Lecture 7 Slides April 18 th , 2006

36
Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilme s Page 1 University of Washington Department of Electrical Engineering EE512 Spring, 2006 Graphical Models Jeff A. Bilmes <[email protected]> Jeff A. Bilmes <[email protected]> Lecture 7 Slides April 18 th , 2006

description

University of Washington Department of Electrical Engineering EE512 Spring, 2006 Graphical Models Jeff A. Bilmes . Lecture 7 Slides April 18 th , 2006. Announcements. If you see a typo, please tell me during lecture everyone will then benefit. - PowerPoint PPT Presentation

Transcript of Lecture 7 Slides April 18 th , 2006

Page 1: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 1

University of WashingtonDepartment of Electrical Engineering

EE512 Spring, 2006 Graphical Models

Jeff A. Bilmes <[email protected]>Jeff A. Bilmes <[email protected]>

Lecture 7 Slides

April 18th, 2006

Page 2: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 2

• If you see a typo, please tell me during lecture– everyone will then benefit.– note, corrected slides will go on web.

• READING: – Chapter 3 & 17 in Jordan’s book– Lauritzen chapters 1-3 (on reserve in library)– Möbius Inversion Lemma handout (to be on web site)

• Reminder: TA discussions and office hours:– Office hours: Thursdays 3:30-4:30, Sieg Ground Floor

Tutorial Center– Discussion Sections: Fridays 9:30-10:30, Sieg Ground Floor

Tutorial Center Lecture Room

• Reminder: take-home Midterm: May 5th-8th, you must work alone on this.

Announcements

Page 3: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 3

• L1: Tues, 3/28: Overview, GMs, Intro BNs.• L2: Thur, 3/30: semantics of BNs + UGMs• L3: Tues, 4/4: elimination, probs, chordal I• L4: Thur, 4/6: chrdal, sep, decomp, elim• L5: Tue, 4/11: chdl/elim, mcs, triang, ci props.• L6: Thur, 4/13: MST,CI axioms, Markov prps.• L7: Tues, 4/18: Mobius, HC-thm, (F)=(G)• L8: Thur, 4/20• L9: Tue, 4/25• L10: Thur, 4/27

• L11: Tues, 5/2• L12: Thur, 5/4• L13: Tues, 5/9• L14: Thur, 5/11• L15: Tue, 5/16• L16: Thur, 5/18• L17: Tues, 5/23• L18: Thur, 5/25• L19: Tue, 5/30• L20: Thur, 6/1: final presentations

Class Road Map

Page 4: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 4

• L1: Tues, 3/28: • L2: Thur, 3/30:• L3: Tues, 4/4: • L4: Thur, 4/6:• L5: Tue, 4/11:• L6: Thur, 4/13:• L7: Tues, 4/18: Today• L8: Thur, 4/20: Team Lists, short abstracts I• L9: Tue, 4/25:• L10: Thur, 4/27: short abstracts II

• L11: Tues, 5/2• L12: Thur, 5/4: abstract II + progress• L13: Tues, 5/9• L14: Thur, 5/11: 1 page progress report• L15: Tue, 5/16• L16: Thur, 5/18: 1 page progress report• L17: Tues, 5/23• L18: Thur, 5/25: 1 page progress report• L19: Tue, 5/30• L20: Thur, 6/1: final presentations

• L21: Tue, 6/6 4-page papers due (like a conference paper).

Final Project Milestone Due Dates

• Team lists, abstracts, and progress reports must be turned in, in class and using paper (dead tree versions only).

• Final reports must be turned in electronically in PDF (no other formats accepted).

• Progress reports must report who did what so far!!

Page 5: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 5

• when are trees of maxcliques JTs?• max/min spanning trees• conditional independence relations• logical axioms of conditional independence relations• axioms and positivity• independence and knowledge• independence and separation• completeness conjecture• Markov properties on MRFs, (G),(L),(P)

Summary of Last Time

Page 6: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 6

• Factorization property on MRF, (F)• When (F) = (G) = (L) = (P)

• inclusion-exclusion

• Möbius Inversion lemma

• Hammersley/Clifford theorem, when (G) => (F)

• Factorization and decomposability• Factorization and junction tree• Directed factorization (DF), and (G)• Markov blanket• Bayesian networks and moralization

Outline of Today’s Lecture

Page 7: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 7

Books and Sources for Today

• M. Jordan: Chapters 17.• S. Lauritzen, 1996. Chapters 1-3.• J. Pearl, Probabilistic Reasoning in Intelligent Systems:

Networks of Plausible Inference, 1988.• Any good graph theory text.

Page 8: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 8

Properties of Markov Properties

Page 9: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 9

Markov Properties of Graphs

Page 10: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 10

Properties of Markov Properties

Page 11: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 11

(F) Factorization Property

Page 12: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 12

The alphabetical theorem: (F) (G) (L) (P)

Page 13: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 13

The alphabetical theorem: (F) (G) (L) (P)

Page 14: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 14

The equivalence theorem: (F) (G) (L) (P)

Page 15: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 15

Inclusion-Exclusion

Page 16: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 16

Möbius Inversion Lemma

Page 17: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 17

Möbius Inversion Lemma

Page 18: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 18

Hammersley/Clifford

Page 19: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 19

Hammersley/Clifford

Page 20: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 20

Hammersley/Clifford

Page 21: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 21

Hammersley/Clifford

Page 22: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 22

Hammersley/Clifford

Page 23: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 23

Hammersley/Clifford

by pairwise Markov property

since we have unity

ratios

pairwise Markov

property and chain rule

Page 24: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 24

Hammersley/Clifford

Page 25: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 25

Factorization and decomposability

Page 26: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 26

Factorization and decomposability

Page 27: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 27

(G), factorization, and decomposability

Page 28: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 28

Recursive application + positivity

Page 29: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 29

Recursive application + positivity

Page 30: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 30

(DF)

Page 31: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 31

(DF) and (G)

Page 32: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 32

Markov Blanket

Page 33: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 33

Recall from Lecture 3: Ancestral Sets

Page 34: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 34

Preservation of (DF) in ancestral sets

Page 35: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 35

Example (DF) – (G)

Page 36: Lecture 7 Slides April 18 th , 2006

Lec 7: April 18th, 2006 EE512 - Graphical Models - J. Bilmes Page 36

Example (DF) – (G)