The AMIDST system is an open source Java 8 toolbox that makes use of a functional programming style to support parallel processing on mutli-core CPUs (Masegosa et al., 2015). AMIDST provides a collection of functionalities and algorithms for learning both static and dynamic hybrid Bayesian networks from streaming data.
In what follows, we describe the main functionalities that the AMIDST toolbox supplies.
AMIDST Core Structures
An overview of the core structures of the AMIDST toolbox is illustrated in the figure below. Blue boxes represent software components that have been fully implemented, while green boxes represent components that are part of AMIDST design specification to be implemented in the future.
The core structures mainly relates to the basic components that play a key role in ensuring the implementation of the different AMIDST learning and inference algorithms.
For starters, instantiation of a particular probabilistic graphical model (PGM component) will be required. Currently, it is possible to create either a static Bayesian network (BN component) or a two time-slice dynamic Bayesian network (2T-DBN component). Then, the DAG component is defined over a list of Static Variables, whereas the 2T-DBN component is defined over a list of Dynamic Variables.
Both BN and 2T-DBN models rely on the Distributions component to define the conditional probability distributions. This component supports both Conditional Linear Gaussians and Exponential Family representations of the distributions. The implementation of the latter ensures an alternative representation of the standard distributions based on vectors of natural and moment parameters.
The following figure shows a high-level overview of the key modules of the AMIDST toolbox:
In the AMIDST framework, we consider two types of data sources for learning, namely, DataStream, where data arrives at high frequency with no storage of historical data, and DataOnMemory for static databases that simply correspond to traditional databases. The data format supported by AMIDST is Weka’s attribute-relation file format (ARFF).
Moreover, we ensure a scalable DistributedDataProcessing using Apache Flink that runs the AMIDST developed algorithms on top of the Hadoop and Yarn architectures on Amazon Elastic MapReduce (EMR). This part will be soon released!
Each of the data sources are furthermore connected to the DataInstance and DynamicDataInstance components that represent a particular evidence configuration (static or dynamic, respectively) such as the observed values of a collection of variables at time t or a particular row in a database.
The Static Inference Engine includes all the inference algorithms for a static Bayesian networks (BNs). It consists of five implemented methods, namely, HUGIN Exact Inference (Madsen et al., 2005), Importance Sampling (Hammersley and Handscomb, 1964; Salmeron et al., 2015), Variational Message Passing (VMP) (Winn and Bishop, 2005), Static MAP Inference, and MPE Inference. This module has been designed and implemented to be extendable and support future implementations of other inference algorithms such as the Expectation Propagation (EP) algorithm.
The Dynamic Inference Engine includes all the inference algorithms for dynamic Bayesian networks (DBNs). It consists of the implementation of the dynamic versions of HUGIN Exact Inference, Importance Sampling, Variational Message Passing by means of the Factored Frontier algorithm, as well as Dynamic MAP. The latter is implemented by computing (variational) posterior distributions over subsets of MAP variables.
Learning engine includes the Structural Learning, Parameter Learning, and Feature Selection (still under development) components that are connected to both PGM and DataStream.
The Structural Learning component currently includes parallel implementations of the tree augmented naive Bayes classifier (Parallel TAN) (Madsen et al., 2014) as well as a constraint-based method for learning general Bayesian networks (Parallel PC) (Madsen et al., 2015). Both of the these implementations are based on the use of threads, and rely on interfacing to the Hugin AMIDST API.
The Parameter Learning in AMIDST models can be performed using either a fully Bayesian approach or a maximum likelihood-based approach (Scholz, 2004). The Bayesian approach to parameter learning is closely linked to the task of probabilistic inference supported by the Streaming Variational Bayes algorithm (Broderick et al., 2013), using Variational Message Passing as the underlying inference algorithm (VMP) provided by the Static Inference Engine in the toolbox.
Links to MOA and Hugin
AMIDST leverages existing functionalities and algorithms by interfacing to software tools such as Hugin, and MOA (Massive Online Analysis). This allows the toolbox to efficiently exploit well-established systems and also broaden the AMIDST user-base.
HuginLink consists of a set of functionalities implemented to link the AMIDST toolbox with Hugin commercial software. This connection extends AMIDST by providing some of the main functionalities of Hugin, such as exact inference algorithms and scalable structural learning algorithms (Madsen et al., 2014). Hugin is a third-party commercial software and to access to these functionalities it is needed a license of the software and to follow some specific installation steps (further information is given here).
MoaLink ensures an easy use of AMDIST functionalities within MOA. The main idea is that any model deployed in AMIDST can be integrated and evaluated using MOA's graphical user interface. As a proof of concept, MoaLink already provides a classification, a regression and a clustering method based on BN models with latent variables. These models are learnt in a streaming fashion using AMIDST Learning Engine.
AMIDST also offers some support for dealing with concept drift while learning BNs from data streams. More precisely, the toolbox supports a novel probabilistic approach based on latent variables (Borchani et al., 2015) for detecting and adapting to concept drifts.
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Anders L. Madsen, Frank Jensen, Antonio Salmeron, et al. A new method for vertical parallelisation of TAN learning Based on balanced incomplete block designs. In The Seventh European Workshop on Probabilistic Graphical Models, pages 302–317, 2014.
Anders L. Madsen, Frank Jensen, Antonio Salmeron, et al. Parallelization of the PC Algorithm. In The XVI Conference of the Spanish Association for Artificial Intelligence, pages 14-24, 2015.
Andres R. Masegosa, Ana M. Martinez, and Hanen Borchani. Probabilistic graphical models on multi-core CPUs using Java 8. IEEE Computational Intelligence Magazine, Special Issue on Computational Intelligence Software, Under review, 2015.
Antonio Salmeron, Dario Ramos-Lopez, Hanen Borchani, et al. Parallel importance sampling in conditional linear Gaussian networks. In The XVI Conference of the Spanish Association for Artificial Intelligence, pages 36-46, 2015.
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