Corani, Giorgio and Zaffalon, Marco (2008) Credal model averaging: an extension of Bayesian model averaging to imprecise probabilities. In: Machine Learning and Knowledge Discovery in Databases 2008 European Conference on Machine Learning and Knowledge Discovery in Databases, 15.09.2008-19.08.2008, Antwerp, Belgium.
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Abstract
We deal with the arbitrariness in the choice of the prior over the models in Bayesian model averaging (BMA), by modelling prior knowledge by a set of priors (i.e., a prior credal set). We consider Dash and Cooper’s BMA applied to naive Bayesian networks, replacing the single prior over the naive models by a credal set; this models a condition close to prior ignorance about the models, which leads to credal model averaging (CMA). CMA returns an indeterminate classification, i.e., multiple classes, on the instances for which the learning set is not informative enough to smooth the effect of the choice of the prior. We give an algorithm to compute exact credal model averaging for naive networks. Extensive experiments show that indeterminate classifications preserve the reliability of CMA on the instances which are classified in a prior-dependent way by BMA.
| Item Type: | Article in conference proceedings or Presentation at a conference (Paper) |
|---|---|
| Subjects: | Computer sciences > Artificial intelligence Computer sciences > Artificial intelligence > Machine learning |
| Department/unit: | Dipartimento tecnologie innovative > Istituto Dalle Molle di studi sull’intelligenza artificiale USI-SUPSI |
| Depositing User: | Giorgio Corani |
| Date Deposited: | 12 May 2014 09:37 |
| Last Modified: | 06 May 2016 06:04 |
| URI: | http://repository.supsi.ch/id/eprint/4732 |
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