MN/MRF - Inferring Probabilities

MN/MRF - Inferring Probabilities

given a probabilistic model, Probabilistic Inference is answering a probabilistic query over that model. It is also used for the computation/estimation of: distributions, the distribution's parameters (if it's a parametric distribution), the distribution's probabilities, and/or the distribution's characteristics

syntax definition

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graphical model 𝒢 is a tuple 𝒢 = ⟨𝐗𝐃𝐒, 𝐅𝐂⟩ where:

  • 𝐗 = {𝑋1, ..., 𝑋𝑛} set of ordered variables
  • 𝐃 = {𝐷1, ..., 𝐷𝑛} set of corresponding domains of each variable 𝑋𝑖 (e.g. if 𝑋is a boolean variable then 𝐷= {true, false}). The size of each 𝐷𝑖 corresponds to the cardinality of variable 𝑋𝑖
  • 𝐒 = {𝑆1, ..., 𝑆𝑚} set of variable scopes, where each variable scope 𝑆𝑖 is a subset of 𝐗 (i.e. 𝑆𝑖 ⊆ 𝐗)
  • 𝐅 = {𝐹1, ..., 𝐹𝑚} set of factors/functions, where each factor/function 𝐹𝑖 is defined over its corresponding variable scope 𝑆𝑖 and maps any assignment over its scope to a real value
  • 𝐂 is a set of combination operators which defines how functions are combined. common combination operators are:

    • summation operator (𝛴)

    • multiplication operator (𝛱)

    • AND operator (∧) - for Boolean functions

    • relational join operator (⨝) - when the functions are relation

    • marginalization operator - for reasoning queries

    • max operator - e.g. = argmax𝑦 [ 𝐹𝑖(𝑥,𝑦) ] = 𝐹𝑗(𝑥) where 𝐹𝑗 is a new function with scope over variable 𝑥

the set of local functions can be combined in a variety of ways (e.g. combination operators) to generate a new local function or even a global function

and let:

  • 𝐐 = 𝑄1, ..., 𝑄𝑟 be the set of query variables
  • 𝐄 = 𝐸1, ..., 𝐸𝑠 be the set of evidence variables
  • 𝐇 = 𝐻1, ..., 𝐻𝑡 be the remainder of the variables (called the hidden variables (non-evidence, non-query variables))
  • 𝐪 = 𝑞1, ..., 𝑞𝑟 be a grounded instantiation of 𝐐
  • 𝐞 = 𝑒1, ..., 𝑒𝑠 be a grounded instantiation of 𝐄
  • 𝐡 = 𝘩1, ..., 𝘩𝑡 be a grounded instantiation of 𝐇

𝑋, 𝐸, and 𝑌 are disjoint exhaustive sets of all variables 𝐗

therefore:

  • the complete set of variables is 𝐗 = 𝐐 ∪ 𝐄 ∪ 𝐇 = {𝑋1, ..., 𝑋𝑛} = {𝑄1, ..., 𝑄𝑟, 𝐸1, ..., 𝐸𝑠, 𝐻1, ..., 𝐻𝑡}
  • the complete set of instantiations is 𝒙 = 𝐪 ∪ 𝐞 ∪ 𝐡 = {𝑥1, ..., 𝑥𝑛} = {𝑞1, ..., 𝑞𝑟, 𝑒1, ..., 𝑒𝑠, ℎ1, ..., ℎ𝑡}

probability distribution models/representations

probability query types

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  • product comes from a joint probability 𝐏(𝐐=𝐪, 𝐇=𝐡, 𝐄=𝐞) being factorized into a product of conditional probabilities
  • when we take the log of products it becomes sum of factors
Query

Product
Sum

Marginalization
𝛴

Maximization
𝑎𝑟𝑔𝑚𝑎𝑥
Description

Posterior Conditional Query
𝐏(𝐐=𝐪|𝐄=𝐞) = 𝛴𝐡𝐇 [ 𝐏(𝐐=𝐪
, 𝐇=𝐡, 𝐄=𝐞) ] / 𝐏(𝐄=𝐞)

Belief Updating Query
(a type of posterior conditional query)
𝐏(𝑄𝑖=𝑞𝑖|𝐄=𝐞) = 𝛴𝐡𝐇 [ 𝐏(𝑄𝑖=𝑞𝑖
, 𝐇=𝐡, 𝐄=𝐞) ] / 𝐏(𝐄=𝐞)

  • sum-product problem
  • sum-log-sums problem

Prior Marginal Query
𝐏(𝐐=𝐪) = 𝛴𝐡𝐇 [ 𝐏(𝐐=𝐪, 𝐇=𝐡) ]

Probability of Evidence Query
𝐏(𝐄=𝐞
) = 𝛴𝐡𝐇 [ 𝐏(𝐇=𝐡, 𝐄=𝐞) ]

  • sum-product problem
  • sum-log-sums problem
  • both queries essentially the same where 𝐐 = 𝐄
  • #P-Hard Problem

Maximum a Posterior (𝑴𝑨𝑷) Query
𝑀𝐴𝑃
(𝐐=?|𝐄=𝐞) = 𝑎𝑟𝑔𝑚𝑎𝑥𝐪 [ 𝛴𝐡𝐇 [ 𝐏(𝐐=𝐪, 𝐇=𝐡, 𝐄=𝐞) ] ]
where: 𝐐∪𝐄⊂𝐗 and 𝐐∪𝐇∪𝐄=𝐗

  • max-sum-product problem
  • max-sum-log-sums problem
  • most probable assignment because they include maximization
  • NPPP-Hard Problem

Most Probable Explanation (𝑴𝑷𝑬) Query
𝑀𝑃𝐸
(𝐐=?|𝐄=𝐞) = 𝑎𝑟𝑔𝑚𝑎𝑥𝐪 [ 𝐏(𝐐=𝐪, 𝐄=𝐞) ]
where: 𝐐∪𝐄=𝐗

  • max-product problem
  • max-log-sums problem
  • most probable assignment because they include maximization
  • NP-Hard Problem

more details: Probabilistic Inference - Query/Task Types (Posterior Conditional - Prior Marginal / Probability of Evidence - MPE - MAP)

resources:

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Inference Algorithms

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