Equivalences between Maximum a Posteriori Inference in Bayesian Networks and Maximum Expected Utility Computation in Influence Diagrams

Abstract

Two important tasks in probabilistic reasoning are the computation of the maximum posterior probability of a given subset of the variables in a Bayesian network (MAP), and the computation of the maximum expected utility of a strategy in an influence diagram (MEU). Despite their similarities, research on both problems have largely been conducted independently, with algorithmic solutions and insights designed for one problem not (trivially) transferable to the other one. In this work, we show constructively that these two problems are equivalent in the sense that any algorithm designed for one problem can be used to solve the other with small overhead. These equivalences extend the toolbox of either problem, and shall foster new insights into their solution.

Publication
Proceedings of the 7th European Workshop on Probabilistic Graphical Models