An influence diagram (ID) (also called a relevance diagram, decision diagram or a decision network) is a compact graphical and mathematical representation of a decision situation. It is a generalization of a Bayesian network, in which not only probabilistic inference problems but also decision making problems (following the maximum expected utility criterion) can be modeled and solved.
ID was first developed in the mid-1970s by decision analysts with an intuitive semantic that is easy to understand. It is now adopted widely and becoming an alternative to the decision tree which typically suffers from exponential growth in number of branches with each variable modeled. ID is directly applicable in team decision analysis, since it allows incomplete sharing of information among team members to be modeled and solved explicitly. Extensions of ID also find their use in game theory as an alternative representation of the game tree.
An ID is a directed acyclic graph with three types (plus one subtype) of node and three types of arc (or arrow) between nodes.
Nodes:
Decision node (corresponding to each decision to be made) is drawn as a rectangle.
Uncertainty node (corresponding to each uncertainty to be modeled) is drawn as an oval.
Deterministic node (corresponding to special kind of uncertainty that its outcome is deterministically known whenever the outcome of some other uncertainties are also known) is drawn as a double oval.
Value node (corresponding to each component of additively separable Von Neumann-Morgenstern utility function) is drawn as an octagon (or diamond).
Arcs:
Functional arcs (ending in value node) indicate that one of the components of additively separable utility function is a function of all the nodes at their tails.
Conditional arcs (ending in uncertainty node) indicate that the uncertainty at their heads is probabilistically conditioned on all the nodes at their tails.
Conditional arcs (ending in deterministic node) indicate that the uncertainty at their heads is deterministically conditioned on all the nodes at their tails.
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Decision analysis (DA) is the discipline comprising the philosophy, methodology, and professional practice necessary to address important decisions in a formal manner. Decision analysis includes many procedures, methods, and tools for identifying, clearly representing, and formally assessing important aspects of a decision; for prescribing a recommended course of action by applying the maximum expected-utility axiom to a well-formed representation of the decision; and for translating the formal representation of a decision and its corresponding recommendation into insight for the decision maker, and other corporate and non-corporate stakeholders.
vignette| Arbre de décision Un arbre de décision est un outil d'aide à la décision représentant un ensemble de choix sous la forme graphique d'un arbre. Les différentes décisions possibles sont situées aux extrémités des branches (les « feuilles » de l'arbre), et sont atteintes en fonction de décisions prises à chaque étape. L'arbre de décision est un outil utilisé dans des domaines variés tels que la sécurité, la fouille de données, la médecine, etc. Il a l'avantage d'être lisible et rapide à exécuter.
La recherche opérationnelle peut être définie comme l'ensemble des méthodes et techniques rationnelles orientées vers la recherche du meilleur choix dans la façon d'opérer en vue d'aboutir au résultat visé ou au meilleur résultat possible ou encore au résultat optimal. Elle fait partie des « aides à la décision » dans la mesure où elle propose des modèles conceptuels en vue d'analyser et de maitriser des situations complexes pour permettre aux décideurs de comprendre, d'évaluer les enjeux et d'arbitrer ou de faire les choix les plus efficaces.
This course aims to provide graduate students a thorough grounding in the methods, theory, mathematics and algorithms needed to do research and applications in machine learning. The course covers topi
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