Probabilistic Graphical Models Probabilistic Graphical Models Loopy - - PowerPoint PPT Presentation

Probabilistic Graphical Models Probabilistic Graphical Models

Loopy BP and Bethe Free Energy

Siamak Ravanbakhsh Fall 2019

Learning objective Learning objective

loopy belief propagation its variational derivation: Bethe approximation

So far... So far...

exact inference: variable elimination equivalent to belief propagation (BP) in a clique tree

So far... So far...

exact inference: variable elimination equivalent to belief propagation (BP) in a clique tree what if the exact inference is too expensive? (i.e., the tree-width is large) continue to use BP: loopy BP why is this a good idea? answer using variational interpretation

This lecture... This lecture...

Recap Recap: BP in clique trees : BP in clique trees

sum-product BP message update:

δ

i→j i,j

∑C

i i,j

i i ∏k∈Nb

i

k→i i,k

from leaves towards the root back to leaves

sepset cluster/clique

Recap Recap: BP in clique trees : BP in clique trees

sum-product BP message update:

δ

i→j i,j

∑C

i i,j

i i ∏k∈Nb

i

k→i i,k

p

i i

β

i i

ψ

i i ∏k∈Nb

i

k→i i,k

from leaves towards the root back to leaves marginal (belief) for each cluster:

sepset cluster/clique

Clique-tree for Clique-tree for tree structures tree structures

pairwise potentials tree width = 1

ϕ

i,j i j

x

2

x

4

• ne cluster per factor

x

1

x

3

x

5

x

6

• ne possible clique-tree

what are the sepsets?

Clique-tree for Clique-tree for tree structures tree structures

pairwise potentials tree width = 1

ϕ

i,j i j

x

2

x

4

• ne cluster per factor

x

1

x

3

x

5

x

6

• ne possible clique-tree

what are the sepsets? a different valid clique-tree check for running intersection property

BP for BP for tree structures tree structures

pairwise potentials message update

δ

i→j j

∑x

i

i,j i j ∏k∈Nb

i

k→i i

from leaves towards a root back to leaves

ϕ

i,j i j

x

i

x

j

• ne cluster per factor

BP for BP for tree structures tree structures

pairwise potentials message update

δ

i→j j

∑x

i

i,j i j ∏k∈Nb

i

k→i i

p

i i

∏k∈Nb

i

k→i i

from leaves towards a root back to leaves

marginal (belief) for each cluster

ϕ

i,j i j

x

i

x

j

• ne cluster per factor

p

i,j i j

ϕ (x

i,j i j ∏k∈Nb

i

k→i i ∏k∈Nb

j

k→j j

BP for tree structures: BP for tree structures: reparametrization reparametrization

graphical model represents why is this correct?

the denominator is adjusting for double-counts substitute the marginals using BP messages to get (*)

p(x) =

z 1 ∏i,j∈E i,j i j

• ne cluster per factor

write it in terms of marginals

p(x) =

∏i

i ∣Nb

i

∏i,j∈E

i,j i j

*

Variational Variational interpretation interpretation

write q in terms of marginals of interest arg min

q

BP as I-projection

p(x) =

Z 1 ∏k i,j i j

q(x) =

∏i

i i ∣Nb

i

∏i,j∈E

i,j i j

minimization gives us the marginals q

i,j i

Variational Variational free energy free energy

D(q∥p) =

∑x ln p(x))

E

q ∑i,j i,j i j

ln(Z)

−H(q) = −H(q) − E [ ln ϕ

q ∑i,j i,j i j

ln Z I-projection is equivalent to arg max

q

E

q ∑i,j i,j i j

variational free energy

ignore: does not depend on q

free energy is a lower-bound on ln Z

Simplifying the free energy Simplifying the free energy

arg min

q

p(x) =

Z 1 ∏k i,j i j

≡ arg max

q

E

q ∑i,j i,j i j

so far did not use the decomposed form of q

both entropy and energy involve summation over exponentially many terms

q(x) =

∏i

i i ∣Nb

i

∏i,j∈E

i,j i j

Simplifying Simplifying the free energy the free energy

arg min

q

p(x) =

Z 1 ∏k i,j i j

q(x) =

∏i

i i ∣Nb

i

∏i,j∈E

i,j i j

Simplifying Simplifying the free energy the free energy

arg min

q

p(x) =

Z 1 ∏k i,j i j

≡ arg max

q

E

q ∑i,j i,j i j

q(x) =

∏i

i i ∣Nb

i

∏i,j∈E

i,j i j

Simplifying Simplifying the free energy the free energy

arg min

q

p(x) =

Z 1 ∏k i,j i j

≡ arg max

q

E

q ∑i,j i,j i j

∑i,j∈E ∑x

i,j

i,j i j i,j i j

q(x) =

∏i

i i ∣Nb

i

∏i,j∈E

i,j i j

Simplifying Simplifying the free energy the free energy

arg min

q

p(x) =

Z 1 ∏k i,j i j

≡ arg max

q

E

q ∑i,j i,j i j

∑i,j∈E

i,j

∑i

i

1)H(q

i

follows from the decomposition of q

∑i,j∈E ∑x

i,j

i,j i j i,j i j

q(x) =

∏i

i i ∣Nb

i

∏i,j∈E

i,j i j

Variational interpretation: Variational interpretation: marginal constraints marginal constraints

arg max

q

E

q ∑i,j i,j i j

marginals should be "valid"

q

i,j i

∑x

i

i,j i j

q

∀i, j ∈

j j

E, x

j

a real distribution with these marginals should exist marginal polytope for tree graphical models this local consistency is enough

∑i,j∈E

i,j

∑i

i

1)H(q

i

∑i,j∈E ∑x

i,j

i,j i j i,j i j

Variational derivation of BP Variational derivation of BP

arg max

{q} ∑i,j∈E i,j

∑i

i

1)H(q

i

∑i,j∈E ∑x

i,j

i,j i j i,j i j

Variational derivation of BP Variational derivation of BP

arg max

{q} ∑i,j∈E i,j

∑i

i

1)H(q

i

∑i,j∈E ∑x

i,j

i,j i j i,j i j

∑x

i

i,j i j

q

∀i, j ∈

j j

E, x

j

q

i,j i j

∀i, j ∈ E, x

i j

locally consistent marginal distributions

∑x

i

i i

1 ∀i

Variational derivation of BP Variational derivation of BP

arg max

{q} ∑i,j∈E i,j

∑i

i

1)H(q

i

∑i,j∈E ∑x

i,j

i,j i j i,j i j

∑x

i

i,j i j

q

∀i, j ∈

j j

E, x

j

q

i,j i j

∀i, j ∈ E, x

i j

locally consistent marginal distributions

∑x

i

i i

1 ∀i

BP update is derived as "fixed-points" of the Lagrangian

BP messages are the (exponential form of the) Lagrange multipliers

What happens if there are What happens if there are loops loops?

We can still apply BP update:

δ

i→j j

∑x

i

i,j i j ∏k∈Nb

i

k→i k

proportional to normalize the message for numerical stability

What happens if there are What happens if there are loops loops?

We can still apply BP update:

δ

i→j j

∑x

i

i,j i j ∏k∈Nb

i

k→i k

update the messages synchronously or sequentially

proportional to normalize the message for numerical stability

What happens if there are What happens if there are loops loops?

We can still apply BP update:

δ

i→j j

∑x

i

i,j i j ∏k∈Nb

i

k→i k

update the messages synchronously or sequentially may not converge (oscillating behavior)

proportional to normalize the message for numerical stability

What happens if there are What happens if there are loops loops?

We can still apply BP update:

δ

i→j j

∑x

i

i,j i j ∏k∈Nb

i

k→i k

update the messages synchronously or sequentially may not converge (oscillating behavior) even when convergent only gives an approximation:

p ^

i

∏k∈Nb

i

k→i i

is not (proportional to) the exact marginal

p(x

i

proportional to normalize the message for numerical stability

Loopy BP on Loopy BP on factor graphs factor graphs

x

1

x

2

x

3

x

4

x

5

ϕ

{1,2,4}

ϕ

{3,5}

p(x) =

Z 1 ∏I I I

factor nodes variable nodes

is a subset of variables I ⊆ {1, … , N}

Loopy BP on Loopy BP on factor graphs factor graphs

δ

i→I i

∏J∣i∈J,J

 J→i i

variable-to-factor message:

x

1

x

2

x

3

x

4

x

5

ϕ

{1,2,4}

ϕ

{3,5}

p(x) =

Z 1 ∏I I I

factor nodes variable nodes

is a subset of variables I ⊆ {1, … , N}

Loopy BP on Loopy BP on factor graphs factor graphs

δ

i→I i

∏J∣i∈J,J

 J→i i

variable-to-factor message:

x

1

x

2

x

3

x

4

x

5

ϕ

{1,2,4}

ϕ

{3,5}

p(x) =

Z 1 ∏I I I

factor nodes variable nodes

is a subset of variables I ⊆ {1, … , N}

factor-to-variable message:

δ

I→i i

∑x

I−i

I I ∏j∈I−i j→I i

Loopy BP on Loopy BP on factor graphs factor graphs

δ

i→I i

∏J∣i∈J,J

 J→i i

variable-to-factor message:

p ^

i

∏J∣i∈J

J→i i

x

1

x

2

x

3

x

4

x

5

ϕ

{1,2,4}

ϕ

{3,5}

p(x) =

Z 1 ∏I I I

factor nodes variable nodes

is a subset of variables I ⊆ {1, … , N}

factor-to-variable message:

δ

I→i i

∑x

I−i

I I ∏j∈I−i j→I i

after convergence:

(Loopy) BP has found many applications (Loopy) BP has found many applications

https://graph-tool.skewed.de

Social network analysis: stochastic block modelling Machine Learning: clustering tensor factorization

www.jianxiongxiao.com

Vision: inpainting &denoising stereo matching NLP and bioinformatics: Viterbi algorithm Combinatorial

• ptimization:

are observerd are sent through a noisy channel

p(y

i

1 ∣ x

i

1) = p(y

i

0 ∣ x

i

0) = 1 − ϵ

x

1 n

y

1 n

Application: LDPC coding Application: LDPC coding using BP using BP

low-density parity check

are observerd are sent through a noisy channel

p(y

i

1 ∣ x

i

1) = p(y

i

0 ∣ x

i

0) = 1 − ϵ

x

1 n

y

1 n

the message satisfies parity constraints:

Application: LDPC coding Application: LDPC coding using BP using BP

low-density parity check

ϕ

stu s t u

{1 if x

s t u

• therwise

are observerd

p(x ∣ y) =

∏s,t,u

s t u ∏i=1 n

ϵ)I(x

i

y

i

ϵI(x

i  y

i

are sent through a noisy channel

image: wainwright&jordan

p(y

i

1 ∣ x

i

1) = p(y

i

0 ∣ x

i

0) = 1 − ϵ

x

1 n

y

1 n

the message satisfies parity constraints: joint dist. over unobserved message:

Application: LDPC coding Application: LDPC coding using BP using BP

low-density parity check

ϕ

stu s t u

{1 if x

s t u

• therwise

p(x ∣ y) =

∏s,t,u

s t u ∏i=1 n

ϵ)I(x

i

y

i

ϵI(x

i  y

i

image: wainwright&jordan

joint dist. over unobserved message: inference problems most likely joint assignment

x =

∗

arg max

x

y)

Application: LDPC coding Application: LDPC coding using BP using BP

low-density parity check

p(x ∣ y) =

∏s,t,u

s t u ∏i=1 n

ϵ)I(x

i

y

i

ϵI(x

i  y

i

image: wainwright&jordan

joint dist. over unobserved message: inference problems most likely joint assignment max-marginals calculate the marginals using loopy BP

x =

∗

arg max

x

y) x

i ∗

arg max

x

i

i

y)

p(x

i

y)∀i

Application: LDPC coding Application: LDPC coding using BP using BP

low-density parity check

Application: LDPC coding Application: LDPC coding using BP using BP

p(x ∣ y) =

∏s,t,u

s t u ∏i=1 n

ϵ)I(x

i

y

i

ϵI(x

i  y

i

image: wainwright&jordan

joint dist. over unobserved message: inference problems most likely joint assignment

x =

∗

arg max

x

y)

low-density parity check

Application: LDPC coding Application: LDPC coding using BP using BP

p(x ∣ y) =

∏s,t,u

s t u ∏i=1 n

ϵ)I(x

i

y

i

ϵI(x

i  y

i

image: wainwright&jordan

joint dist. over unobserved message: inference problems most likely joint assignment max-marginals calculate the marginals using loopy BP

x =

∗

arg max

x

y) x

i ∗

arg max

x

i

i

y)

p(x

i

y)∀i

low-density parity check

Loops and variational interepretation Loops and variational interepretation

arg max

q

E

q ∑i,j i,j i j

∑i,j∈E

i,j

∑i

i

1)H(q

i

∑i,j∈E ∑x

i,j

i,j i j i,j i j

Loops and variational interepretation Loops and variational interepretation

arg max

q

E

q ∑i,j i,j i j

the entropy term is not exact anymore called Bethe approximation to the entropy generally not convex anymore (multiple fixed points)

∑i,j∈E

i,j

∑i

i

1)H(q

i

∑i,j∈E ∑x

i,j

i,j i j i,j i j

arg max

q

E

q ∑i,j i,j i j

∑x

i

i,j i j

q

∀i, j ∈

j j

E, x

j

L :

Loops and variational interepretation Loops and variational interepretation

arg max

q

E

q ∑i,j i,j i j

the entropy term is not exact anymore Local consistency constraints are inadequate: locally consistent may not be marginals for any joint dist.

∑x

i

i,j i j

q

∀i, j ∈

j j

E, x

j

q

i,j i

L :

Loops and variational interepretation Loops and variational interepretation

arg max

q

E

q ∑i,j i,j i j

the entropy term is not exact anymore Local consistency constraints are inadequate: locally consistent may not be marginals for any joint dist.

∑x

i

i,j i j

q

∀i, j ∈

j j

E, x

j

q

i,j i

[q

1 n 1,3 m,n

[p

1 n 1,3 m,n

L :

Loops and variational interepretation Loops and variational interepretation

arg max

q

E

q ∑i,j i,j i j

the entropy term is not exact anymore: improved entropy approximations (e.g., region-based, convex) local consistency constraints are inadequate tighter constraints (e.g., marginal consistency of larger clusters)

Variations on BP Variations on BP

cluster-graph generalizes clique-tree

clusters are not necessarily max-cliques running intersection property family-preserving property

Variations on BP: Variations on BP: cluster-graph cluster-graph

S

i,j

C

i

C

j

instead of = in clique-tree

cluster-graph generalizes clique-tree

clusters are not necessarily max-cliques running intersection property family-preserving property

Variations on BP: Variations on BP: cluster-graph cluster-graph

S

i,j

C

i

C

j

instead of = in clique-tree

similar reparametrization:

p(x) ∝

∏i,j p ^

i,j

∏i p ^

i

instead of = in clique-tree

cluster-graph generalizes clique-tree

clusters are not necessarily max-cliques running intersection property family-preserving property

Variations on BP: Variations on BP: cluster-graph cluster-graph

S

i,j

C

i

C

j

instead of = in clique-tree

a factor-graph

A B C D E F

similar reparametrization:

p(x) ∝

∏i,j p ^

i,j

∏i p ^

i

instead of = in clique-tree

cluster-graph generalizes clique-tree

clusters are not necessarily max-cliques running intersection property family-preserving property

Variations on BP: Variations on BP: cluster-graph cluster-graph

S

i,j

C

i

C

j

instead of = in clique-tree

a factor-graph

A B C D E F

corresponding cluster-graph (the same BP updates)

similar reparametrization:

p(x) ∝

∏i,j p ^

i,j

∏i p ^

i

instead of = in clique-tree

cluster-graph generalizes clique-tree

clusters are not necessarily max-cliques running intersection property family-preserving property

Variations on BP: Variations on BP: cluster-graph cluster-graph

S

i,j

C

i

C

j

instead of = in clique-tree

a factor-graph

A B C D E F

corresponding cluster-graph (the same BP updates) improved cluster-graph (better entropy approximation + marginal constraint)

similar reparametrization:

p(x) ∝

∏i,j p ^

i,j

∏i p ^

i

instead of = in clique-tree

BP BP in practice in practice

works well when:

locally tree-like graphs dense graphs with weak interactions

11 x 11 Ising grid

BP BP in practice in practice

works well when:

locally tree-like graphs dense graphs with weak interactions

sequential update works better than parallel update

δ

i→I (t+1) i i→I (t) i

∏J∣i∈J,J

 J→i (t) i

improved convergence by damping (smoothing) the update

11 x 11 Ising grid

Summary Summary

belief propagation: efficient deterministic inference exact in clique-tree = variable elimination application of distributive law

Summary Summary

belief propagation: efficient deterministic inference exact in clique-tree = variable elimination application of distributive law

• ptimization perspective:

KL-divergence minimization approximate objective (Bethe free energy) and constraints

Summary Summary

belief propagation: efficient deterministic inference exact in clique-tree = variable elimination application of distributive law

• ptimization perspective:

KL-divergence minimization approximate objective (Bethe free energy) and constraints works well in (cluster) graphs with loops (large tree-width)

bonus slides bonus slides

Loopy BP on factor graphs: Loopy BP on factor graphs: complexity complexity

x

1

x

2

x

3

x

4

x

5

ϕ

{1,2,4}

ϕ

{3,5}

ndΔ

max 2 δ

i→I i

∏J∣i∈J,J

 J→i i

variable-to-factor message:

from each var to all neighbors

number of vars domain size (2 for binary) max neighbours

Loopy BP on factor graphs: Loopy BP on factor graphs: complexity complexity

x

1

x

2

x

3

x

4

x

5

ϕ

{1,2,4}

ϕ

{3,5}

ndΔ

max 2 δ

i→I i

∏J∣i∈J,J

 J→i i

variable-to-factor message: factor-to-variable messages:

δ

I→i i

∑x

I−i

I I ∏j∈I−i j→I i

from each var to all neighbors

number of vars domain size (2 for binary) max neighbours

md ∣Scope

∣Scope

max

max

number of factors vars in a factor

Loopy BP on factor graphs: Loopy BP on factor graphs: complexity complexity

x

1

x

2

x

3

x

4

x

5

ϕ

{1,2,4}

ϕ

{3,5}

ndΔ

max 2 δ

i→I i

∏J∣i∈J,J

 J→i i

variable-to-factor message: factor-to-variable messages:

δ

I→i i

∑x

I−i

I I ∏j∈I−i j→I i

from each var to all neighbors

number of vars domain size (2 for binary) max neighbours

md ∣Scope

∣Scope

max

max

number of factors vars in a factor