪ oe

max .7: end if8: until end9:

10: return oMPE = arg maxO=o P(O = o|o′,oe);

PGM 2012 Granada (Spain) 9/17

Page 10: An interactive approach for cleaning noisy observations in ...leo.ugr.es/pgm2012/proceedings/poster/masegosa.pdfPGM 2012 Granada (Spain) 6/17 Modelling Noisy Observations and Expert

Interactive Cleaning: Cost Based Approach

Cost Based Approach

Simplifications

The decision problem is solved for a particular noisy observation vector o′.

Cost of fixing computed as a sum of independent costs: CF =∑p

i=1 CFi .

We assume that we have p different decision problems:

Problem Di involves decisions Ai and {F1, ...,Fp}.When solving Di we do not ask for the rest of the variables.

PGM 2012 Granada (Spain) 10/17

Page 11: An interactive approach for cleaning noisy observations in ...leo.ugr.es/pgm2012/proceedings/poster/masegosa.pdfPGM 2012 Granada (Spain) 6/17 Modelling Noisy Observations and Expert

Interactive Cleaning: Cost Based Approach

Cost Based Approach

Solving Problem Di

Expected cost gain: The difference in the expected cost between asking andnot asking about Oi :

CG(Ai |o′,oe) = c(Dni )− c(Da

i )

c(Dni ): expected cost when no asking about Oi .

c(Dai ): expected cost when asking about Oi .

Fixing Decisions: we compute for each decision Fi the value f?j such that

f?j = arg minfj

∑oj

CFj (fj , oj )P(oj |o′,oe)

The minimization problem can be solved in constant time after the observationshave been propagated:

0/1 cost error: select the oj with the highest probability.

PGM 2012 Granada (Spain) 11/17

Page 12: An interactive approach for cleaning noisy observations in ...leo.ugr.es/pgm2012/proceedings/poster/masegosa.pdfPGM 2012 Granada (Spain) 6/17 Modelling Noisy Observations and Expert

Interactive Cleaning: Cost Based Approach

Cost Based Approach

Algorithm

1: oe = ∅.2: repeat3: Compute the decision Ai the highest expected cost gain:

Amax = arg maxAi

CG(Ai |o′,oe)

4: if CG(Amax |o′,oe) > 0 then5: Ask the expert about Oi .6: oe = oe ∪ oe

max .7: end if8: until end9:

10: return f ?j = arg minfj∑

ojCFj(fj ,oj)P(oj |o′,oe);

PGM 2012 Granada (Spain) 12/17

Page 13: An interactive approach for cleaning noisy observations in ...leo.ugr.es/pgm2012/proceedings/poster/masegosa.pdfPGM 2012 Granada (Spain) 6/17 Modelling Noisy Observations and Expert

EM algorithm to estimate the noise rate

EM Algorithm to estimate the unknown noise rates τi

We are given a set of M noisy observations:D = {o′(1), ...,o

′(M)}.

The EM algorithm is applied to estimate the MAP estimate of the parametersτ = (τ1, ..., τp).

O = {O1, ...,Op} and N = {N1, ...,Np} are the hidden variables.

Expectation step: Given a current estimate of τ<k>.

Compute P(Ni = noise|o′(j), τ<k>) propagating in the extended BN forj-th data sample.

Maximization step:

τ<k+1>i =

∑j P(Ni = noise|o′(j); τ<k>)

M

PGM 2012 Granada (Spain) 13/17

Page 14: An interactive approach for cleaning noisy observations in ...leo.ugr.es/pgm2012/proceedings/poster/masegosa.pdfPGM 2012 Granada (Spain) 6/17 Modelling Noisy Observations and Expert

Experimental Evaluation

Experimental Set-up

PGM 2012 Granada (Spain) 14/17

Page 15: An interactive approach for cleaning noisy observations in ...leo.ugr.es/pgm2012/proceedings/poster/masegosa.pdfPGM 2012 Granada (Spain) 6/17 Modelling Noisy Observations and Expert

Experimental Evaluation

Experiments with 5% noise rate

Noise Rate Precision

With no expert knowledge only a minor proportion of the errors are identifiedand we might introduce new errors.

The introduction of the expert knowledge boost the precision of the detectederrors.

PGM 2012 Granada (Spain) 15/17

Page 16: An interactive approach for cleaning noisy observations in ...leo.ugr.es/pgm2012/proceedings/poster/masegosa.pdfPGM 2012 Granada (Spain) 6/17 Modelling Noisy Observations and Expert

Experimental Evaluation

Experiments with 5% noise rate

PNR with EM algorithm

Quite similar behavior.EM is able to accurately estimate the unknown noise rates.

PGM 2012 Granada (Spain) 16/17

Page 17: An interactive approach for cleaning noisy observations in ...leo.ugr.es/pgm2012/proceedings/poster/masegosa.pdfPGM 2012 Granada (Spain) 6/17 Modelling Noisy Observations and Expert

Conclusions and Future Works

Conclusions and Future Works

Conclusions:

It can be quite hard to recover the true observations even with very lownoise rates.The interaction with an expert really helps.Although the performances strongly depend of the particular model.

Future Works:

Extend this method assuming that we do not know neither theparameters of the network nor the structure.Apply this methodology to supervised classification problems (class noiseproblem).

PGM 2012 Granada (Spain) 17/17