Development of the Hybrid Algorithm of Tutoring of Structure of Dynamic Bayesian Network on the Basis of the Levenberg-Markvardt Method
DOI:
https://doi.org/10.14529/ctcr180402Keywords:
dynamic Bayesian networks, structure learning, stochastic values conditional independency statistical criteria’s, Levenberg-Marquardt methodAbstract
Dynamic Bayesian networks are used quite effectively for modeling complex stochastic processes of modern multi-user information and communication systems. Dynamic Bayesian networks are graphical probabilistic models that reflect topology and stochastic cause and effect relationships between elements of the handled simulated information processes. The construction of topologies of dynamic Bayesian networks that appropriately reflect the probabilistic and functional relationships between the elements of such processes is a main factor in the simulation using this tool. Network topology usually built either by expert means or be means of training. Training mechanisms allow to get spanning tree of the network, as well as to determine the conditional connections and their direction between the individual vertices of the network. In this article regard the usage of mathematical apparatus for testing statistical hypotheses based on conditional independency tests between random variables with the Pearson criteria, Schwartz, Akaike and Bayes-Dirichlet metrics. Unlike static Bayesian networks, when determining the structure of dynamic Bayesian networks, it is necessary to determine variables and relations between them not only within one slice, but also between variables of different slices, which implement transitive connections between the time slices that reflect functioning of a certain process or object. The construction of structure of transitive links between slices is a rather complex and problematic step in almost all existing algorithms. This article presents an algorithm for learning the structure of a dynamic Bayesian network based on the LevenbergMarquardt method within the optimization of algorithms for constructing dynamic Bayesian networks with transitive links between slices.
References
Darwiche, A. Modelling and Reasoning with Bayesian Networks / A. Darwiche. – New York: Cambridge University Press, 2009. – 548 p.
Friendman, N. Learning the structure of dynamic probabilistic networks / N. Friedman, K. Murphy, S. Russel // Proceedings of the Fourteenth conference of Uncertainty in artificial intelligence. – SanFrancisco: Morgan Kaufman, 1998. – P. 139–147.
Тулупьев, А. Байесовские сети, логико-вероятностный подход / А. Тулупьев, С. Николенко, А. Сироткин. – СПб.: Наука, 2006. – 728 с.
Кельберт, М.Я. Вероятность и статистика в примерах и задачах. Т. 1: Основные понятия теории вероятности и математической статистики / М.Я. Кельберт, Ю.М. Сухов. – М.: МЦНМО, 2007. – 456 с.
Schwarz, G. Estimation dimention of a Model / G. Schwarz // The Annals of Statistics. – 1978. – Vol. 6, no. 2 – P. 461–464.
Рассел, С. Искуственный интеллект: современный подход / С. Рассел, Р. Норвиг. – М.: Вильямс, 2006. – 1408 с.
Азарнова, Т.В. Разработка динамических байесовских моделей управления процессами тестирвоания веб-приложений/ Т.В. Азарнова, П.В. Полухин // Актуальные проблемы прикладной математики, информатики и механики: материалы Междунар. науч. конф. – Воронеж: Научноисследовательские публикации, 2017. – С. 490–498.
Стрижов, В.В. Методы индуктивного порождения регрессионных моделей / В.В. Стрижов. – М.: Вычислительный центр им. А.А. Дородницына РАН, 2008. – 62 с.
Вержбицкий, В.М. Численные методы. Линейная алгебра и нелинейные уравнения / В.М. Вержбицкий. – М.: Издат. дом «Оникс 21 век», 2005. – 432 с.
Васин, В.В. Метод Левенберга – Марквардта и его модифицированные варианты для решения нелинейных уравнений с приложением к обратной задаче гравиметрии / В.В. Васин, Г.Я. Пересторонина // Труды института математики и механики УрО РАН. – 2011. – Т. 17, № 2. – С. 53–61.






