论文标题
部分可观测时空混沌系统的无模型预测
VertiBayes: Learning Bayesian network parameters from vertically partitioned data with missing values
论文作者
论文摘要
储层计算是预测湍流的有力工具,其简单的架构具有处理大型系统的计算效率。然而,其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间,然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用,该系统模拟了湍流的若干特征。我们表明,使用径向基函数作为非线性投影器,即使只有部分观测并且不知道控制方程,也能稳健地捕捉复杂的系统非线性。最后,我们表明,当测量稀疏、不完整且带有噪声,甚至控制方程变得不准确时,我们的网络仍然可以产生相当准确的预测,从而为实际湍流系统的无模型预测铺平了道路。
Federated learning makes it possible to train a machine learning model on decentralized data. Bayesian networks are probabilistic graphical models that have been widely used in artificial intelligence applications. Their popularity stems from the fact they can be built by combining existing expert knowledge with data and are highly interpretable, which makes them useful for decision support, e.g. in healthcare. While some research has been published on the federated learning of Bayesian networks, publications on Bayesian networks in a vertically partitioned or heterogeneous data setting (where different variables are located in different datasets) are limited, and suffer from important omissions, such as the handling of missing data. In this article, we propose a novel method called VertiBayes to train Bayesian networks (structure and parameters) on vertically partitioned data, which can handle missing values as well as an arbitrary number of parties. For structure learning we adapted the widely used K2 algorithm with a privacy-preserving scalar product protocol. For parameter learning, we use a two-step approach: first, we learn an intermediate model using maximum likelihood by treating missing values as a special value and then we train a model on synthetic data generated by the intermediate model using the EM algorithm. The privacy guarantees of our approach are equivalent to the ones provided by the privacy preserving scalar product protocol used. We experimentally show our approach produces models comparable to those learnt using traditional algorithms and we estimate the increase in complexity in terms of samples, network size, and complexity. Finally, we propose two alternative approaches to estimate the performance of the model using vertically partitioned data and we show in experiments that they lead to reasonably accurate estimates.