Expressive Graphical Models in Variational Approximations ChainGraphs and
- Slides: 22
Expressive Graphical Models in Variational Approximations: Chain-Graphs and Hidden Variables Tal El-Hay & Nir Friedman School of Computer Science & Engineering Hebrew University .
Inference in Graphical Models Exact Inference · NP-hard, in general · Can be efficient for certain classes What do we do when exact inference is intractable? Resort to approximate methods · Approximate inference is also NP-hard · But, specific approximation methods work for specific classes of models Need to enrich approximate methods
Variational Approximations u Approximate the posterior of a complex model using a simpler distribution u Choice of a simpler model method : Mean field, Structured approximations, and Mixture models
Variational Approximations u Approximate the posterior of a complex model using a simpler distribution u Choice of a simpler model method : Mean field, Structured approximations, and Mixture models
Variational Approximations u Approximate the posterior of a complex model using a simpler distribution u Choice of a simpler model method : Mean field, Structured approximations, and Mixture models
Variational Approximations u Approximate the posterior of a complex model using a simpler distribution u Choice of a simpler model method : Mean field, Structured approximations, and Mixture models
Enhancing Variational Approximations Basic tradeoff: accuracy complexity Goal: New families of approximating distributions better tradeoff
Outline u Structured variational approximations [review] u Using chain-graphs u Adding hidden variables u Discussion
Structured Approximations Target model: Approximation: where
Structured Approximations Goal: Maximize the following functional KL Distance 0 F[Q] is a lower bound on the log likelihood u If Q is tractable then F[Q] might be tractable
Structured Approximations u To characterize the maximum point we define the generalized functional u Differentiation yields the following equation approximates using the lower bound on the local distribution
Structured Approximations Optimization u Asynchronous u Efficient updates guaranties convergence calculation of the update formulas:
Chain Graph Approximations u Posterior distributions can be modeled as chain graphs = where
Chain Graph Approximations u Chain graph distributions: where are potential functions on subsets of T u Generalize both Bayesian networks and Markov networks u A simple approximation example:
Chain Graph Approximations Optimization where
Adding Hidden Variables Potential pitfall: Multi-modal distributions u Jaakkola & Jordan: Use mixture models · Modeling assumption: Factorized mixture components Generalization: Structured approximation with an extra set of hidden variables u Approximating distribution:
Adding Hidden Variables: Intuition u Lower bound improvement potential where I(T; V) is the mutual information u Capture correlations in a compact manner:
Relaxing the lower bound u Rewriting the lower bound on the log-likelihood where u The conditional entropy does not decompose The lower bound is intractable
Relaxing the lower bound u Using the following convexity bound u Introducing u The extra variational parameters relaxed lower bound becomes tractable Lower bound on conditional entropy
Optimization u Bayesian u network parameters: Smoothing parameters: u Asynchronous updates guaranties convergence
KL Bound Results Number of time slices
Discussion u Extending representational features of approximating distributions Better tradeoff ? u Addition of hidden variables improves approximation u Derivations of different methods use a uniform machinery Future directions u Saving computations by planning the order of updates u Structure of the approximating distribution
- An introduction to variational methods for graphical models
- Graphical expressive means
- Fast and deep deformation approximations
- Fast and deep deformation approximations
- Chapter 7 linear programming solutions
- Variational shape approximation
- Variational message passing
- Variational principle
- Variational approach in fem
- Variational calculus
- Example of residual formulation
- Variational principle
- Variational knowledge graph reasoning
- Graphical model example
- An introduction to probabilistic graphical models
- Graphical models for game theory
- Difference between modals and semi modals
- Informative expressive operative
- Meaning of lexical
- Lexical expressive means
- Katharina reiss text types
- Stylistic devices function
- Graphon stylistics examples