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ECE521: Lecture 17 With thanks to Brendan Frey and others 16 March 2017 Markov Random Fields, Factor graphs

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Page 1: ECE521: Lecture 17 - About - Mark Ebdenmebden.com/ECE521/Lec17.pdf ·  · 2017-03-16ECE521: Lecture 17 With thanks to Brendan Frey and others ... PowerPoint Presentation Author:

ECE521:

Lecture 17

With thanks to Brendan Frey and others

16 March 2017

Markov Random Fields,

Factor graphs

Page 2: ECE521: Lecture 17 - About - Mark Ebdenmebden.com/ECE521/Lec17.pdf ·  · 2017-03-16ECE521: Lecture 17 With thanks to Brendan Frey and others ... PowerPoint Presentation Author:

This week

• Exploring both types of graphical model

(directed and undirected)

• Examples of additional perspectives:

• Bishop 2006: parts of chap. 8

• Murphy 2012: parts of chap. 10

• Russell & Norvig, 2009: parts of chap. 14(Artificial Intelligence: A Modern Approach)

Page 3: ECE521: Lecture 17 - About - Mark Ebdenmebden.com/ECE521/Lec17.pdf ·  · 2017-03-16ECE521: Lecture 17 With thanks to Brendan Frey and others ... PowerPoint Presentation Author:

Outline for today

• Finish: conditional independence in BNs

• Markov Random Fields

• Factor graphs

Page 4: ECE521: Lecture 17 - About - Mark Ebdenmebden.com/ECE521/Lec17.pdf ·  · 2017-03-16ECE521: Lecture 17 With thanks to Brendan Frey and others ... PowerPoint Presentation Author:

Finishing Lecture 16

• A true-false quiz:

AND show that #3 would be implied by A ╨ D, E | C

A B

CE

D

F

1. A ╨ F

2. A ╨ D

3. A ╨ D | C

4. A ╨ D | C, F

5. A ╨ D | C, F, B

Page 5: ECE521: Lecture 17 - About - Mark Ebdenmebden.com/ECE521/Lec17.pdf ·  · 2017-03-16ECE521: Lecture 17 With thanks to Brendan Frey and others ... PowerPoint Presentation Author:

Undirected Graphical Models

• a.k.a. Markov Random Fields

• Conditional independence is easier to

assess: e.g. to see

if A ╨ B | C, remove

the given nodes (C)

and see if A and B

can connect

Page 6: ECE521: Lecture 17 - About - Mark Ebdenmebden.com/ECE521/Lec17.pdf ·  · 2017-03-16ECE521: Lecture 17 With thanks to Brendan Frey and others ... PowerPoint Presentation Author:

Comparing Markov blankets

for BNs: for MRFs:

Page 7: ECE521: Lecture 17 - About - Mark Ebdenmebden.com/ECE521/Lec17.pdf ·  · 2017-03-16ECE521: Lecture 17 With thanks to Brendan Frey and others ... PowerPoint Presentation Author:

for BNs: for MRFs:

Easy interpretation! Normalization constant:

But not as popular on 2D grids etc

over some maximal cliques*

* Clique = fully connected subset of nodes

Maximal clique = a clique such that adding any new node from the graph

would result in a non-clique

Comparing factorizations

Page 8: ECE521: Lecture 17 - About - Mark Ebdenmebden.com/ECE521/Lec17.pdf ·  · 2017-03-16ECE521: Lecture 17 With thanks to Brendan Frey and others ... PowerPoint Presentation Author:

The Boltzmann distribution

• A convenient choice for the potential

functions is the Boltzmann

distribution:

• E is the energy function

• x describes all states in the network,

e.g. x = {B=1, E=0, A=1, J=0, M=1}

• xC is a subset, e.g. x3 = {J=0, A=1}

Page 9: ECE521: Lecture 17 - About - Mark Ebdenmebden.com/ECE521/Lec17.pdf ·  · 2017-03-16ECE521: Lecture 17 With thanks to Brendan Frey and others ... PowerPoint Presentation Author:

Example: image de-noising

noise = randomly change 10% of pixels

Page 10: ECE521: Lecture 17 - About - Mark Ebdenmebden.com/ECE521/Lec17.pdf ·  · 2017-03-16ECE521: Lecture 17 With thanks to Brendan Frey and others ... PowerPoint Presentation Author:

Choice of MRF: the Ising model

• xi : original image

• yi : noisy image

where

Page 11: ECE521: Lecture 17 - About - Mark Ebdenmebden.com/ECE521/Lec17.pdf ·  · 2017-03-16ECE521: Lecture 17 With thanks to Brendan Frey and others ... PowerPoint Presentation Author:

Energy function

bias neighbours observed

• The relative values of h, β, and η control

these three effects

• What are the maximal cliques in an

Ising model?

Page 12: ECE521: Lecture 17 - About - Mark Ebdenmebden.com/ECE521/Lec17.pdf ·  · 2017-03-16ECE521: Lecture 17 With thanks to Brendan Frey and others ... PowerPoint Presentation Author:

Solving the Ising model

• Select

• Initialize x to y

• Until convergence:

for each xi :

xi ← argmin E(xi, yi)xi

Page 13: ECE521: Lecture 17 - About - Mark Ebdenmebden.com/ECE521/Lec17.pdf ·  · 2017-03-16ECE521: Lecture 17 With thanks to Brendan Frey and others ... PowerPoint Presentation Author:

Outline for today

• Finish: conditional independence in BNs

• Markov Random Fields

• Factor graphs

Page 14: ECE521: Lecture 17 - About - Mark Ebdenmebden.com/ECE521/Lec17.pdf ·  · 2017-03-16ECE521: Lecture 17 With thanks to Brendan Frey and others ... PowerPoint Presentation Author:

Factor graphs

• For any subsets of variables xs:

• Special cases:

– Bayesian networks,

– MRFs,

Page 15: ECE521: Lecture 17 - About - Mark Ebdenmebden.com/ECE521/Lec17.pdf ·  · 2017-03-16ECE521: Lecture 17 With thanks to Brendan Frey and others ... PowerPoint Presentation Author:

Factor graph representation

• Bipartite graph consisting of two types

of nodes

– Variable nodes

– Function nodes

Page 16: ECE521: Lecture 17 - About - Mark Ebdenmebden.com/ECE521/Lec17.pdf ·  · 2017-03-16ECE521: Lecture 17 With thanks to Brendan Frey and others ... PowerPoint Presentation Author:

How might we draw the factor

graph of the Ising model?

. . .

Page 17: ECE521: Lecture 17 - About - Mark Ebdenmebden.com/ECE521/Lec17.pdf ·  · 2017-03-16ECE521: Lecture 17 With thanks to Brendan Frey and others ... PowerPoint Presentation Author:

Factor graph of the Ising model

Page 18: ECE521: Lecture 17 - About - Mark Ebdenmebden.com/ECE521/Lec17.pdf ·  · 2017-03-16ECE521: Lecture 17 With thanks to Brendan Frey and others ... PowerPoint Presentation Author:

Factor graph of the Ising model

Page 19: ECE521: Lecture 17 - About - Mark Ebdenmebden.com/ECE521/Lec17.pdf ·  · 2017-03-16ECE521: Lecture 17 With thanks to Brendan Frey and others ... PowerPoint Presentation Author:

Example application: surveillance

http://mebden.com/reports/AdHocNetworks.pdf

Page 20: ECE521: Lecture 17 - About - Mark Ebdenmebden.com/ECE521/Lec17.pdf ·  · 2017-03-16ECE521: Lecture 17 With thanks to Brendan Frey and others ... PowerPoint Presentation Author:

Example application: surveillance

http://mebden.com/reports/AdHocNetworks.pdf

centralized

decentralized

Page 21: ECE521: Lecture 17 - About - Mark Ebdenmebden.com/ECE521/Lec17.pdf ·  · 2017-03-16ECE521: Lecture 17 With thanks to Brendan Frey and others ... PowerPoint Presentation Author:

Hardware toys for

decentralized coordination

Chipcon CC2431 System-on-Chip (SoC)

Energy function penalizes neighbours

who have the same colour

Four-colour theorem:

Page 22: ECE521: Lecture 17 - About - Mark Ebdenmebden.com/ECE521/Lec17.pdf ·  · 2017-03-16ECE521: Lecture 17 With thanks to Brendan Frey and others ... PowerPoint Presentation Author:

Example conference deadlines

• ICML (February, held in July)

• UAI (March, held in July)

• NIPS (June, held in

December)

• AISTATS (October,

held in May)

Page 23: ECE521: Lecture 17 - About - Mark Ebdenmebden.com/ECE521/Lec17.pdf ·  · 2017-03-16ECE521: Lecture 17 With thanks to Brendan Frey and others ... PowerPoint Presentation Author:

Upcoming topics

• Sequential models

• Sum-product algorithm