AnIntroductiontoVariationalMethodsforGraphicalModels的图形化模型的变分方法的介绍

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1、按一下以編輯母片標題樣式,按一下以編輯母片,第二層,第三層,第四層,第五層,NTNU Speech Lab,*,An Introduction to Variational Methods for Graphical Models,Michael I.Jordan,Zoubin Ghahramani,Tommi S.Jaakkola and Lawrence K.Saul,報告者：邱炫盛,Outline,Introduction,Exact Inference,Basics of Variational Methodology,Introduction,The problem of proba

2、bilistic inference in graphical models is the problem of computing a conditional probability distribution,Exact Inference,Junction Tree Algorithm,Moralization,Triangulation,Graphical models,Directed(&Acyclic),Bayesian Network,Local conditional probabilities,Undirected,Markov random field,Potentials

3、with the cliques,Exact Inference,Directed Graphical Model,Specified numerically by associating local conditional probabilities with each nodes in the graph,The conditional probability,The probability of node given the values of its parents,Exact Inference,Joint probability:,Directed Graph,Exact Infe

4、rence,Undirected Graphical Model,specified numerically by associating“potentials with the clique of the graph,Potential,A function on the set of configurations of a clique(that is,a setting of values for all of the nodes in the clique),Clique,(Maximal)complete subgraph,Exact Inference,Undirected Gra

5、ph,Joint probability:,Partition function,Exact Inference,The junction tree algorithm compiles directed graphical models into undirected graphical models,Moralization,Triangulation,Moralization,Convert the directed graph into an undirected graph(skip when undirected graph),The variables do not always

6、 appear together within a clique,“marry the parents of all of the nodes with undirected edges and then drop the arrows(moral graph),Exact Inference,Triangulation,Take a moral graph as input and produces as output an undirected graph in which additional edges(possibly)been added(allow recursive calcu

7、lation),A graph is not triangulated if there are 4-cycles which do not have a chord,Chord,An edge between non-neighboring nodes,Exact Inference,4-cycle Graph,ABD,BCD,BD,Exact Inference,Once a graph has been triangulated,it is possible to arrange cliques of the graph into a data structure known as a

8、junction tree,Running intersection property,If a node appears in any two cliques in the tree,it appears in all cliques that lie on the path between the two cliques(the cliques assign the same marginal probability to the nodes that they have in common),Local consistency implies global consistency in

9、a junction tree because of running intersection property,Exact Inference,The QMR-DT database,A diagnostic aid for internal medicine,Basics of variational methodology,Variational methods,used as approximation methods,convert a complex problem into a simpler problem,The decoupling achieved via an expa

10、nsion of the problem to include additional parameters,The terminology“variational comes from the roots of the techniques in the calculus of variation,Basics of variational methodology,Example:logarithm,:variational parameter,If changes,the family of such lines forms an upper envelope of the logarith

11、m function,So,The minimum over these bounds is the exact value,Basics of variational methodology,Basics of variational methodology,Example:logistic regression model,Logistic concave,So,Basics of variational methodology,Then,take the exponential of both sides,Finally,Basics of variational methodology

12、,Convex duality,A concave function can be represented via a conjugate or dual function,Upper bound,Non-linear bound,Basics of variational methodology,To summarize,if the function is already convex or concave then we simply calculate the conjugate function or then we look for an invertible transforma

13、tion that render the function convex or concave if the function is not convex or concave,Basics of variational methodology,Approximation for joint and conditional probabilities,Consider directed graph and upper bound,Let E and H are disjoint,treat right side as a function to be minimized with respec

14、t,The best global bounds are obtained when the probabilistic dependencies in the distribution are reflected in dependencies in the approximation,not exact values,exact values,Basics of variational methodology,Obtain a lower bound on the likelihood P(E)by fitting variational parameters,Substitute the

15、se parameters into the parameterized variation form for P(H,E),Utilize the variational form as an efficient inference engine in calculating an approximation to P(H|E),Basics of variational methodology,Sequential approach,Introduce variational transformations for the nodes in a particular order,The g

16、oal is to transform the network until the resulting transformed network is amenable to exact methods,Begin with the untransformed graph and introduce variational transformations one node at a time,Or begin with a completely transformed graph and re-introduce exact conditional probabilities,Basics of variational methodology,The QMR-DT network,Basics of variational methodology,Block approach,