CS786 Lecture 15: May 21, 2012 MAP inference [KF Chapter 13] CS786 P. - - PDF document

cs786 lecture 15 may 21 2012
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CS786 Lecture 15: May 21, 2012 MAP inference [KF Chapter 13] CS786 P. - - PDF document

26/06/2012 CS786 Lecture 15: May 21, 2012 MAP inference [KF Chapter 13] CS786 P. Poupart 2012 1 MAP Queries Recall: MAP stands for maximum a posteriori MAP queries: find best assignment of all non evidence variables


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CS786 Lecture 15: May 21, 2012

MAP inference [KF Chapter 13]

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MAP Queries

  • Recall: MAP stands for maximum a posteriori
  • MAP queries:

– find best assignment of all non‐evidence variables – Pr |

  • Marginal MAP queries

– Find best assignment of a subset of non‐evidence variables – Pr ∑ Pr , |

  • CS786 P. Poupart 2012

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Applications

  • Speech recognition

– Find best sequence of words given audio signal – Pr |

  • Image processing

– Find best pixel labeling given image (pixel intensities) – Pr |

  • Medical diagnosis

– Find best diagnosis given symptoms – Pr |

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MAP Inference Techniques

  • Variable elimination
  • Message passing
  • Optimization
  • Graph cut

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Comparison

  • Inference queries:

Pr ∑ Pr ,

  • ∑ ∏

,

  • Operations: sum‐product
  • MAP queries:

max

Pr max

  • Operations: max‐product
  • Idea: use same algorithms, but eliminate variables by

maximization instead of summation

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Max‐product Variable Elimination

  • Same as variable elimination, but variables are

eliminated by maximization

1. Restrict factors based on evidence 2. For each non‐evidence variable

do

a. Multiply factors that contain

:

a. Maxout

:

\

max

  • Notes:

– no need for normalization – All non‐evidence variables are eliminated

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CS 786 Lecture Slides (c) 2012, P. Poupart

Maxout Operation

  • Let , be a potential with var. ( is a set)
  • We “maxout” from to produce a new potential h

which is defined: max∈ ,

f(A,B) h(B)=maxA f(A,B)

ab 0.9 b 0.9 a~b 0.1 ~b 0.6 ~ab 0.4 ~a~b 0.6

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CS 786 Lecture Slides (c) 2012, P. Poupart

Maximizing values

  • Since most MAP queries are not really interested in

the maximum probability, but rather the assignment

  • f values to variables that maximize the probability,

store the maximizing values in the factors

f(A,B) h(B)=maxA f(A,B)

ab 0.9 b 0.9 (A=a) a~b 0.1 ~b 0.6 (A=~a) ~ab 0.4 ~a~b 0.6

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Max‐Product VE Example

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Marginal MAP Queries

  • MAP queries:

max

Pr max

  • Operations: max‐product

Complexity: NP

  • Marginal MAP queries:

max

Pr max

  • ∑ ∏

,

  • Operations: max‐sum‐product

Complexity: NPPP

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Variable Elimination for Marginal MAP

  • Eliminate all variables

– Eliminate the query variables by maximization – Eliminate the hidden variables by summation

  • Elimination order:

– Exact inference: eliminate hidden variables before query variables – Approximate inference: eliminate variables in any order

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