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Debarun Bhattacharjya

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35 papers
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35

AAAI Conference 2026 System Paper

QueryGym: Step-by-Step Interaction with Relational Databases

  • Haritha Ananthakrishnan
  • Harsha Kokel
  • Kelsey Sikes
  • Debarun Bhattacharjya
  • Michael Katz
  • Shirin Sohrabi
  • Kavitha Srinivas

We introduce QueryGym, an interactive environment for building, testing, and evaluating LLM-based query planning agents. Existing frameworks often tie agents to specific query language dialects or obscure their reasoning; QueryGym instead requires agents to construct explicit sequences of relational algebra operations, ensuring engine-agnostic evaluation and transparent step-by-step planning. The environment is implemented as a Gymnasium interface that supplies observations---including schema details, intermediate results, and execution feedback---and receives actions that represent database exploration (e.g., previewing tables, sampling column values, retrieving unique values) as well as relational algebra operations (e.g., filter, project, join).We detail the motivation and the design of the environment. In the demo, we showcase the utility of the environment by contrasting it with contemporary LLMs that query databases. QueryGym serves as a practical testbed for research in error remediation, transparency, and reinforcement learning for query generation.

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NeurIPS Conference 2025 Conference Paper

Meta-D2AG: Causal Graph Learning with Interventional Dynamic Data

  • Tian Gao
  • Songtao Lu
  • Junkyu Lee
  • Elliot Nelson
  • Debarun Bhattacharjya
  • Yue Yu
  • Miao Liu

Causal discovery in the form of a directed acyclic graph (DAG) for dynamic time series data has been widely studied in various applications. Much of the existing work has focused on observational, offline, and/or stationary settings. In this work, we propose a dynamic DAG discovery algorithm, Meta-D$^2$AG, based on online meta-learning. Meta-D$^2$AG is designed to learn dynamic DAG structures from potentially nonlinear and non-stationary times series datasets, accounting for changes in both parameters and graph structures. Notably, Meta-D$^2$AG explicitly treats data collected at different time points with distribution shifts as distinct domains, which is assumed to occur as a result of external interventions. Moreover, Meta-D$^2$AG contains a new online meta-learning framework to take advantage of the temporal transition among existing domains such that it can quickly adapt to new domains with few measurements. A first-order optimization approach is utilized to efficiently solve the meta-learning framework, and theoretical analysis establishes the identifiability conditions and the convergence of the learning process. We demonstrate the promising performance of our method through better accuracy and sample efficiency on benchmark datasets against state-of-the-art baselines.

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ICLR Conference 2025 Conference Paper

Shedding Light on Time Series Classification using Interpretability Gated Networks

  • Yunshi Wen
  • Tengfei Ma 0001
  • Ronny Luss
  • Debarun Bhattacharjya
  • Achille Fokoue
  • A. Agung Julius

In time-series classification, interpretable models can bring additional insights but be outperformed by deep models since human-understandable features have limited expressivity and flexibility. In this work, we present InterpGN, a framework that integrates an interpretable model and a deep neural network. Within this framework, we introduce a novel gating function design based on the confidence of the interpretable expert, preserving interpretability for samples where interpretable features are significant while also identifying samples that require additional expertise. For the interpretable expert, we incorporate shapelets to effectively model shape-level features for time-series data. We introduce a variant of Shapelet Transforms to build logical predicates using shapelets. Our proposed model achieves comparable performance with state-of-the-art deep learning models while additionally providing interpretable classifiers for various benchmark datasets. We further show that our models improve on quantitative shapelet quality and interpretability metrics over existing shapelet-learning formulations. Finally, we show that our models can integrate additional advanced architectures and be applied to real-world tasks beyond standard benchmarks such as the MIMIC-III and time series extrinsic regression datasets.

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UAI Conference 2025 Conference Paper

The Consistency Hypothesis in Uncertainty Quantification for Large Language Models

  • Quan Xiao
  • Debarun Bhattacharjya
  • Balaji Ganesan
  • Radu Marinescu 0002
  • Katsiaryna Mirylenka
  • Nhan H. Pham
  • Michael R. Glass
  • Junkyu Lee 0001

Estimating the confidence of large language model (LLM) outputs is essential for real-world applications requiring high user trust. Black-box uncertainty quantification (UQ) methods, relying solely on model API access, have gained popularity due to their practical benefits. In this paper, we examine the implicit assumption behind several UQ methods, which use generation consistency as a proxy for confidence-an idea we formalize as the consistency hypothesis. We introduce three mathematical statements with corresponding statistical tests to capture variations of this hypothesis and metrics to evaluate LLM output conformity across tasks. Our empirical investigation, spanning 8 benchmark datasets and 3 tasks (question answering, text summarization, and text-to-SQL), highlights the prevalence of the hypothesis under different settings. Among the statements, we highlight the ‘Sim-Any’ hypothesis as the most actionable, and demonstrate how it can be leveraged by proposing data-free black-box UQ methods that aggregate similarities between generations for confidence estimation. These approaches can outperform the closest baselines, showcasing the practical value of the empirically observed consistency hypothesis.

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NeurIPS Conference 2024 Conference Paper

Abductive Reasoning in Logical Credal Networks

  • Radu Marinescu
  • Junkyu Lee
  • Debarun Bhattacharjya
  • Fabio Cozman
  • Alexander Gray

Logical Credal Networks or LCNs were recently introduced as a powerful probabilistic logic framework for representing and reasoning with imprecise knowledge. Unlike many existing formalisms, LCNs have the ability to represent cycles and allow specifying marginal and conditional probability bounds on logic formulae which may be important in many realistic scenarios. Previous work on LCNs has focused exclusively on marginal inference, namely computing posterior lower and upper probability bounds on a query formula. In this paper, we explore abductive reasoning tasks such as solving MAP and Marginal MAP queries in LCNs given some evidence. We first formally define the MAP and Marginal MAP tasks for LCNs and subsequently show how to solve these tasks exactly using search-based approaches. We then propose several approximate schemes that allow us to scale MAP and Marginal MAP inference to larger problem instances. An extensive empirical evaluation demonstrates the effectiveness of our algorithms on both random LCN instances as well as LCNs derived from more realistic use-cases.

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IJCAI Conference 2023 Conference Paper

Approximate Inference in Logical Credal Networks

  • Radu Marinescu
  • Haifeng Qian
  • Alexander Gray
  • Debarun Bhattacharjya
  • Francisco Barahona
  • Tian Gao
  • Ryan Riegel

The Logical Credal Network or LCN is a recent probabilistic logic designed for effective aggregation and reasoning over multiple sources of imprecise knowledge. An LCN specifies a set of probability distributions over all interpretations of a set of logical formulas for which marginal and conditional probability bounds on their truth values are known. Inference in LCNs involves the exact solution of a non-convex non-linear program defined over an exponentially large number of non-negative real valued variables and, therefore, is limited to relatively small problems. In this paper, we present ARIEL -- a novel iterative message-passing scheme for approximate inference in LCNs. Inspired by classical belief propagation for graphical models, our method propagates messages that involve solving considerably smaller local non-linear programs. Experiments on several classes of LCNs demonstrate clearly that ARIEL yields high quality solutions compared with exact inference and scales to much larger problems than previously considered.

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AAAI Conference 2023 Conference Paper

Concurrent Multi-Label Prediction in Event Streams

  • Xiao Shou
  • Tian Gao
  • Dharmashankar Subramanian
  • Debarun Bhattacharjya
  • Kristin P. Bennett

Streams of irregularly occurring events are commonly modeled as a marked temporal point process. Many real-world datasets such as e-commerce transactions and electronic health records often involve events where multiple event types co-occur, e.g. multiple items purchased or multiple diseases diagnosed simultaneously. In this paper, we tackle multi-label prediction in such a problem setting, and propose a novel Transformer-based Conditional Mixture of Bernoulli Network (TCMBN) that leverages neural density estimation to capture complex temporal dependence as well as probabilistic dependence between concurrent event types. We also propose potentially incorporating domain knowledge in the objective by regularizing the predicted probability. To represent probabilistic dependence of concurrent event types graphically, we design a two-step approach that first learns the mixture of Bernoulli network and then solves a least-squares semi-definite constrained program to numerically approximate the sparse precision matrix from a learned covariance matrix. This approach proves to be effective for event prediction while also providing an interpretable and possibly non-stationary structure for insights into event co-occurrence. We demonstrate the superior performance of our approach compared to existing baselines on multiple synthetic and real benchmarks.

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NeurIPS Conference 2023 Conference Paper

Credal Marginal MAP

  • Radu Marinescu
  • Debarun Bhattacharjya
  • Junkyu Lee
  • Fabio Cozman
  • Alexander Gray

Credal networks extend Bayesian networks to allow for imprecision in probability values. Marginal MAP is a widely applicable mixed inference task that identifies the most likely assignment for a subset of variables (called MAP variables). However, the task is extremely difficult to solve in credal networks particularly because the evaluation of each complete MAP assignment involves exact likelihood computations (combinatorial sums) over the vertices of a complex joint credal set representing the space of all possible marginal distributions of the MAP variables. In this paper, we explore Credal Marginal MAP inference and develop new exact methods based on variable elimination and depth-first search as well as several approximation schemes based on the mini-bucket partitioning and stochastic local search. An extensive empirical evaluation demonstrates the effectiveness of our new methods on random as well as real-world benchmark problems.

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NeurIPS Conference 2023 Conference Paper

Pairwise Causality Guided Transformers for Event Sequences

  • Xiao Shou
  • Debarun Bhattacharjya
  • Tian Gao
  • Dharmashankar Subramanian
  • Oktie Hassanzadeh
  • Kristin P Bennett

Although pairwise causal relations have been extensively studied in observational longitudinal analyses across many disciplines, incorporating knowledge of causal pairs into deep learning models for temporal event sequences remains largely unexplored. In this paper, we propose a novel approach for enhancing the performance of transformer-based models in multivariate event sequences by injecting pairwise qualitative causal knowledge such as `event Z amplifies future occurrences of event Y'. We establish a new framework for causal inference in temporal event sequences using a transformer architecture, providing a theoretical justification for our approach, and show how to obtain unbiased estimates of the proposed measure. Experimental results demonstrate that our approach outperforms several state-of-the-art models in terms of prediction accuracy by effectively leveraging knowledge about causal pairs. We also consider a unique application where we extract knowledge around sequences of societal events by generating them from a large language model, and demonstrate how a causal knowledge graph can help with event prediction in such sequences. Overall, our framework offers a practical means of improving the performance of transformer-based models in multivariate event sequences by explicitly exploiting pairwise causal information.

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ICML Conference 2023 Conference Paper

Probabilistic Attention-to-Influence Neural Models for Event Sequences

  • Xiao Shou
  • Debarun Bhattacharjya
  • Tian Gao
  • Dharmashankar Subramanian
  • Oktie Hassanzadeh
  • Kristin P. Bennett

Discovering knowledge about which types of events influence others, using datasets of event sequences without time stamps, has several practical applications. While neural sequence models are able to capture complex and potentially long-range historical dependencies, they often lack the interpretability of simpler models for event sequence dynamics. We provide a novel neural framework in such a setting - a probabilistic attention-to-influence neural model - which not only captures complex instance-wise interactions between events but also learns influencers for each event type of interest. Given event sequence data and a prior distribution on type-wise influence, we efficiently learn an approximate posterior for type-wise influence by an attention-to-influence transformation using variational inference. Our method subsequently models the conditional likelihood of sequences by sampling the above posterior to focus attention on influencing event types. We motivate our general framework and show improved performance in experiments compared to existing baselines on synthetic data as well as real-world benchmarks, for tasks involving prediction and influencing set identification.

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IJCAI Conference 2023 Conference Paper

Probabilistic Rule Induction from Event Sequences with Logical Summary Markov Models

  • Debarun Bhattacharjya
  • Oktie Hassanzadeh
  • Ronny Luss
  • Keerthiram Murugesan

Event sequences are widely available across application domains and there is a long history of models for representing and analyzing such datasets. Summary Markov models are a recent addition to the literature that help identify the subset of event types that influence event types of interest to a user. In this paper, we introduce logical summary Markov models, which are a family of models for event sequences that enable interpretable predictions through logical rules that relate historical predicates to the probability of observing an event type at any arbitrary position in the sequence. We illustrate their connection to prior parametric summary Markov models as well as probabilistic logic programs, and propose new models from this family along with efficient greedy search algorithms for learning them from data. The proposed models outperform relevant baselines on most datasets in an empirical investigation on a probabilistic prediction task. We also compare the number of influencers that various logical summary Markov models learn on real-world datasets, and conduct a brief exploratory qualitative study to gauge the promise of such symbolic models around guiding large language models for predicting societal events.

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AAAI Conference 2023 Conference Paper

Score-Based Learning of Graphical Event Models with Background Knowledge Augmentation

  • Debarun Bhattacharjya
  • Tian Gao
  • Dharmashankar Subramanian
  • Xiao Shou

Graphical event models (GEMs) are representations of temporal point process dynamics between different event types. Many real-world applications however involve limited event stream data, making it challenging to learn GEMs from data alone. In this paper, we introduce approaches that can work together in a score-based learning paradigm, to augment data with potentially different types of background knowledge. We propose novel scores for learning an important parametric class of GEMs; in particular, we propose a Bayesian score for leveraging prior information as well as a more practical simplification that involves fewer parameters, analogous to Bayesian networks. We also introduce a framework for incorporating easily assessed qualitative background knowledge from domain experts, in the form of statements such as `event X depends on event Y' or `event Y makes event X more likely'. The proposed framework has Bayesian interpretations and can be deployed by any score-based learner. Through an extensive empirical investigation, we demonstrate the practical benefits of background knowledge augmentation while learning GEMs for applications in the low-data regime.

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ICLR Conference 2023 Conference Paper

Weighted Clock Logic Point Process

  • Ruixuan Yan
  • Yunshi Wen
  • Debarun Bhattacharjya
  • Ronny Luss
  • Tengfei Ma 0001
  • Achille Fokoue
  • A. Agung Julius

Datasets involving multivariate event streams are prevalent in numerous applications. We present a novel framework for modeling temporal point processes called clock logic neural networks (CLNN) which learn weighted clock logic (wCL) formulas as interpretable temporal rules by which some events promote or inhibit other events. Specifically, CLNN models temporal relations between events using conditional intensity rates informed by a set of wCL formulas, which are more expressive than related prior work. Unlike conventional approaches of searching for generative rules through expensive combinatorial optimization, we design smooth activation functions for components of wCL formulas that enable a continuous relaxation of the discrete search space and efficient learning of wCL formulas using gradient-based methods. Experiments on synthetic datasets manifest our model's ability to recover the ground-truth rules and improve computational efficiency. In addition, experiments on real-world datasets show that our models perform competitively when compared with state-of-the-art models.

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NeurIPS Conference 2022 Conference Paper

Hedging as Reward Augmentation in Probabilistic Graphical Models

  • Debarun Bhattacharjya
  • Radu Marinescu

Most people associate the term `hedging' exclusively with financial applications, particularly the use of financial derivatives. We argue that hedging is an activity that human and machine agents should engage in more broadly, even when the agent's value is not necessarily in monetary units. In this paper, we propose a decision-theoretic view of hedging based on augmenting a probabilistic graphical model -- specifically a Bayesian network or an influence diagram -- with a reward. Hedging is therefore posed as a particular kind of graph manipulation, and can be viewed as analogous to control/intervention and information gathering related analysis. Effective hedging occurs when a risk-averse agent finds opportunity to balance uncertain rewards in their current situation. We illustrate the concepts with examples and counter-examples, and conduct experiments to demonstrate the properties and applicability of the proposed computational tools that enable agents to proactively identify potential hedging opportunities in real-world situations.

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ICML Conference 2022 Conference Paper

IDYNO: Learning Nonparametric DAGs from Interventional Dynamic Data

  • Tian Gao 0007
  • Debarun Bhattacharjya
  • Elliot Nelson
  • Miao Liu 0001
  • Yue Yu 0011

Causal discovery in the form of a directed acyclic graph (DAG) for time series data has been widely studied in various domains. The resulting DAG typically represents a dynamic Bayesian network (DBN), capturing both the instantaneous and time-delayed relationships among variables of interest. We propose a new algorithm, IDYNO, to learn the DAG structure from potentially nonlinear times series data by using a continuous optimization framework that includes a recent formulation for continuous acyclicity constraint. The proposed algorithm is designed to handle both observational and interventional time series data. We demonstrate the promising performance of our method on synthetic benchmark datasets against state-of-the-art baselines. In addition, we show that the proposed method can more accurately learn the underlying structure of a sequential decision model, such as a Markov decision process, with a fixed policy in typical continuous control tasks.

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IJCAI Conference 2022 Conference Paper

Knowledge-Based News Event Analysis and Forecasting Toolkit

  • Oktie Hassanzadeh
  • Parul Awasthy
  • Ken Barker
  • Onkar Bhardwaj
  • Debarun Bhattacharjya
  • Mark Feblowitz
  • Lee Martie
  • Jian Ni

We present a toolkit for knowledge-based news event analysis and forecasting. The toolkit is powered by a Knowledge Graph (KG) of events curated from structured and unstructured sources of event-related knowledge. The toolkit provides functions for 1) mapping ongoing news headlines to concepts in the KG, 2) retrieval, reasoning, and visualization for causal analysis and forecasting, and 3) extraction of causal knowledge from text documents to augment the KG with additional domain knowledge. Each function has a number of implementations using a wide range of state-of-the-art neuro-symbolic techniques. We show how the toolkit enables building a human-in-the-loop explainable solution for event analysis and forecasting.

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UAI Conference 2022 Conference Paper

Linearizing contextual bandits with latent state dynamics

  • Elliot Nelson
  • Debarun Bhattacharjya
  • Tian Gao 0007
  • Miao Liu 0001
  • Djallel Bouneffouf 0001
  • Pascal Poupart

In many real-world applications of multi-armed bandit problems, both rewards and contexts are often influenced by confounding latent variables which evolve stochastically over time. While the observed contexts and rewards are nonlinearly related, we show that prior knowledge of latent causal structure can be used to reduce the problem to the linear bandit setting. We develop two algorithms, Latent Linear Thompson Sampling (L2TS) and Latent Linear UCB (L2UCB), which use online EM algorithms for hidden Markov models to learn the latent transition model and maintain a posterior belief over the latent state, and then use the resulting posteriors as context features in a linear bandit problem. We upper bound the error in reward estimation in the presence of a dynamical latent state, and derive a novel problem-dependent regret bound for linear Thompson sampling with non-stationarity and unconstrained reward distributions, which we apply to L2TS under certain conditions. Finally, we demonstrate the superiority of our algorithms over related bandit algorithms through experiments.

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NeurIPS Conference 2022 Conference Paper

Logical Credal Networks

  • Radu Marinescu
  • Haifeng Qian
  • Alexander Gray
  • Debarun Bhattacharjya
  • Francisco Barahona
  • Tian Gao
  • Ryan Riegel
  • Pravinda Sahu

We introduce Logical Credal Networks (or LCNs for short) -- an expressive probabilistic logic that generalizes prior formalisms that combine logic and probability. Given imprecise information represented by probability bounds and conditional probability bounds on logic formulas, an LCN specifies a set of probability distributions over all its interpretations. Our approach allows propositional and first-order logic formulas with few restrictions, e. g. , without requiring acyclicity. We also define a generalized Markov condition that allows us to identify implicit independence relations between atomic formulas. We evaluate our method on benchmark problems such as random networks, Mastermind games with uncertainty and credit card fraud detection. Our results show that the LCN outperforms existing approaches; its advantage lies in aggregating multiple sources of imprecise information.

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IJCAI Conference 2022 Conference Paper

Summary Markov Models for Event Sequences

  • Debarun Bhattacharjya
  • Saurabh Sihag
  • Oktie Hassanzadeh
  • Liza Bialik

Datasets involving sequences of different types of events without meaningful time stamps are prevalent in many applications, for instance when extracted from textual corpora. We propose a family of models for such event sequences -- summary Markov models -- where the probability of observing an event type depends only on a summary of historical occurrences of its influencing set of event types. This Markov model family is motivated by Granger causal models for time series, with the important distinction that only one event can occur in a position in an event sequence. We show that a unique minimal influencing set exists for any set of event types of interest and choice of summary function, formulate two novel models from the general family that represent specific sequence dynamics, and propose a greedy search algorithm for learning them from event sequence data. We conduct an experimental investigation comparing the proposed models with relevant baselines, and illustrate their knowledge acquisition and discovery capabilities through case studies involving sequences from text.

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NeurIPS Conference 2021 Conference Paper

Causal Inference for Event Pairs in Multivariate Point Processes

  • Tian Gao
  • Dharmashankar Subramanian
  • Debarun Bhattacharjya
  • Xiao Shou
  • Nicholas Mattei
  • Kristin P Bennett

Causal inference and discovery from observational data has been extensively studied across multiple fields. However, most prior work has focused on independent and identically distributed (i. i. d. ) data. In this paper, we propose a formalization for causal inference between pairs of event variables in multivariate recurrent event streams by extending Rubin's framework for the average treatment effect (ATE) and propensity scores to multivariate point processes. Analogous to a joint probability distribution representing i. i. d. data, a multivariate point process represents data involving asynchronous and irregularly spaced occurrences of various types of events over a common timeline. We theoretically justify our point process causal framework and show how to obtain unbiased estimates of the proposed measure. We conduct an experimental investigation using synthetic and real-world event datasets, where our proposed causal inference framework is shown to exhibit superior performance against a set of baseline pairwise causal association scores.

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AAAI Conference 2021 Conference Paper

Ordinal Historical Dependence in Graphical Event Models with Tree Representations

  • Debarun Bhattacharjya
  • Tian Gao
  • Dharmashankar Subramanian

Graphical event models are representations that capture process independence between different types of events in multivariate temporal point processes. The literature consists of various parametric models and approaches to learn them from multivariate event stream data. Since these models are interpretable, they are often able to provide beneficial insights about event dynamics. In this paper, we show how to compactly model the situation where the order of occurrences of an event’s causes in some recent historical time interval impacts its occurrence rate; this sort of historical dependence is common in several real-world applications. To overcome the practical challenge of parameter explosion due to the number of potential orders that is super-exponential in the number of parents, we introduce a novel graphical event model based on a parametric tree representation for capturing ordinal historical dependence. We present an approach to learn such a model from data, demonstrating that the proposed model fits several real-world datasets better than relevant baselines. We also showcase the potential advantages of such a model to an analyst during the process of knowledge discovery.

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AAAI Conference 2020 Conference Paper

A Multi-Channel Neural Graphical Event Model with Negative Evidence

  • Tian Gao
  • Dharmashankar Subramanian
  • Karthikeyan Shanmugam
  • Debarun Bhattacharjya
  • Nicholas Mattei

Event datasets are sequences of events of various types occurring irregularly over the time-line, and they are increasingly prevalent in numerous domains. Existing work for modeling events using conditional intensities rely on either using some underlying parametric form to capture historical dependencies, or on non-parametric models that focus primarily on tasks such as prediction. We propose a non-parametric deep neural network approach in order to estimate the underlying intensity functions. We use a novel multi-channel RNN that optimally reinforces the negative evidence of no observable events with the introduction of fake event epochs within each consecutive inter-event interval. We evaluate our method against state-of-the-art baselines on model fitting tasks as gauged by log-likelihood. Through experiments on both synthetic and real-world datasets, we find that our proposed approach outperforms existing baselines on most of the datasets studied.

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AAAI Conference 2020 System Paper

Causal Knowledge Extraction through Large-Scale Text Mining

  • Oktie Hassanzadeh
  • Debarun Bhattacharjya
  • Mark Feblowitz
  • Kavitha Srinivas
  • Michael Perrone
  • Shirin Sohrabi
  • Michael Katz

In this demonstration, we present a system for mining causal knowledge from large corpuses of text documents, such as millions of news articles. Our system provides a collection of APIs for causal analysis and retrieval. These APIs enable searching for the effects of a given cause and the causes of a given effect, as well as the analysis of existence of causal relation given a pair of phrases. The analysis includes a score that indicates the likelihood of the existence of a causal relation. It also provides evidence from an input corpus supporting the existence of a causal relation between input phrases. Our system uses generic unsupervised and weakly supervised methods of causal relation extraction that do not impose semantic constraints on causes and effects. We show example use cases developed for a commercial application in enterprise risk management.

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IJCAI Conference 2020 Conference Paper

Cause-Effect Association between Event Pairs in Event Datasets

  • Debarun Bhattacharjya
  • Tian Gao
  • Nicholas Mattei
  • Dharmashankar Subramanian

Causal discovery from observational data has been intensely studied across fields of study. In this paper, we consider datasets involving irregular occurrences of various types of events over the timeline. We propose a suite of scores and related algorithms for estimating the cause-effect association between pairs of events from such large event datasets. In particular, we introduce a general framework and the use of conditional intensity rates to characterize pairwise associations between events. Discovering such potential causal relationships is critical in several domains, including health, politics and financial analysis. We conduct an experimental investigation with synthetic data and two real-world event datasets, where we evaluate and compare our proposed scores using assessments from human raters as ground truth. For a political event dataset involving interaction between actors, we show how performance could be enhanced by enforcing additional knowledge pertaining to actor identities.

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AAAI Conference 2020 Conference Paper

Event-Driven Continuous Time Bayesian Networks

  • Debarun Bhattacharjya
  • Karthikeyan Shanmugam
  • Tian Gao
  • Nicholas Mattei
  • Kush Varshney
  • Dharmashankar Subramanian

We introduce a novel event-driven continuous time Bayesian network (ECTBN) representation to model situations where a system’s state variables could be influenced by occurrences of events of various types. In this way, the model parameters and graphical structure capture not only potential “causal” dynamics of system evolution but also the influence of event occurrences that may be interventions. We propose a greedy search procedure for structure learning based on the BIC score for a special class of ECTBNs, showing that it is asymptotically consistent and also effective for limited data. We demonstrate the power of the representation by applying it to model paths out of poverty for clients of CityLink Center, an integrated social service provider in Cincinnati, USA. Here the ECTBN formulation captures the effect of classes/counseling sessions on an individual’s life outcome areas such as education, transportation, employment and financial education.

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AAAI Conference 2020 Conference Paper

GaSPing for Utility

  • Mengyang Gu
  • Debarun Bhattacharjya
  • Dharmashankar Subramanian

High-consequence decisions often require a detailed investigation of a decision maker’s preferences, as represented by a utility function. Inferring a decision maker’s utility function through assessments typically involves an elicitation phase where the decision maker responds to a series of elicitation queries, followed by an estimation phase where the state-ofthe-art for direct elicitation approaches in practice is to either fit responses to a parametric form or perform linear interpolation. We introduce a Bayesian nonparametric method involving Gaussian stochastic processes for estimating a utility function from direct elicitation responses. Advantages include the flexibility to fit a large class of functions, favorable theoretical properties, and a fully probabilistic view of the decision maker’s preference properties including risk attitude. Through extensive simulation experiments as well as two real datasets from management science, we demonstrate that the proposed approach results in better function fitting.

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IJCAI Conference 2020 Conference Paper

Order-Dependent Event Models for Agent Interactions

  • Debarun Bhattacharjya
  • Tian Gao
  • Dharmashankar Subramanian

In multivariate event data, the instantaneous rate of an event's occurrence may be sensitive to the temporal sequence in which other influencing events have occurred in the history. For example, an agent’s actions are typically driven by preceding actions taken by the agent as well as those of other relevant agents in some order. We introduce a novel statistical/causal model for capturing such an order-sensitive historical dependence, where an event’s arrival rate is determined by the order in which its underlying causal events have occurred in the recent past. We propose an algorithm to discover these causal events and learn the most influential orders using time-stamped event occurrence data. We show that the proposed model fits various event datasets involving single as well as multiple agents better than baseline models. We also illustrate potentially useful insights from our proposed model for an analyst during the discovery process through analysis on a real-world political event dataset.

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IJCAI Conference 2020 Conference Paper

State Variable Effects in Graphical Event Models

  • Debarun Bhattacharjya
  • Dharmashankar Subramanian
  • Tian Gao

Many real-world domains involve co-evolving relationships between events, such as meals and exercise, and time-varying random variables, such as a patient's blood glucose levels. In this paper, we propose a general framework for modeling joint temporal dynamics involving continuous time transitions of discrete state variables and irregular arrivals of events over the timeline. We show how conditional Markov processes (as represented by continuous time Bayesian networks) and multivariate point processes (as represented by graphical event models) are among various processes that are covered by the framework. We introduce and compare two simple and interpretable yet practical joint models within the framework with relevant baselines on simulated and real-world datasets, using a graph search algorithm for learning. The experiments highlight the importance of jointly modeling event arrivals and state variable transitions to better fit joint temporal datasets, and the framework opens up possibilities for models involving even more complex dynamics whenever suitable.

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IJCAI Conference 2019 Conference Paper

Answering Binary Causal Questions Through Large-Scale Text Mining: An Evaluation Using Cause-Effect Pairs from Human Experts

  • Oktie Hassanzadeh
  • Debarun Bhattacharjya
  • Mark Feblowitz
  • Kavitha Srinivas
  • Michael Perrone
  • Shirin Sohrabi
  • Michael Katz

In this paper, we study the problem of answering questions of type "Could X cause Y? " where X and Y are general phrases without any constraints. Answering such questions will assist with various decision analysis tasks such as verifying and extending presumed causal associations used for decision making. Our goal is to analyze the ability of an AI agent built using state-of-the-art unsupervised methods in answering causal questions derived from collections of cause-effect pairs from human experts. We focus only on unsupervised and weakly supervised methods due to the difficulty of creating a large enough training set with a reasonable quality and coverage. The methods we examine rely on a large corpus of text derived from news articles, and include methods ranging from large-scale application of classic NLP techniques and statistical analysis to the use of neural network based phrase embeddings and state-of-the-art neural language models.

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NeurIPS Conference 2018 Conference Paper

Proximal Graphical Event Models

  • Debarun Bhattacharjya
  • Dharmashankar Subramanian
  • Tian Gao

Event datasets include events that occur irregularly over the timeline and are prevalent in numerous domains. We introduce proximal graphical event models (PGEM) as a representation of such datasets. PGEMs belong to a broader family of models that characterize relationships between various types of events, where the rate of occurrence of an event type depends only on whether or not its parents have occurred in the most recent history. The main advantage over the state of the art models is that they are entirely data driven and do not require additional inputs from the user, which can require knowledge of the domain such as choice of basis functions or hyperparameters in graphical event models. We theoretically justify our learning of optimal windows for parental history and the choices of parental sets, and the algorithm are sound and complete in terms of parent structure learning. We present additional efficient heuristics for learning PGEMs from data, demonstrating their effectiveness on synthetic and real datasets.

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UAI Conference 2014 Conference Paper

Bayesian Interactive Decision Support for Multi-Attribute Problems with Even Swaps

  • Debarun Bhattacharjya
  • Jeffrey O. Kephart

Even swaps is a method for solving deterministic multi-attribute decision problems where the decision maker iteratively simplifies the problem until the optimal alternative is revealed (Hammond et al. 1998, 1999). We present a new practical decision support system that takes a Bayesian approach to guiding the even swaps process, where the system makes queries based on its beliefs about the decision maker’s preferences and updates them as the interactive process unfolds. Through experiments, we show that it is possible to learn enough about the decision maker’s preferences to measurably reduce the cognitive burden, i. e. the number and complexity of queries posed by the system.

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UAI Conference 2010 Conference Paper

Dynamic programming in in uence diagrams with decision circuits

  • Ross D. Shachter
  • Debarun Bhattacharjya

Decision circuits perform efficient evaluation of influence diagrams, building on the advances in arithmetic circuits for belief network inference [Darwiche, 2003; Bhattacharjya and Shachter, 2007]. We show how even more compact decision circuits can be constructed for dynamic programming in influence diagrams with separable value functions and conditionally independent subproblems. Once a decision circuit has been constructed based on the diagram’s “global” graphical structure, it can be compiled to exploit “local” structure for efficient evaluation and sensitivity analysis.

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UAI Conference 2010 Conference Paper

Three new sensitivity analysis methods for influence diagrams

  • Debarun Bhattacharjya
  • Ross D. Shachter

Performing sensitivity analysis for influence diagrams using the decision circuit framework is particularly convenient, since the partial derivatives with respect to every parameter are readily available [Bhattacharjya and Shachter, 2007; 2008]. In this paper we present three non-linear sensitivity analysis methods that utilize this partial derivative information and therefore do not require re-evaluating the decision situation multiple times. Specifically, we show how to efficiently compare strategies in decision situations, perform sensitivity to risk aversion and compute the value of perfect hedging [Seyller, 2008].

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UAI Conference 2008 Conference Paper

Sensitivity analysis in decision circuits

  • Debarun Bhattacharjya
  • Ross D. Shachter

Decision circuits have been developed to perform efficient evaluation of influence diagrams [Bhattacharjya and Shachter, 2007], building on the advances in arithmetic circuits for belief network inference [Darwiche, 2003]. In the process of model building and analysis, we perform sensitivity analysis to understand how the optimal solution changes in response to changes in the model. When sequential decision problems under uncertainty are represented as decision circuits, we can exploit the efficient solution process embodied in the decision circuit and the wealth of derivative information available to compute the value of information for the uncertainties in the problem and the effects of changes to model parameters on the value and the optimal strategy.

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UAI Conference 2007 Conference Paper

Evaluating influence diagrams with decision circuits

  • Debarun Bhattacharjya
  • Ross D. Shachter

Although a number of related algorithms have been developed to evaluate influence diagrams, exploiting the conditional independence in the diagram, the exact solution has remained intractable for many important problems. In this paper we introduce decision circuits as a means to exploit the local structure usually found in decision problems and to improve the performance of influence diagram analysis. This work builds on the probabilistic inference algorithms using arithmetic circuits to represent Bayesian belief networks [Darwiche, 2003]. Once compiled, these arithmetic circuits efficiently evaluate probabilistic queries on the belief network, and methods have been developed to exploit both the global and local structure of the network. We show that decision circuits can be constructed in a similar fashion and promise similar benefits.

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