Presentation is loading. Please wait.

Presentation is loading. Please wait.

Undirected Probabilistic Graphical Models (Markov Nets) (Slides from Sam Roweis Lecture)

Similar presentations

Presentation on theme: "Undirected Probabilistic Graphical Models (Markov Nets) (Slides from Sam Roweis Lecture)"— Presentation transcript:

1 Undirected Probabilistic Graphical Models (Markov Nets) (Slides from Sam Roweis Lecture)





6 Connection to MCMC:  MCMC requires sampling a node given its markov blanket  Need to use P(x|MB(x)). For Bayes nets MB(x) contains more nodes than are mentioned in the local distribution CPT(x)  For Markov nets,



9  Because neighbor relation is symmetric nodes xi and xj are both neighbors of each other.. In contrast, note that in Bayes Nets, CPTs can be filled with any real numbers between 0 and 1, and we can be sure the ensuing product will define a valid joint distribution!




13 12/2  All project presentations on 12/14 (10min each)  All project reports due on 12/14  On 12/7, we will read and discuss MLN paper Today: Complete discussion of Markov Nets; Start towards MLN

14 A B C D Qn: What is the most likely configuration of A&B? Factor says a=b=0 But, marginal says a=0;b=1! Moral: Factors are not marginals! Although A,B would Like to agree, B&C Need to agree, C&D need to disagree And D&A need to agree.and the latter three have Higher weights! Mr. & Mrs. Smith example Okay, you convinced me that given any potentials we will have a consistent Joint. But given any joint, will there be a potentials I can provide?  Hammersley-Clifford theorem… We can have potentials on any cliques—not just the maximal ones. So, for example we can have a potential on A in addition to the other four pairwise potentials



17 Markov Networks Undirected graphical models Cancer CoughAsthma Smoking Potential functions defined over cliques SmokingCancer Ф(S,C) False 4.5 FalseTrue 4.5 TrueFalse 2.7 True 4.5


19 Log-Linear models for Markov Nets A B C D Factors are “functions” over their domains Log linear model consists of  Features f i (D i ) (functions over domains)  Weights w i for features s.t. Without loss of generality!

20 Markov Networks Undirected graphical models Log-linear model: Weight of Feature iFeature i Cancer CoughAsthma Smoking






26 Markov Nets vs. Bayes Nets PropertyMarkov NetsBayes Nets FormProd. potentials PotentialsArbitraryCond. probabilities CyclesAllowedForbidden Partition func.Z = ? globalZ = 1 local Indep. checkGraph separationD-separation Indep. props.Some InferenceMCMC, BP, etc.Convert to Markov

27 Inference in Markov Networks Goal: Compute marginals & conditionals of Exact inference is #P-complete Most BN inference approaches work for MNs too – Variable Elimination used factor multiplication—and should work without change.. Conditioning on Markov blanket is easy: Gibbs sampling exploits this

28 MCMC: Gibbs Sampling state ← random truth assignment for i ← 1 to num-samples do for each variable x sample x according to P(x|neighbors(x)) state ← state with new value of x P(F) ← fraction of states in which F is true



31 Other Inference Methods Many variations of MCMC Belief propagation (sum-product) Variational approximation Exact methods

32 Overview Motivation Foundational areas – Probabilistic inference – Statistical learning – Logical inference – Inductive logic programming Putting the pieces together Applications

33 Learning Markov Networks Learning parameters (weights) – Generatively – Discriminatively Learning structure (features) Easy Case: Assume complete data (If not: EM versions of algorithms)

34 Entanglement in log likelihood… abc

35 Learning for log-linear formulation Use gradient ascent Unimodal, because Hessian is Co-variance matrix over features What is the expected Value of the feature given the current parameterization of the network? Requires inference to answer (inference at every iteration— sort of like EM  )

36 Why should we spend so much time computing gradient? Given that gradient is being used only in doing the gradient ascent iteration, it might look as if we should just be able to approximate it in any which way – Afterall, we are going to take a step with some arbitrary step size anyway....But the thing to keep in mind is that the gradient is a vector. We are talking not just of magnitude but direction. A mistake in magnitude can change the direction of the vector and push the search into a completely wrong direction…

37 Generative Weight Learning Maximize likelihood or posterior probability Numerical optimization (gradient or 2 nd order) No local maxima Requires inference at each step (slow!) No. of times feature i is true in data Expected no. times feature i is true according to model

38 Alternative Objectives to maximize.. Since log-likelihood requires network inference to compute the derivative, we might want to focus on other objectives whose gradients are easier to compute (and which also – hopefully—have optima at the same parameter values). Two options: – Pseudo Likelihood – Contrastive Divergence Given a single data instance  log-likelihood is Log prob of data Log prob of all other possible data instances (w.r.t. current  Maximize the distance (“increase the divergence”) Pick a sample of typical other instances (need to sample from P  Run MCMC initializing with the data..) Compute likelihood of each possible data instance just using markov blanket (approximate chain rule)

39 Pseudo-Likelihood Likelihood of each variable given its neighbors in the data Does not require inference at each step Consistent estimator Widely used in vision, spatial statistics, etc. But PL parameters may not work well for long inference chains [Which can lead to disasterous results]

40 Discriminative Weight Learning Maximize conditional likelihood of query ( y ) given evidence ( x ) Approximate expected counts by counts in MAP state of y given x No. of true groundings of clause i in data Expected no. true groundings according to model

41 Structure Learning How to learn the structure of a Markov network? – … not too different from learning structure for a Bayes network: discrete search through space of possible graphs, trying to maximize data probability….

42 MLNs: Points to ponder Compared to ground representations, MLNs have easier learning but equal harder inference – MLNs need to learn significantly fewer parameters than a ground network of similar size – MLNs may be compelled to exploit the “relational” structure and thus may spend time inventing lifted inference methods Inference approaches Learning – Parameter Why Pseudo Likelihood? – Structure—implies learning clauses.. (what ILP does) Connection to Dynamic Bayes Nets? Relational

43 Markov Logic: Intuition A logical KB is a set of hard constraints on the set of possible worlds Let’s make them soft constraints: When a world violates a formula, It becomes less probable, not impossible Give each formula a weight (Higher weight  Stronger constraint)

44 Markov Logic: Definition A Markov Logic Network (MLN) is a set of pairs (F, w) where – F is a formula in first-order logic – w is a real number Together with a set of constants, it defines a Markov network with – One node for each grounding of each predicate in the MLN – One feature for each grounding of each formula F in the MLN, with the corresponding weight w

45 Example: Friends & Smokers



48 Two constants: Anna (A) and Bob (B)

49 Example: Friends & Smokers Cancer(A) Smokes(A)Smokes(B) Cancer(B) Two constants: Anna (A) and Bob (B)

50 Example: Friends & Smokers Cancer(A) Smokes(A)Friends(A,A) Friends(B,A) Smokes(B) Friends(A,B) Cancer(B) Friends(B,B) Two constants: Anna (A) and Bob (B)

51 Example: Friends & Smokers Cancer(A) Smokes(A)Friends(A,A) Friends(B,A) Smokes(B) Friends(A,B) Cancer(B) Friends(B,B) Two constants: Anna (A) and Bob (B)

52 Example: Friends & Smokers Cancer(A) Smokes(A)Friends(A,A) Friends(B,A) Smokes(B) Friends(A,B) Cancer(B) Friends(B,B) Two constants: Anna (A) and Bob (B)

53 Markov Logic Networks MLN is template for ground Markov nets Probability of a world x : Typed variables and constants greatly reduce size of ground Markov net Functions, existential quantifiers, etc. Infinite and continuous domains Weight of formula iNo. of true groundings of formula i in x

54 Relation to Statistical Models Special cases: – Markov networks – Markov random fields – Bayesian networks – Log-linear models – Exponential models – Max. entropy models – Gibbs distributions – Boltzmann machines – Logistic regression – Hidden Markov models – Conditional random fields Obtained by making all predicates zero-arity Markov logic allows objects to be interdependent (non-i.i.d.)

55 Relation to First-Order Logic Infinite weights  First-order logic Satisfiable KB, positive weights  Satisfying assignments = Modes of distribution Markov logic allows contradictions between formulas

56 MAP/MPE Inference Problem: Find most likely state of world given evidence QueryEvidence

57 MAP/MPE Inference Problem: Find most likely state of world given evidence

58 MAP/MPE Inference Problem: Find most likely state of world given evidence

59 MAP/MPE Inference Problem: Find most likely state of world given evidence This is just the weighted MaxSAT problem Use weighted SAT solver (e.g., MaxWalkSAT [Kautz et al., 1997] ) Potentially faster than logical inference (!)

60 The MaxWalkSAT Algorithm for i ← 1 to max-tries do solution = random truth assignment for j ← 1 to max-flips do if ∑ weights(sat. clauses) > threshold then return solution c ← random unsatisfied clause with probability p flip a random variable in c else flip variable in c that maximizes ∑ weights(sat. clauses) return failure, best solution found

61 But … Memory Explosion Problem: If there are n constants and the highest clause arity is c, the ground network requires O(n ) memory Solution: Exploit sparseness; ground clauses lazily → LazySAT algorithm [Singla & Domingos, 2006] c

62 Computing Probabilities P(Formula|MLN,C) = ? MCMC: Sample worlds, check formula holds P(Formula1|Formula2,MLN,C) = ? If Formula2 = Conjunction of ground atoms – First construct min subset of network necessary to answer query (generalization of KBMC) – Then apply MCMC (or other) Can also do lifted inference [Braz et al, 2005]

63 Ground Network Construction network ← Ø queue ← query nodes repeat node ← front(queue) remove node from queue add node to network if node not in evidence then add neighbors(node) to queue until queue = Ø

64 But … Insufficient for Logic Problem: Deterministic dependencies break MCMC Near-deterministic ones make it very slow Solution: Combine MCMC and WalkSAT → MC-SAT algorithm [Poon & Domingos, 2006]

65 Learning Data is a relational database Closed world assumption (if not: EM) Learning parameters (weights) Learning structure (formulas)

66 Parameter tying: Groundings of same clause Generative learning: Pseudo-likelihood Discriminative learning: Cond. likelihood, use MC-SAT or MaxWalkSAT for inference Weight Learning No. of times clause i is true in data Expected no. times clause i is true according to MLN

67 Structure Learning Generalizes feature induction in Markov nets Any inductive logic programming approach can be used, but... Goal is to induce any clauses, not just Horn Evaluation function should be likelihood Requires learning weights for each candidate Turns out not to be bottleneck Bottleneck is counting clause groundings Solution: Subsampling

68 Structure Learning Initial state: Unit clauses or hand-coded KB Operators: Add/remove literal, flip sign Evaluation function: Pseudo-likelihood + Structure prior Search: Beam, shortest-first, bottom-up [Kok & Domingos, 2005; Mihalkova & Mooney, 2007]

69 Alchemy Open-source software including: Full first-order logic syntax Generative & discriminative weight learning Structure learning Weighted satisfiability and MCMC Programming language features

70 AlchemyPrologBUGS Represent- ation F.O. Logic + Markov nets Horn clauses Bayes nets InferenceModel check- ing, MC-SAT Theorem proving Gibbs sampling LearningParameters & structure NoParams. UncertaintyYesNoYes RelationalYes No

Download ppt "Undirected Probabilistic Graphical Models (Markov Nets) (Slides from Sam Roweis Lecture)"

Similar presentations

Ads by Google