Graphical models Flashcards
Describe the “Probabilistic Pipeline”
Build model -> Discovere patterns -> Predict and Explore -> Critisise Model -> Build model
What is probabilistic inference?
Given latent variables and observed variables, propabilistic inference is learning about the unknown latent variables trough the posterior distrubution
What can we do if the marginal likelihood is intractable?
We can approximate using e.g. sampling and markov chain monte carlo.
What kind of graphs are used for:
- Bayesiean networks
- Markov random fields
- Factor graphs
- Directed
- Undirected
- Bipartite
Why do we use graphical models?
- Simple way to vizualise
- Gives insights into properties of the model
- Can be used to design/ motivate new models
- Can be used to express complex computations
What type of nodes do we have in Bayesian networks?
Shaded nodes: Observed random variables
Unshaded nodes: Latent random variables
What kind of depenedens do we have in a Bayesian network if and arrow is drawn from node a to b
p(b|a)
For Bayesian graphs, split into three sets, A,B,C, when can we say that A is conditional independent of B given C?
If all paths from A to B are blocked. A path is blocked if:
1 The arrows meet tail to tail or head to tail at a node and the node is in C
2. The arrows meet head to head at a node and neither the node nore it’s decendands are in C
In a Markov Random field, how can we se if two variables are conditional independent given the rest of the variables?
They arn’t connected directly in the graph
What is a clique in Markov random fields?
A fully connected subgraph
What is the formula for factorizing the joint distrubution in Markov Random fields?
p(x) = (1/Z) prod_C phi_C(x_C)
Z is the normalizing constant
C are the maximum liques
phi is the clique potential
What is the formula for the normalizing constant Z in markov random fields, and what is the complexity of calculating it?
sum_x prod_C phi_C(x_C) = Z
If the model has M nodes and each node has K states the complexity is M^K
When do the clique potentials have a probabilistic interpretation?
If we convert a directed grap to a MRF.
What is the problem factorizing using MRF for continues models?
We have to solve an integral for the normalizing constant Z, which is often intractable
How can we see which variables are conditional independent in MRF?
For sets A, B, C, A and B are conditional independent if all paths from A to B go trough C.