jmlr jmlr2011 jmlr2011-7 knowledge-graph by maker-knowledge-mining

7 jmlr-2011-Adaptive Exact Inference in Graphical Models


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Author: Özgür Sümer, Umut A. Acar, Alexander T. Ihler, Ramgopal R. Mettu

Abstract: Many algorithms and applications involve repeatedly solving variations of the same inference problem, for example to introduce new evidence to the model or to change conditional dependencies. As the model is updated, the goal of adaptive inference is to take advantage of previously computed quantities to perform inference more rapidly than from scratch. In this paper, we present algorithms for adaptive exact inference on general graphs that can be used to efficiently compute marginals and update MAP configurations under arbitrary changes to the input factor graph and its associated elimination tree. After a linear time preprocessing step, our approach enables updates to the model and the computation of any marginal in time that is logarithmic in the size of the input model. Moreover, in contrast to max-product our approach can also be used to update MAP configurations in time that is roughly proportional to the number of updated entries, rather than the size of the input model. To evaluate the practical effectiveness of our algorithms, we implement and test them using synthetic data as well as for two real-world computational biology applications. Our experiments show that adaptive inference can achieve substantial speedups over performing complete inference as the model undergoes small changes over time. Keywords: exact inference, factor graphs, factor elimination, marginalization, dynamic programming, MAP computation, model updates, parallel tree contraction ¨ u u c 2011 Ozg¨ r S¨ mer, Umut A. Acar, Alexander T. Ihler and Ramgopal R. Mettu. ¨ S UMER , ACAR , I HLER AND M ETTU

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Summary: the most important sentenses genereted by tfidf model

sentIndex sentText sentNum sentScore

1 In this paper, we present algorithms for adaptive exact inference on general graphs that can be used to efficiently compute marginals and update MAP configurations under arbitrary changes to the input factor graph and its associated elimination tree. [sent-14, score-1.191]

2 We use a process based on factor elimination (Darwiche, 2009) that we call hierarchical clustering that takes as input a graph and elimination tree (equivalent to a tree-decomposition of the graphical model), and produces an alternative, balanced elimination sequence. [sent-42, score-2.474]

3 Given a factor graph G with n nodes, and domain size d (each variable can take d different values), we require the user to specify an elimination tree T on factors. [sent-79, score-1.066]

4 Our framework for adaptive inference requires a preprocessing step in which we build a balanced representation of the input elimination tree in O(d 3w n) time where w is the width of the input elimination tree T . [sent-80, score-2.122]

5 The dependence in our case, however is stronger: if the input elimination tree has width w, our balanced representation is guaranteed to have width at most 3w. [sent-85, score-1.141]

6 In Section 2, we give the definitions and notation used throughout this paper, along with some background on the factor elimination algorithm and tree decompositions. [sent-114, score-1.015]

7 Factor elimination takes a factor graph G1 and an elimination tree T1 as input and sequentially eliminates the leaf factors in the elimination tree. [sent-146, score-2.563]

8 , 2001) for treestructured graphs, or more generally bucket elimination (Dechter, 1998), recursive conditioning (Darwiche and Hopkins, 2001), junction-trees (Lauritzen and Spiegelhalter, 1988) and factor elimination (Darwiche, 2009). [sent-150, score-1.406]

9 In contrast, factor elimination uses an elimination tree T on the factors and eliminates factors starting at leaves of T ; an example elimination tree is shown in Figure 1b. [sent-154, score-2.818]

10 At iteration t, we pick a leaf factor f j in Tt and eliminate it from the elimination tree forming Tt+1 . [sent-156, score-1.099]

11 1, we use the notation λi to represent the partially marginalized functions; for standard factor elimination these operations are typically combined into ′ a single update to fk . [sent-161, score-0.977]

12 Figure 1 gives an example where we apply factor elimination to a leaf factor f 1 X fk j k in the elimination tree. [sent-163, score-1.703]

13 ′ and update f1 ’s neighbor f2 in the elimination tree with f2 = f2 ∑V1 f1 . [sent-168, score-1.005]

14 We root the elimination tree at a factor Suppose we wish to compute a particular marginal g i f j such that xi ∼G f j , then eliminate leaves of the elimination tree one at a time, until only one factor remains. [sent-171, score-2.186]

15 Factor elimination is equivalent to bucket (or variable) elimination (Kask et al. [sent-175, score-1.292]

16 In particular, the factor elimination algorithm marginalizes out a variable xi when there is no factor left in the factor graph that is adjacent to xi . [sent-177, score-1.12]

17 With a similar argument, one can also interpret any bucket elimination procedure as a factor elimination sequence. [sent-179, score-1.406]

18 2 Viewing Elimination Trees as Tree-decompositions For tree-structured factor graphs, the typical choice for the elimination tree is based on the factor graph itself. [sent-183, score-1.18]

19 However, when the input factor graph is not tree-structured, we must choose an elimination ordering that ensures that the propagation of variables over the course of elimination is not too costly. [sent-184, score-1.493]

20 In this section, we outline how a particular elimination tree can be related to a tree decomposition on the input graph (e. [sent-185, score-1.243]

21 For a factor graph G, we can construct a tree decomposition (χ, ψ, D ) that corresponds to an elimination tree T = (F, E) on G. [sent-206, score-1.321]

22 First, we set ψi = { fi } and D = (χ, E ′ ) where (χi , χ j ) ∈ E ′ is an edge in the tree-decomposition if and only if ( fi , f j ) ∈ E is an edge in the elimination tree T . [sent-207, score-1.193]

23 The factor graph (light edges) and its elimination tree (bold edges) on the left is equivalent to the tree-decomposition on the right. [sent-214, score-1.066]

24 The partial marginalization function λi computed during the elimination of fi is identical to the message µχi →χ j where f j is the parent of fi in the elimination tree. [sent-227, score-1.602]

25 For an elimination tree T , suppose that the corresponding tree decomposition is (χ, ψ, D ). [sent-230, score-1.156]

26 Inference performed using T incurs a constant-factor overhead that is exponential in its width; for example, computing marginals using an elimination tree T of width w takes O(d w+1 · n) time and space where n is the number of variables and d is the domain size. [sent-232, score-1.029]

27 Computing Marginals with Deferred Factor Elimination When performing inference with factor elimination, one typically attempts to select an elimination tree to minimize its associated width. [sent-234, score-1.071]

28 For the chain factor graph in (a), the elimination tree in (b) has width 1 but requires O(n) steps to propagate information from leaves to the root. [sent-236, score-1.174]

29 The balanced elimination tree in (c), for the same factor graph, has width 2 but takes only O(log n) steps to propagate information from a leaf to the root, since f3 and f5 are eliminated earlier. [sent-237, score-1.295]

30 If f1 is modified, then using a balanced elimination tree, we only need to update O(log n) elimination steps, while an unbalanced tree requires potentially O(n) updates. [sent-238, score-1.678]

31 While this elimination tree is optimal for a single computation, suppose that we now modify the leaf factor f1 . [sent-242, score-1.058]

32 However, if we use the balanced elimination tree shown in Figure 3c, we can compute the marginalization for f7 in time that is logarithmic in the size of the model. [sent-244, score-1.081]

33 While the latter elimination tree increases the width by one (increasing the dependence on d), for fixed d and as n grows large we can achieve a significant speedup over the unbalanced ordering if we wish to make changes to the model. [sent-245, score-1.093]

34 Our primary technique, which we call deferred factor elimination, generalizes factor elimination so that it can be applied to non-leaf nodes in the input elimination tree. [sent-247, score-1.713]

35 We refer to the local information resulting from each deferred factor elimination as a cluster function (or, more succinctly, as a cluster), and store this information along with the balanced elimination tree. [sent-249, score-1.807]

36 For our algorithm, we assume that the user provides both an input factor graph G and an associated elimination tree T . [sent-252, score-1.102]

37 While the elimination tree is traditionally computed from an input model, in an adaptive setting it may be desirable to change the elimination tree to take advantage of changes made to the factors (see Figure 9 for an example). [sent-253, score-2.039]

38 1 Deferred Factor Elimination and Cluster Functions Consider the elimination of a degree-two factor f j , with neighbors fi and fk in the given elimination tree. [sent-261, score-1.681]

39 In this section, we show how deferred factor elimination can be performed on the elimination tree, and how the intermediate cluster information can be saved and also used to efficiently compute marginals. [sent-264, score-1.753]

40 In a particular round t (1 ≤ t ≤ n), we begin with a factor graph Gt and an elimination tree Tt , and after performing some set of deferred factor eliminations, we obtain a resulting factor graph Gt+1 and elimination tree Tt+1 for the next round. [sent-266, score-2.466]

41 When a degree-two factor f j is removed, we attach λ j to a newly created edge ( fi , fk ) where fi and fk are f j ’s neighbors in elimination tree T . [sent-271, score-1.576]

42 To eliminate a leaf node f1 , we sum out variables that are not attached to any other factors (shaded), resulting in the cluster function λ1 and new elimination tree T2 in (b). [sent-274, score-1.366]

43 Vj λk ∈CTt ( f j ) The cluster λ j is referred as a root cluster if degTt ( f j ) = 0, a degree-one cluster if degTt ( f j ) = 1, and a degree-two cluster if degTt ( f j ) = 2. [sent-279, score-1.038]

44 Figure 5 illustrates the creation of degree-one and degree-two clusters, and the associated changes to the elimination tree and factor graph. [sent-280, score-1.08]

45 2, we established an equivalence between clusters and messages in the tree-decomposition in the case where only leaf factors in the elimination tree are eliminated. [sent-289, score-1.159]

46 2, the equivalent tree-decomposition (χ, ψ, D ) of an elimination tree T = (F, E) consists of a tree D on hyper-nodes χ = {χ1 , . [sent-292, score-1.156]

47 Let fk be f j ’s unique neighbor in the elimination tree when it is eliminated. [sent-300, score-1.068]

48 Using the relationships established above between cluster functions and messages in a tree decomposition, we give the running time of deferred factor elimination on a given elimination tree and input factor graph. [sent-311, score-2.489]

49 Lemma 1 For an elimination tree with width w, the elimination of leaf factors takes Θ(d 2w ) time and produces a cluster of size Θ(d w ), where d is the domain size of the variables in the input factor graph. [sent-312, score-2.165]

50 This assumption is valid because for any given elimination tree, we can construct an equivalent elimination tree with degree 3 by adding dummy factors. [sent-330, score-1.547]

51 2 Constructing a Balanced Cluster Tree In this section, we show how performing deferred factor elimination in rounds can be used to create a data structure we call a cluster tree. [sent-339, score-1.135]

52 As variables and factors are eliminated through deferred factor elimination, we build the cluster tree using the dependency relationships among clusters (see Figure 6). [sent-340, score-1.018]

53 The cluster tree can then be used to compute marginals efficiently, and as we will see, it can also be used to efficiently update the original factor graph or elimination tree. [sent-341, score-1.449]

54 For a factor graph G = (X, F) and an elimination tree T , a cluster tree H = (X ∪C, E) is a rooted tree on variables and clusters X ∪C where C is the set of clusters. [sent-342, score-1.902]

55 To obtain the cluster tree in (b), eliminations are performed in the factor graph G (a) in the following order: f1 , f3 , f5 and f6 in round 1, f4 in round 2 and f2 in round 3. [sent-358, score-1.051]

56 Theorem 2 Let G = (X, F) be a factor graph with n nodes and T be an elimination tree on G with width w. [sent-366, score-1.204]

57 For our purposes it is desirable to perform deferred factor elimination so that we obtain a cluster tree with logarithmic depth. [sent-370, score-1.402]

58 We start with T1 = T and at each round i we identify a set K of degree-one or -2 factors in Ti and apply deferred factor elimination to this independent set of factors to construct Ti+1 . [sent-372, score-1.174]

59 The sequence of elimination trees created during the hierarchical clustering process will prove to be useful in Section 4, when we show how to perform structural updates to the elimination tree. [sent-376, score-1.361]

60 As an example, a factor graph G, along with its associated elimination tree T = T1 , is given in Figure 7a. [sent-377, score-1.066]

61 Lemma 3 For any factor graph G = (X, F) with n nodes and any elimination tree T , the cluster tree obtained by hierarchical clustering has depth O(log n). [sent-388, score-1.663]

62 3 Computing Marginals Once a balanced cluster tree H has been constructed from the input factor graph and elimination tree, as in standard approaches we can compute the marginal distribution of any variable xi by propagating information (i. [sent-395, score-1.465]

63 Theorem 4 Consider a factor graph G with n nodes and let T be an elimination tree with width w. [sent-415, score-1.204]

64 However, by caching the downward marginalization functions in the cluster tree, we can compute all marginals in O(d 2w · n) time, which is optimal given the elimination ordering. [sent-428, score-1.072]

65 Updates The preceding sections described the process of constructing a balanced, cluster tree elimination ordering from a given elimination tree, and how to use the resulting cluster tree to compute marginal distributions. [sent-433, score-2.339]

66 In this section, we describe how to efficiently update the cluster tree data structure after changes are made to the input factor graph or elimination tree. [sent-435, score-1.525]

67 We first describe how to make changes to the factors, whether changing the parameters of the factor or its arguments (and thus the structure of the factor graph), but leaving the original elimination tree (and thus the cluster tree) fixed. [sent-437, score-1.475]

68 We then describe how to make changes to the elimination tree and efficiently update the cluster tree. [sent-438, score-1.296]

69 In practice these two operations may be combined; for example when modifying a tree-structured graph such that it remains a tree we are likely to change the elimination tree to reflect the new structure. [sent-439, score-1.232]

70 If the factor graph in (a) is modified by removing the edge (y, f1 ), we can reduce the width of the elimination tree (from 3 to 2) by replacing the edge ( f1 , f2 ) by ( f1 , f5 ). [sent-441, score-1.239]

71 1 Updating Factors With a Fixed Elimination Tree For a fixed elimination tree, suppose that we change the parameters of a factor f j (but not its arguments), and consider the new cluster tree created for the resulting graph. [sent-448, score-1.268]

72 To update the cluster tree as a result of this change, we must update all clusters affected by the change to f j , and we must also identify and update the clusters affected by earlier, or later, removal of xi from the factor graph. [sent-459, score-1.326]

73 Observe that the original cluster λk at which xi is eliminated is the topmost cluster in the cluster tree with the property that either fk , the associated factor, depends on xi , or λk has two children clusters that both depend on xi . [sent-462, score-1.445]

74 Figure 10 illustrates how the cluster tree is updated after deleting an edge in a factor graph keeping the elimination tree fixed. [sent-474, score-1.647]

75 Suppose we modify the input factor graph by removing (y, f1 ) from the factor graph and replacing ( f1 , f2 ) by ( f1 , f5 ) in the elimination tree as shown in (a). [sent-484, score-1.267]

76 As stated earlier, any elimination point λk for xi satisfies the condition that it is the topmost cluster in the cluster tree with the property that either fk depends on xi , or λk has two children clusters that both depend on xi . [sent-491, score-1.73]

77 Theorem 5 Let G = (X, F) be a factor graph with n nodes and H be the cluster tree obtained using an elimination tree T with width w. [sent-500, score-1.712]

78 However, changing the input elimination order also requires modifying the cluster tree constructed from it. [sent-506, score-1.215]

79 In this section we prove that it is possible to efficiently reorganize the cluster tree after a change to the elimination tree. [sent-508, score-1.154]

80 , marking some nodes as affected if we need to revisit the deferred elimination decision we made in constructing the cluster tree, and leaving the rest unchanged. [sent-513, score-1.231]

81 Since the elimination tree can be arbitrarily modified by performing edge deletions and insertions successively, for ease of exposition we first focus on how the cluster tree can be efficiently updated when a single edge in the elimination tree is inserted or deleted. [sent-515, score-2.408]

82 If Ci ( fk ) and Ci′ ( fk ) are the set of clusters around fk on Ti and Ti′ , respectively, then fk is affected at round i if the sets Ci ( fk ) and Ci′ ( fk ) are different. [sent-526, score-1.19]

83 For a factor f j , if σi ( f j ) = 1, then f j is either eliminated or a candidate for elimination at round i in one or both of the previous and new hierarchical clusterings. [sent-539, score-0.994]

84 We first insert or remove the edge ( fi , f j ) in the original elimination tree and ′ ′ ′ obtain T1′ = (V1′ , E1 ) where E1 = E1 ∪ ( fi , f j ) if the edge is inserted or E1 = E1 \ ( fi , f j ) if deleted. [sent-545, score-1.29]

85 • We obtain the new elimination tree Ti′ = (Fi′ , Ei′ ) by eliminating the factors in Mi−1 from Ti−1 via deferred factor elimination subroutine. [sent-558, score-1.88]

86 Then, T ′ is a valid hierarchical clustering, that is, ′ • the set Mi = Fi′ \ Fi+1 is a maximal independent set containing vertices of degree at most two, and ′ • Ti+1 is obtained from Ti′ by applying deferred factor elimination to the factors in Mi . [sent-619, score-1.0]

87 The update algorithm applies the deferred factor elimination subroutine on the set Mi′ , so what remains to be shown is the saved values for Ri are the same as if we eliminate them explicitly. [sent-624, score-0.972]

88 By Lemma 6, the factors in Ri have the same set of clusters around them in Ti and Ti′ , which means that deferred factor elimination procedure will produce the same result in both elimination trees when unaffected factors are eliminated. [sent-625, score-1.861]

89 , l, let Ai be the set of affected nodes computed by our algorithm after inserting or deleting edge ( fi , f j ) in the elimination tree. [sent-634, score-1.03]

90 Since an unaffected node becomes affected only if it is adjacent to an affected factor, the set of affected nodes forms a connected sub-tree throughout the elimination procedure. [sent-637, score-1.318]

91 3169 ¨ S UMER , ACAR , I HLER AND M ETTU Combining the above arguments, we now conclude that a cluster tree can be efficiently updated if the elimination tree is modified. [sent-656, score-1.409]

92 Theorem 9 Let G = (X, F) be a factor graph with n nodes and H be the cluster tree obtained using an elimination tree T . [sent-657, score-1.637]

93 Theorem 10 Let G = (X, F) be a factor graph with n nodes and H be the cluster tree obtained using an elimination tree T . [sent-664, score-1.637]

94 Theorem 11 Let G be a factor graph with n nodes and T be an elimination tree on G with treewidth w. [sent-689, score-1.129]

95 1 In our implementation, all algorithms take the elimination tree as input; when it is not possible to compute the optimal elimination tree for a given input, we use a simple greedy method to construct it (the algorithm grows the tree incrementally while minimizing width). [sent-745, score-2.057]

96 We measure the running times for naive sum-product, building the cluster tree, computing marginal queries, updating factors, and restructuring (adding and deleting edges to the elimination tree) for tree-structured and loopy factor graphs. [sent-808, score-1.189]

97 Conclusion In this paper, we have presented an adaptive framework for performing exact inference that efficiently handles changes to the input factor graph and its associated elimination tree. [sent-1029, score-1.007]

98 We can then make arbitrary changes to the factor graph or elimination tree, and update the cluster tree in logarithmic time in the size of the input factor graph. [sent-1031, score-1.651]

99 While deferred factor elimination gives rise to a balanced elimination tree, it also incurs a larger constant factor dependent on the tree width. [sent-1049, score-1.923]

100 It would be interesting to incorporate additional information into the deferred elimination procedure used to build the cluster tree to reduce this constant factor. [sent-1051, score-1.272]


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