Uncertainty
Automorphism Groups of Graphical Models and Lifted Variational Inference
Bui, Hung Hai, Huynh, Tuyen N., Riedel, Sebastian
Classical approaches to probabilistic inference - an area now reasonably well understood - have traditionally exploited low tree-width and sparsity of the graphical model for efficient exact and approximate inference. A more recent approach known as lifted inference [2, 12, 6, 7] has demonstrated the possibility to perform very efficient inference in highly-connected, but symmetric models such as those arising in the context of relational (or first-order) probabilistic models. While it is clear that symmetry is the essential element in lifted inference, there is currently no formally defined notion of symmetry of a probabilistic model, and thus no formal account of what "exploiting symmetry" means in lifted inference. The mathematical formulation of symmetry of an object is typically defined via a set of transformations that preserve the object of interest. Since this set forms a mathematical group (so-called the automorphism group of that object), the theory of groups and group action are essential in the study of symmetry. In this paper, we first introduce the concept of the automorphism group of an exponential family or a graphical model, thus formalizing the notion of symmetry of a general graphical model. This automorphism group provides a precise mathematical framework for lifted inference in graphical models.
Expectation-Propagation for Likelihood-Free Inference
Barthelmรฉ, Simon, Chopin, Nicolas
Many models of interest in the natural and social sciences have no closed-form likelihood function, which means that they cannot be treated using the usual techniques of statistical inference. In the case where such models can be efficiently simulated, Bayesian inference is still possible thanks to the Approximate Bayesian Computation (ABC) algorithm. Although many refinements have been suggested, ABC inference is still far from routine. ABC is often excruciatingly slow due to very low acceptance rates. In addition, ABC requires introducing a vector of "summary statistics", the choice of which is relatively arbitrary, and often require some trial and error, making the whole process quite laborious for the user. We introduce in this work the EP-ABC algorithm, which is an adaptation to the likelihood-free context of the variational approximation algorithm known as Expectation Propagation (Minka, 2001). The main advantage of EP-ABC is that it is faster by a few orders of magnitude than standard algorithms, while producing an overall approximation error which is typically negligible. A second advantage of EP-ABC is that it replaces the usual global ABC constraint on the vector of summary statistics computed on the whole dataset, by n local constraints of the form that apply separately to each data-point. As a consequence, it is often possible to do away with summary statistics entirely. In that case, EP-ABC approximates directly the evidence (marginal likelihood) of the model. Comparisons are performed in three real-world applications which are typical of likelihood-free inference, including one application in neuroscience which is novel, and possibly too challenging for standard ABC techniques.
Nested Expectation Propagation for Gaussian Process Classification with a Multinomial Probit Likelihood
Riihimรคki, Jaakko, Jylรคnki, Pasi, Vehtari, Aki
We consider probabilistic multinomial probit classification using Gaussian process (GP) priors. The challenges with the multiclass GP classification are the integration over the non-Gaussian posterior distribution, and the increase of the number of unknown latent variables as the number of target classes grows. Expectation propagation (EP) has proven to be a very accurate method for approximate inference but the existing EP approaches for the multinomial probit GP classification rely on numerical quadratures or independence assumptions between the latent values from different classes to facilitate the computations. In this paper, we propose a novel nested EP approach which does not require numerical quadratures, and approximates accurately all between-class posterior dependencies of the latent values, but still scales linearly in the number of classes. The predictive accuracy of the nested EP approach is compared to Laplace, variational Bayes, and Markov chain Monte Carlo (MCMC) approximations with various benchmark data sets. In the experiments nested EP was the most consistent method with respect to MCMC sampling, but the differences between the compared methods were small if only the classification accuracy is concerned.
Modelling Observation Correlations for Active Exploration and Robust Object Detection
Velez, J., Hemann, G., Huang, A. S., Posner, I., Roy, N.
Today, mobile robots are expected to carry out increasingly complex tasks in multifarious, real-world environments. Often, the tasks require a certain semantic understanding of the workspace. Consider, for example, spoken instructions from a human collaborator referring to objects of interest; the robot must be able to accurately detect these objects to correctly understand the instructions. However, existing object detection, while competent, is not perfect. In particular, the performance of detection algorithms is commonly sensitive to the position of the sensor relative to the objects in the scene. This paper presents an online planning algorithm which learns an explicit model of the spatial dependence of object detection and generates plans which maximize the expected performance of the detection, and by extension the overall plan performance. Crucially, the learned sensor model incorporates spatial correlations between measurements, capturing the fact that successive measurements taken at the same or nearby locations are not independent. We show how this sensor model can be incorporated into an efficient forward search algorithm in the information space of detected objects, allowing the robot to generate motion plans efficiently. We investigate the performance of our approach by addressing the tasks of door and text detection in indoor environments and demonstrate significant improvement in detection performance during task execution over alternative methods in simulated and real robot experiments.
Hypothesis Testing in Speckled Data with Stochastic Distances
Nascimento, Abraรฃo D. C., Cintra, Renato J., Frery, Alejandro C.
Images obtained with coherent illumination, as is the case of sonar, ultrasound-B, laser and Synthetic Aperture Radar -- SAR, are affected by speckle noise which reduces the ability to extract information from the data. Specialized techniques are required to deal with such imagery, which has been modeled by the G0 distribution and under which regions with different degrees of roughness and mean brightness can be characterized by two parameters; a third parameter, the number of looks, is related to the overall signal-to-noise ratio. Assessing distances between samples is an important step in image analysis; they provide grounds of the separability and, therefore, of the performance of classification procedures. This work derives and compares eight stochastic distances and assesses the performance of hypothesis tests that employ them and maximum likelihood estimation. We conclude that tests based on the triangular distance have the closest empirical size to the theoretical one, while those based on the arithmetic-geometric distances have the best power. Since the power of tests based on the triangular distance is close to optimum, we conclude that the safest choice is using this distance for hypothesis testing, even when compared with classical distances as Kullback-Leibler and Bhattacharyya.
Hybrid Influence Diagrams Using Mixtures of Truncated Exponentials
Cobb, Barry, Shenoy, Prakash P.
Mixtures of truncated exponentials (MTE) potentials are an alternative to discretization for representing continuous chance variables in influence diagrams. Also, MTE potentials can be used to approximate utility functions. This paper introduces MTE influence diagrams, which can represent decision problems without restrictions on the relationships between continuous and discrete chance variables, without limitations on the distributions of continuous chance variables, and without limitations on the nature of the utility functions. In MTE influence diagrams, all probability distributions and the joint utility function (or its multiplicative factors) are represented by MTE potentials and decision nodes are assumed to have discrete state spaces. MTE influence diagrams are solved by variable elimination using a fusion algorithm.
Iterative Conditional Fitting for Gaussian Ancestral Graph Models
Drton, Mathias, Richardson, Thomas S.
Ancestral graph models, introduced by Richardson and Spirtes (2002), generalize both Markov random fields and Bayesian networks to a class of graphs with a global Markov property that is closed under conditioning and marginalization. By design, ancestral graphs encode precisely the conditional independence structures that can arise from Bayesian networks with selection and unobserved (hidden/latent) variables. Thus, ancestral graph models provide a potentially very useful framework for exploratory model selection when unobserved variables might be involved in the data-generating process but no particular hidden structure can be specified. In this paper, we present the Iterative Conditional Fitting (ICF) algorithm for maximum likelihood estimation in Gaussian ancestral graph models. The name reflects that in each step of the procedure a conditional distribution is estimated, subject to constraints, while a marginal distribution is held fixed. This approach is in duality to the well-known Iterative Proportional Fitting algorithm, in which marginal distributions are fitted while conditional distributions are held fixed.
An Integrated, Conditional Model of Information Extraction and Coreference with Applications to Citation Matching
Wellner, Ben, McCallum, Andrew, Peng, Fuchun, Hay, Michael
Although information extraction and coreference resolution appear together in many applications, most current systems perform them as independent steps. This paper describes an approach to integrated inference for extraction and coreference based on conditionally-trained undirected graphical models. We discuss the advantages of conditional probability training, and of a coreference model structure based on graph partitioning. On a data set of research paper citations, we show significant reduction in error by using extraction uncertainty to improve coreference citation matching accuracy, and using coreference to improve the accuracy of the extracted fields.
Variational Chernoff Bounds for Graphical Models
Ravikumar, Pradeep, Lafferty, John
Recent research has made significant progress on the problem of bounding log partition functions for exponential family graphical models. Such bounds have associated dual parameters that are often used as heuristic estimates of the marginal probabilities required in inference and learning. However these variational estimates do not give rigorous bounds on marginal probabilities, nor do they give estimates for probabilities of more general events than simple marginals. In this paper we build on this recent work by deriving rigorous upper and lower bounds on event probabilities for graphical models. Our approach is based on the use of generalized Chernoff bounds to express bounds on event probabilities in terms of convex optimization problems; these optimization problems, in turn, require estimates of generalized log partition functions. Simulations indicate that this technique can result in useful, rigorous bounds to complement the heuristic variational estimates, with comparable computational cost.
The Author-Topic Model for Authors and Documents
Rosen-Zvi, Michal, Griffiths, Thomas, Steyvers, Mark, Smyth, Padhraic
We intro duce the author-topic mo del, a generative mo del for do cuments that extends Latent Dirichlet Allo cation (LDA; Blei, Ng, & Jordan, 2003) to include authorship information. Each author is asso ciated with a multinomial distribution over topics and each topic is asso ciated with a multinomial distribution over words. A do cument with multiple authors is mo deled as a distribution over topics that is a mixture of the distributions asso ci-ated with the authors. We apply the mo del to a collection of 1,700 NIPS conference pap ers and 160,000 CiteSeer abstracts. Exact inference is intractable for these datasets and we use Gibbs sampling to estimate the topic and author distributions. We compare the p erformance with two other generative mo d-els for do cuments, which are sp ecial cases of the author-topic mo del: LDA (a topic mo del) and a simple author mo del in which each author is asso ciated with a distribution over words rather than a distribution over topics. We show topics recovered by the author-topic mo del, and demonstrate applications to computing similarity b etween authors and entropy of author output.