nips nips2002 nips2002-73 knowledge-graph by maker-knowledge-mining

73 nips-2002-Dynamic Bayesian Networks with Deterministic Latent Tables


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Author: David Barber

Abstract: The application of latent/hidden variable Dynamic Bayesian Networks is constrained by the complexity of marginalising over latent variables. For this reason either small latent dimensions or Gaussian latent conditional tables linearly dependent on past states are typically considered in order that inference is tractable. We suggest an alternative approach in which the latent variables are modelled using deterministic conditional probability tables. This specialisation has the advantage of tractable inference even for highly complex non-linear/non-Gaussian visible conditional probability tables. This approach enables the consideration of highly complex latent dynamics whilst retaining the benefits of a tractable probabilistic model. 1

Reference: text


Summary: the most important sentenses genereted by tfidf model

sentIndex sentText sentNum sentScore

1 uk Abstract The application of latent/hidden variable Dynamic Bayesian Networks is constrained by the complexity of marginalising over latent variables. [sent-6, score-0.104]

2 For this reason either small latent dimensions or Gaussian latent conditional tables linearly dependent on past states are typically considered in order that inference is tractable. [sent-7, score-0.651]

3 We suggest an alternative approach in which the latent variables are modelled using deterministic conditional probability tables. [sent-8, score-0.385]

4 This specialisation has the advantage of tractable inference even for highly complex non-linear/non-Gaussian visible conditional probability tables. [sent-9, score-0.641]

5 This approach enables the consideration of highly complex latent dynamics whilst retaining the benefits of a tractable probabilistic model. [sent-10, score-0.382]

6 1 Introduction Dynamic Bayesian Networks are a powerful framework for temporal data models with widespread application in time series analysis[10, 2, 5]. [sent-11, score-0.212]

7 A time series of length T is a sequence of observation vectors V = {v(1), v(2), . [sent-12, score-0.195]

8 , v(T )}, where vi (t) represents the state of visible variable i at time t. [sent-15, score-0.442]

9 For example, in a speech application V may represent a vector of cepstral coefficients through time, the aim being to classify the sequence as belonging to a particular phonene[2, 9]. [sent-16, score-0.278]

10 The power in the Dynamic Bayesian Network is the assumption that the observations may be generated by some latent (hidden) process that cannot be directly experimentally observed. [sent-17, score-0.104]

11 The basic structure of these models is shown in fig(1)[a] where network states are only dependent on a short time history of previous states (the Markov assumption). [sent-18, score-0.349]

12 Representing the hidden variable sequence by H = {h(1), h(2), . [sent-19, score-0.641]

13 , h(T )}, the joint distribution of a first order Dynamic Bayesian Network is T −1 p(V, H) = p(v(1))p(h(1)|v(1)) p(v(t+1)|v(t), h(t))p(h(t+1)|v(t), v(t+1), h(t)) t=1 This is a Hidden Markov Model (HMM), with additional connections from visible to hidden units[9]. [sent-22, score-0.931]

14 The usage of such models is varied, but here we shall concentrate on unsupervised sequence learning. [sent-23, score-0.169]

15 That is, given a set of training sequences h(1) h(2) h(t) v(1) v(2) v(t) h(1), h(2) (a) Bayesian Network h(2), h(3) h(t − 1), h(t) (b) Hidden Inference Figure 1: (a) A first order Dynamic Bayesian Network containing a sequence of hidden (latent) variables h(1), h(2), . [sent-24, score-0.891]

16 , h(T ) and a sequence of visible (observable) variables v(1), v(2), . [sent-27, score-0.573]

17 In general, all conditional probability tables are stochastic – that is, more than one state can be realised. [sent-31, score-0.265]

18 (b) Conditioning on the visible units forms an undirected chain in the hidden space. [sent-32, score-1.124]

19 Hidden unit inference is achieved by propagating information along both directions of the chain to ensure normalisation. [sent-33, score-0.181]

20 Denoting the parameters of the model by Θ, learning can be achieved using the EM algorithm which maximises a lower bound on the likelihood of a set of observed sequences by the procedure[5]: P Θnew = arg max p(Hµ |V µ , Θold ) log p(Hµ , V µ , Θ). [sent-38, score-0.196]

21 Θ µ=1 (1) This procedure contains expectations with respect to the distribution p(H|V) – that is, to do learning, we need to infer the hidden unit distribution conditional on the visible variables. [sent-39, score-1.096]

22 p(H|V) is represented by the undirected clique graph, fig(1)[b], in which each node represents a function (dependent on the clamped visible units) of the hidden variables it contains, with p(H|V) being the product of these clique potentials. [sent-40, score-1.353]

23 In order to do inference on such a graph, in general, it is necessary to carry out a message passing type procedure in which messages are first passed one way along the undirected graph, and then back, such as in the forward-backward algorithm in HMMs [5]. [sent-41, score-0.231]

24 Only when messages have been passed along both directions of all links can the normalised conditional hidden unit distribution be numerically determined. [sent-42, score-0.78]

25 The complexity of calculating messages is dominated by marginalisation of the clique functions over a hidden vector h(t). [sent-43, score-0.802]

26 In the case of discrete hidden units with S states, this complexity is of the order S 2 , and the total complexity of inference is then O(T S 2 ). [sent-44, score-0.793]

27 For continuous hidden units, the analogous marginalisation requires integration of a clique function over a hidden vector. [sent-45, score-1.309]

28 If the clique function is very low dimensional, this may be feasible. [sent-46, score-0.16]

29 However, in high dimensions, this is typically intractable unless the clique functions are of a very specific form, such as Gaussians. [sent-47, score-0.16]

30 This motivates the Kalman filter model[5] in which all conditional probability tables are Gaussian with means determined by a linear combination of previous states. [sent-48, score-0.172]

31 (c) Conditioning on the visible variables forms a directed chain in the hidden space which is deterministic. [sent-53, score-0.982]

32 Hidden unit inference can be achieved by forward propagation alone. [sent-54, score-0.215]

33 (d) Integrating out hidden variables gives a cascade style directed visible graph, shown here for only four time steps. [sent-55, score-0.982]

34 The aim is then to be able to consider non-Gaussian and nonlinear conditional probability tables (CPTs), and hence richer dynamics in the hidden space. [sent-57, score-0.833]

35 Whilst the restriction to deterministic CPTs appears severe, the model retains some attractive features : The marginal p(V) is non-Markovian, coupling all the variables in the sequence, see fig(2)[d]. [sent-60, score-0.207]

36 The marginal p(H) is stochastic, whilst hidden unit inference is deterministic, as illustrated in fig(2)[c]. [sent-61, score-0.811]

37 The case of training multiple independently generated sequences V µ , µ = 1, . [sent-64, score-0.199]

38 To maximise the log-likelihood, it is useful to evaluate the derivatives with respect to the model parameters. [sent-68, score-0.083]

39 Hence the derivatives can be calculated by deterministic forward propagation of errors and highly complex functions f and CPTs p(v(t + 1)|v(t), h(t)) may be used. [sent-70, score-0.268]

40 Whilst the training of such networks resembles back-propagation in neural networks [1, 6], the models have a stochastic interpretation and retain the benefits inherited from probability theory, including the possibility of a Bayesian treatment. [sent-71, score-0.323]

41 3 A Discrete Visible Illustration To make the above framework more explicit, we consider the case of continuous hidden units and discrete, binary visible units, vi (t) ∈ {0, 1}. [sent-72, score-1.111]

42 In particular, we restrict attention to the model:   V p(v(t+1)|v(t), h(t)) = i=1 σ (2vi (t + 1) − 1) j wij φj (t) , hi (t+1) = uij ψj (t) j where σ(x) = 1/(1 + e−x ) and φj (t) and ψj (t) represent fixed functions of the network state (h(t), v(t)). [sent-73, score-0.188]

43 This model generalises a recurrent stochastic heteroassociative Hopfield network[4] to include deterministic hidden units dependent on past network states. [sent-75, score-1.129]

44 (b) The training sequence consists of a random set vectors (V = 3) over T = 10 time steps. [sent-77, score-0.205]

45 The initial state v(t = 1) for the recalled sequence was set to the correct initial training value albeit with one of the values flipped. [sent-79, score-0.339]

46 Note how the dynamics learned is an attractor for the original sequence. [sent-80, score-0.163]

47 A slice of the network is illustrated in fig(3)[a]. [sent-82, score-0.164]

48 We can easily iterate the hidden states in this case to give t−1 h(t + 1) = Ah(t) + Bv(t) = At h(1) + At Bv(t − t ) t =0 which demonstrates how the hidden state depends on the full past history of the observations. [sent-83, score-1.213]

49 We trained the network using 3 visible units and 7 hidden units to maximise the likelihood of the binary sequence in fig(3)[b]. [sent-84, score-1.516]

50 Note that this sequence contains repeated patterns and therefore could not be recalled perfectly with a model which does not contain hidden units. [sent-85, score-0.802]

51 We tested if the learned model had captured the dynamics of the training sequence by initialising the network in the first visible state in the training sequence, but with one of the values flipped. [sent-86, score-0.949]

52 The network then generated the following hidden and visible states recursively, as plotted in fig(3)[c]. [sent-87, score-1.087]

53 The learned network is an attractor with the training sequence as a stable point, demonstrating that such models are capable of learning attractor recurrent networks more powerful than those without hidden units. [sent-88, score-1.17]

54 Learning is very fast in such networks, and we have successfully applied these models to cases of several hundred hidden and visible unit dimensions. [sent-89, score-1.075]

55 1 Recall Capacity What effect have the hidden units on the ability of Hopfield networks to recall sequences? [sent-91, score-0.767]

56 By recall, we mean that a training sequence is correctly generated by the network given that only the initial state of the training sequence is presented to the trained network. [sent-92, score-0.557]

57 , x(T ) can be recalled correctly if we can find a matrix M and real numbers i (t) such that M [˜ (1), . [sent-98, score-0.098]

58 The use of hidden units therefore increases the length of temporal sequences that we can store by forming, during learning, appropriate hidden representations h(t) such that the vectors h(2) v(2) ,. [sent-109, score-1.337]

59 The reader might consider forming from a set of linearly dependent patterns v(1), . [sent-115, score-0.161]

60 This would appear to dispense with the need to use hidden units. [sent-119, score-0.586]

61 However, if the same pattern in the training set is repeated at different times in the sequence (as in fig(3)[b]), no ˆ ˆ matter how complex this non-linear mapping, the resulting vectors v(1), . [sent-120, score-0.237]

62 This demonstrates that hidden units not only solve the linear dependence problem for non-repeated patterns, they also solve it for repeated patterns. [sent-124, score-0.699]

63 They are therefore capable of sequence disambiguation since the hidden unit representations formed are dependent on the full history of the visible units. [sent-125, score-1.233]

64 Nine speakers uttered two Japanese vowels /ae/ successively to form discrete time series with 12 LPC cepstral coefficients. [sent-132, score-0.368]

65 Each utterance forms a time series V whose length is in the range T = 7 to T = 29 and each vector v(t) of the time series contains 12 cepstral coefficients. [sent-133, score-0.332]

66 The training data consists of 30 training utterances for each of the 9 speakers. [sent-134, score-0.221]

67 The test data contains 370 time series, each uttered by one of the nine speakers. [sent-135, score-0.115]

68 We used the special settings f (x) ≡ x and g(x) ≡ x to see if such a simple network would be able to perform well. [sent-137, score-0.111]

69 We split the training data into a 2/3 train and a 1/3 validation part, training then a set of 10 models for each of the 9 speakers, with hidden unit dimensions taking the values H = 1, 2, . [sent-138, score-0.886]

70 , 10 and using 20 training iterations of conjugate gradient learning[1]. [sent-141, score-0.089]

71 For simplicity, we used the same number of hidden units for each of the nine speaker models. [sent-142, score-0.772]

72 To classify a test utterance, we chose the speaker model which had the highest likelihood of generating the test utterance, using an error of 0 if the utterance was assigned to the correct speaker and an error of 1 otherwise. [sent-143, score-0.221]

73 (Right) Five sequences from the model v(t) = sin(5(t − 1) + 3 (t)) + 0. [sent-146, score-0.11]

74 1 4 (t), where i (t) are zero mean unit variance Gaussian noise samples. [sent-147, score-0.091]

75 These were combined to form a training set of 10 unlabelled sequences. [sent-148, score-0.138]

76 We performed unsupervised learning by fitting a two component mixture model. [sent-149, score-0.083]

77 The posterior probability p(i = 1|V µ ) of the 5 sequences on the left belonging to class 1 are (from above) 0. [sent-150, score-0.146]

78 96 and for the 5 sequences on the right belonging to class 2 are (from above) 0. [sent-155, score-0.146]

79 Based on these validation results, we retrained a model with H = 3 hidden units on all available training data. [sent-162, score-0.795]

80 2% reported for training using a continuous-output HMM with 5 (discrete) hidden states[8]. [sent-166, score-0.614]

81 Although our model is not powerful in being able to reconstruct the training data, it does learn sufficient information in the data to be able to make reliable classification. [sent-167, score-0.134]

82 An interesting alternative training method not explored here would be to use discriminative learning[7]. [sent-169, score-0.129]

83 Also, not explored here, is the possibility of using Bayesian methods to set the number of hidden dimensions. [sent-170, score-0.565]

84 Training mixture models by maximum likelihood on a set of sequences V 1 , . [sent-172, score-0.251]

85 The data is a series of 10 one dimensional (V = 1) time series each of length T = 40. [sent-176, score-0.158]

86 Two distinct models were used to generate 10 training sequences, see fig(4). [sent-177, score-0.142]

87 We fitted a two component mixture model using mixture components of the form (9) (with linear functions f and g) each model having H = 3 hidden units. [sent-178, score-0.659]

88 51 and it was satisfying to find that the separation of the unlabelled training sequences is entirely consistent with the data generation process, see fig(4). [sent-181, score-0.248]

89 An interesting observation is that, whilst the true data generating process is governed by effectively stochastic hidden transitions, the deterministic hidden model still performs admirably. [sent-182, score-1.368]

90 6 Discussion We have considered a class of models for temporal sequence processing which are a specially constrained version of Dynamic Bayesian Networks. [sent-183, score-0.245]

91 The constraint was chosen to ensure that inference would be trivial even in high dimensional continuous hidden/latent spaces. [sent-184, score-0.128]

92 Highly complex dynamics may therefore be postulated for the hidden space transitions, and also for the hidden to the visible transitions. [sent-185, score-1.558]

93 However, unlike traditional neural networks the models remain probabilistic (generative models), and hence the full machinery of Bayesian inference is applicable to this class of models. [sent-186, score-0.205]

94 Indeed, whilst not explored here, model selection issues, such as assessing the relevant hidden unit dimension, are greatly facilitated in this class of models. [sent-187, score-0.761]

95 An area we are currently investigating is using these models for fast inference and learning in Independent Component Analysis and related areas. [sent-189, score-0.143]

96 In the case that the hidden unit dynamics is known to be highly stochastic, this class of models is arguably less appropriate. [sent-190, score-0.803]

97 However, stochastic hidden dynamics is often used in cases where one believes that the true hidden dynamics is too complex to model effectively (or, rather, deal with computationally) and one uses noise to ‘cover’ for the lack of complexity in the assumed hidden dynamics. [sent-191, score-1.836]

98 The models outlined here provide an alternative in the case that a potentially complex hidden dynamics form can be assumed, and may also still provide a reasonable solution even in cases where the underlying hidden dynamics is stochastic. [sent-192, score-1.339]

99 This class of models is therefore a potential route to computationally tractable, yet powerful time series models. [sent-193, score-0.177]

100 Juang, An introduction to hidden Markov models, IEEE Transactions on Acoustics Speech, Signal Processing 3 (1986), no. [sent-234, score-0.525]


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Abstract: We develop and test new machine learning methods for the prediction of topological representations of protein structures in the form of coarse- or fine-grained contact or distance maps that are translation and rotation invariant. The methods are based on generalized input-output hidden Markov models (GIOHMMs) and generalized recursive neural networks (GRNNs). The methods are used to predict topology directly in the fine-grained case and, in the coarsegrained case, indirectly by first learning how to score candidate graphs and then using the scoring function to search the space of possible configurations. Computer simulations show that the predictors achieve state-of-the-art performance. 1 Introduction: Protein Topology Prediction Predicting the 3D structure of protein chains from the linear sequence of amino acids is a fundamental open problem in computational molecular biology [1]. 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Reasonable methods for reconstructing 3D coordinates from contact/distance maps have been developed in the NMR literature and elsewhere Oi B Hi F Hi Ii Figure 1: Bayesian network for bidirectional IOHMMs consisting of input units, output units, and both forward and backward Markov chains of hidden states. [14] using distance geometry and stochastic optimization techniques. Thus the main focus here is on the more difficult task of contact map prediction. Various algorithms for the prediction of contact maps have been developed, in particular using feedforward neural networks [6]. The best contact map predictor in the literature and at the last CASP prediction experiment reports an average precision [True Positives/(True Positives + False Positives)] of 21% for distant contacts, i.e. with a linear distance of 8 amino acid or more [6] for fine-grained amino acid maps. While this result is encouraging and well above chance level by a factor greater than 6, it is still far from providing sufficient accuracy for reliable 3D structure prediction. A key issue in this area is the amount of noise that can be tolerated in a contact map prediction without compromising the 3D-reconstruction step. While systematic tests in this area have not yet been published, preliminary results appear to indicate that recovery of as little as half of the distant contacts may suffice for proper reconstruction, at least for proteins up to 150 amino acid long (Rita Casadio and Piero Fariselli, private communication and oral presentation during CASP4 [10]). It is important to realize that the input to a fine-grained contact map predictor need not be confined to the sequence of amino acids only, but may also include evolutionary information in the form of profiles derived by multiple alignment of homologue proteins, or structural feature information, such as secondary structure (alpha helices, beta strands, and coils), or solvent accessibility (surface/buried), derived by specialized predictors [12, 13]. In our approach, we use different GIOHMM and GRNN strategies to predict both structural features and contact maps. 2 GIOHMM Architectures Loosely speaking, GIOHMMs are Bayesian networks with input, hidden, and output units that can be used to process complex data structures such as sequences, images, trees, chemical compounds and so forth, built on work in, for instance, [5, 3, 7, 2, 11]. In general, the connectivity of the graphs associated with the hidden units matches the structure of the data being processed. Often multiple copies of the same hidden graph, but with different edge orientations, are used in the hidden layers to allow direct propagation of information in all relevant directions. Output Plane NE NW 4 Hidden Planes SW SE Input Plane Figure 2: 2D GIOHMM Bayesian network for processing two-dimensional objects such as contact maps, with nodes regularly arranged in one input plane, one output plane, and four hidden planes. In each hidden plane, nodes are arranged on a square lattice, and all edges are oriented towards the corresponding cardinal corner. Additional directed edges run vertically in column from the input plane to each hidden plane, and from each hidden plane to the output plane. To illustrate the general idea, a first example of GIOHMM is provided by the bidirectional IOHMMs (Figure 1) introduced in [2] to process sequences and predict protein structural features, such as secondary structure. Unlike standard HMMs or IOHMMS used, for instance in speech recognition, this architecture is based on two hidden markov chains running in opposite directions to leverage the fact that biological sequences are spatial objects rather than temporal sequences. Bidirectional IOHMMs have been used to derive a suite of structural feature predictors [12, 13, 4] available through http://promoter.ics.uci.edu/BRNN-PRED/. These predictors have accuracy rates in the 75-80% range on a per amino acid basis. 2.1 Direct Prediction of Topology To predict contact maps, we use a 2D generalization of the previous 1D Bayesian network. The basic version of this architecture (Figures 2) contains 6 layers of units: input, output, and four hidden layers, one for each cardinal corner. Within each column indexed by i and j, connections run from the input to the four hidden units, and from the four hidden units to the output unit. In addition, the hidden units in each hidden layer are arranged on a square or triangular lattice, with all the edges oriented towards the corresponding cardinal corner. Thus the parameters of this two-dimensional GIOHMMs, in the square lattice case, are the conditional probability distributions:  NE NW SW SE  P (Oi |Ii,j , Hi,j , Hi,j , Hi,j , Hi,j, )   NE NE NE  P (Hi,j |Ii,j , Hi−1,j , Hi,j−1 )  N NW NW P (Hi,jW |Ii,j , Hi+1,j , Hi,j−1 )  SW SW SW  P (Hi,j |Ii,j , Hi+1,j , Hi,j+1 )    SE SE SE P (Hi,j |Ii,j , Hi−1,j , Hi,j+1 ) (1) In a contact map prediction at the amino acid level, for instance, the (i, j) output represents the probability of whether amino acids i and j are in contact or not. This prediction depends directly on the (i, j) input and the four-hidden units in the same column, associated with omni-directional contextual propagation in the hidden planes. In the simulations reported below, we use a more elaborated input consisting of a 20 × 20 probability matrix over amino acid pairs derived from a multiple alignment of the given protein sequence and its homologues, as well as the structural features of the corresponding amino acids, including their secondary structure classification and their relative exposure to the solvent, derived from our corresponding predictors. It should be clear how GIOHMM ideas can be generalized to other data structures and problems in many ways. In the case of 3D data, for instance, a standard GIOHMM would have an input cube, an output cube, and up to 8 cubes of hidden units, one for each corner with connections inside each hidden cube oriented towards the corresponding corner. In the case of data with an underlying tree structure, the hidden layers would correspond to copies of the same tree with different orientations and so forth. Thus a fundamental advantage of GIOHMMs is that they can process a wide range of data structures of variable sizes and dimensions. 2.2 Indirect Prediction of Topology Although GIOHMMs allow flexible integration of contextual information over ranges that often exceed what can be achieved, for instance, with fixed-input neural networks, the models described above still suffer from the fact that the connections remain local and therefore long-ranged propagation of information during learning remains difficult. Introduction of large numbers of long-ranged connections is computationally intractable but in principle not necessary since the number of contacts in proteins is known to grow linearly with the length of the protein, and hence connectivity is inherently sparse. The difficulty of course is that the location of the long-ranged contacts is not known. To address this problem, we have developed also a complementary GIOHMM approach described in Figure 3 where a candidate graph structure is proposed in the hidden layers of the GIOHMM, with the two different orientations naturally associated with a protein sequence. Thus the hidden graphs change with each protein. In principle the output ought to be a single unit (Figure 3b) which directly computes a global score for the candidate structure presented in the hidden layer. In order to cope with long-ranged dependencies, however, it is preferable to compute a set of local scores (Figure 3c), one for each vertex, and combine the local scores into a global score by averaging. More specifically, consider a true topology represented by the undirected contact graph G∗ = (V, E ∗ ), and a candidate undirected prediction graph G = (V, E). A global measure of how well E approximates E ∗ is provided by the informationretrieval F1 score defined by the normalized edge-overlap F1 = 2|E ∩ E ∗ |/(|E| + |E ∗ |) = 2P R/(P + R), where P = |E ∩ E ∗ |/|E| is the precision (or specificity) and R = |E ∩ E ∗ |/|E ∗ | is the recall (or sensitivity) measure. Obviously, 0 ≤ F1 ≤ 1 and F1 = 1 if and only if E = E ∗ . The scoring function F1 has the property of being monotone in the sense that if |E| = |E | then F1 (E) < F1 (E ) if and only if |E ∩ E ∗ | < |E ∩ E ∗ |. Furthermore, if E = E ∪ {e} where e is an edge in E ∗ but not in E, then F1 (E ) > F1 (E). Monotonicity is important to guide the search in the space of possible topologies. It is easy to check that a simple search algorithm based on F1 takes on the order of O(|V |3 ) steps to find E ∗ , basically by trying all possible edges one after the other. The problem then is to learn F1 , or rather a good approximation to F1 . To approximate F1 , we first consider a similar local measure Fv by considering the O I(v) I(v) F B H (v) H (v) (a) I(v) F B H (v) H (v) (b) O(v) (c) Figure 3: Indirect prediction of contact maps. (a) target contact graph to be predicted. (b) GIOHMM with two hidden layers: the two hidden layers correspond to two copies of the same candidate graph oriented in opposite directions from one end of the protein to the other end. The single output O is the global score of how well the candidate graph approximates the true contact map. (c) Similar to (b) but with a local score O(v) at each vertex. The local scores can be averaged to produce a global score. In (b) and (c) I(v) represents the input for vertex v, and H F (v) and H B (v) are the corresponding hidden variables. ∗ ∗ set Ev of edges adjacent to vertex v and Fv = 2|Ev ∩ Ev |/(|Ev | + |Ev |) with the ¯ global average F = v Fv /|V |. If n and n∗ are the average degrees of G and G∗ , it can be shown that: F1 = 1 |V | v 2|Ev ∩ E ∗ | n + n∗ and 1 ¯ F = |V | v 2|Ev ∩ E ∗ | n + v + n∗ + ∗ v (2) where n + v (resp. n∗ + ∗ ) is the degree of v in G (resp. in G∗ ). In particular, if G v ¯ ¯ and G∗ are regular graphs, then F1 (E) = F (E) so that F is a good approximation to F1 . In the contact map regime where the number of contacts grows linearly with the length of the sequence, we should have in general |E| ≈ |E ∗ | ≈ (1 + α)|V | so that each node on average has n = n∗ = 2(1 + α) edges. The value of α depends of course on the neighborhood cutoff. As in reinforcement learning, to learn the scoring function one is faced with the problem of generating good training sets in a high dimensional space, where the states are the topologies (graphs), and the policies are algorithms for adding a single edge to a given graph. In the simulations we adopt several different strategies including static and dynamic generation. Within dynamic generation we use three exploration strategies: random exploration (successor graph chosen at random), pure exploitation (successor graph maximizes the current scoring function), and semi-uniform exploitation to find a balance between exploration and exploitation [with probability (resp. 1 − ) we choose random exploration (resp. pure exploitation)]. 3 GRNN Architectures Inference and learning in the protein GIOHMMs we have described is computationally intensive due to the large number of undirected loops they contain. This problem can be addressed using a neural network reparameterization assuming that: (a) all the nodes in the graphs are associated with a deterministic vector (note that in the case of the output nodes this vector can represent a probability distribution so that the overall model remains probabilistic); (b) each vector is a deterministic function of its parents; (c) each function is parameterized using a neural network (or some other class of approximators); and (d) weight-sharing or stationarity is used between similar neural networks in the model. For example, in the 2D GIOHMM contact map predictor, we can use a total of 5 neural networks to recursively compute the four hidden states and the output in each column in the form:  NW NE SW SE  Oij = NO (Iij , Hi,j , Hi,j , Hi,j , Hi,j )   NE NE NE  Hi,j = NN E (Ii,j , Hi−1,j , Hi,j−1 )  N NW NW Hi,jW = NN W (Ii,j , Hi+1,j , Hi,j−1 )  SW SW SW  Hi,j = NSW (Ii,j , Hi+1,j , Hi,j+1 )    SE SE SE Hi,j = NSE (Ii,j , Hi−1,j , Hi,j+1 ) (3) N In the NE plane, for instance, the boundary conditions are set to Hij E = 0 for i = 0 N or j = 0. The activity vector associated with the hidden unit Hij E depends on the NE NE local input Iij , and the activity vectors of the units Hi−1,j and Hi,j−1 . Activity in NE plane can be propagated row by row, West to East, and from the first row to the last (from South to North), or column by column South to North, and from the first column to the last. These GRNN architectures can be trained by gradient descent by unfolding the structures in space, leveraging the acyclic nature of the underlying GIOHMMs. 4 Data Many data sets are available or can be constructed for training and testing purposes, as described in the references. The data sets used in the present simulations are extracted from the publicly available Protein Data Bank (PDB) and then redundancy reduced, or from the non-homologous subset of PDB Select (ftp://ftp.emblheidelberg.de/pub/databases/). In addition, we typically exclude structures with poor resolution (less than 2.5-3 ˚), sequences containing less than 30 amino acids, A and structures containing multiple sequences or sequences with chain breaks. For coarse contact maps, we use the DSSP program [9] (CMBI version) to assign secondary structures and we remove also sequences for which DSSP crashes. The results we report for fine-grained contact maps are derived using 424 proteins with lengths in the 30-200 range for training and an additional non-homologous set of 48 proteins in the same length range for testing. For the coarse contact map, we use a set of 587 proteins of length less than 300. Because the average length of a secondary structure element is slightly above 7, the size of a coarse map is roughly 2% the size of the corresponding amino acid map. 5 Simulation Results and Conclusions We have trained several 2D GIOHMM/GRNN models on the direct prediction of fine-grained contact maps. Training of a single model typically takes on the order of a week on a fast workstation. A sample of validation results is reported in Table 1 for four different distance cutoffs. Overall percentages of correctly predicted contacts Table 1: Direct prediction of amino acid contact maps. Column 1: four distance cutoffs. Column 2, 3, and 4: overall percentages of amino acids correctly classified as contacts, non-contacts, and in total. Column 5: Precision percentage for distant contacts (|i − j| ≥ 8) with a threshold of 0.5. Single model results except for last line corresponding to an ensemble of 5 models. Cutoff 6˚ A 8˚ A 10 ˚ A 12 ˚ A 12 ˚ A Contact .714 .638 .512 .433 .445 Non-Contact .998 .998 .993 .987 .990 Total .985 .970 .931 .878 .883 Precision (P) .594 .670 .557 .549 .717 and non-contacts at all linear distances, as well as precision results for distant contacts (|i − j| ≥ 8) are reported for a single GIOHMM/GRNN model. The model has k = 14 hidden units in the hidden and output layers of the four hidden networks, as well as in the hidden layer of the output network. In the last row, we also report as an example the results obtained at 12˚ by an ensemble of 5 networks A with k = 11, 12, 13, 14 and 15. Note that precision for distant contacts exceeds all previously reported results and is well above 50%. For the prediction of coarse-grained contact maps, we use the indirect GIOHMM/GRNN strategy and compare different exploration/exploitation strategies: random exploration, pure exploitation, and their convex combination (semiuniform exploitation). In the semi-uniform case we set the probability of random uniform exploration to = 0.4. In addition, we also try a fourth hybrid strategy in which the search proceeds greedily (i.e. the best successor is chosen at each step, as in pure exploitation), but the network is trained by randomly sub-sampling the successors of the current state. Eight numerical features encode the input label of each node: one-hot encoding of secondary structure classes; normalized linear distances from the N to C terminus; average, maximum and minimum hydrophobic character of the segment (based on the Kyte-Doolittle scale with a moving window of length 7). A sample of results obtained with 5-fold cross-validation is shown in Table 2. Hidden state vectors have dimension k = 5 with no hidden layers. For each strategy we measure performances by means of several indices: micro and macroaveraged precision (mP , M P ), recall (mR, M R) and F1 measure (mF1 , M F1 ). Micro-averages are derived based on each pair of secondary structure elements in each protein, whereas macro-averages are obtained on a per-protein basis, by first computing precision and recall for each protein, and then averaging over the set of all proteins. In addition, we also measure the micro and macro averages for specificity in the sense of percentage of correct prediction for non-contacts (mP (nc), M P (nc)). Note the tradeoffs between precision and recall across the training methods, the hybrid method achieving the best F 1 results. Table 2: Indirect prediction of coarse contact maps with dynamic sampling. Strategy Random exploration Semi-uniform Pure exploitation Hybrid mP .715 .454 .431 .417 mP (nc) .769 .787 .806 .834 mR .418 .631 .726 .790 mF1 .518 .526 .539 .546 MP .767 .507 .481 .474 M P (nc) .709 .767 .793 .821 MR .469 .702 .787 .843 M F1 .574 .588 .596 .607 We have presented two approaches, based on a very general IOHMM/RNN framework, that achieve state-of-the-art performance in the prediction of proteins contact maps at fine and coarse-grained levels of resolution. In principle both methods can be applied to both resolution levels, although the indirect prediction is computationally too demanding for fine-grained prediction of large proteins. Several extensions are currently under development, including the integration of these methods into complete 3D structure predictors. While these systems require long training periods, once trained they can rapidly sift through large proteomic data sets. Acknowledgments The work of PB and GP is supported by a Laurel Wilkening Faculty Innovation award and awards from NIH, BREP, Sun Microsystems, and the California Institute for Telecommunications and Information Technology. The work of PF and AV is partially supported by a MURST grant. References [1] D. Baker and A. Sali. Protein structure prediction and structural genomics. Science, 294:93–96, 2001. [2] P. Baldi and S. Brunak and P. Frasconi and G. Soda and G. Pollastri. Exploiting the past and the future in protein secondary structure prediction. Bioinformatics, 15(11):937–946, 1999. [3] P. Baldi and Y. Chauvin. Hybrid modeling, HMM/NN architectures, and protein applications. Neural Computation, 8(7):1541–1565, 1996. [4] P. Baldi and G. Pollastri. Machine learning structural and functional proteomics. IEEE Intelligent Systems. Special Issue on Intelligent Systems in Biology, 17(2), 2002. [5] Y. Bengio and P. Frasconi. Input-output HMM’s for sequence processing. IEEE Trans. on Neural Networks, 7:1231–1249, 1996. [6] P. Fariselli, O. Olmea, A. Valencia, and R. Casadio. Prediction of contact maps with neural networks and correlated mutations. Protein Engineering, 14:835–843, 2001. [7] P. Frasconi, M. Gori, and A. Sperduti. A general framework for adaptive processing of data structures. IEEE Trans. on Neural Networks, 9:768–786, 1998. [8] Z. Ghahramani and M. I. Jordan. Factorial hidden Markov models Machine Learning, 29:245–273, 1997. [9] W. Kabsch and C. Sander. Dictionary of protein secondary structure: pattern recognition of hydrogen-bonded and geometrical features. Biopolymers, 22:2577–2637, 1983. [10] A. M. Lesk, L. Lo Conte, and T. J. P. Hubbard. Assessment of novel fold targets in CASP4: predictions of three-dimensional structures, secondary structures, and interresidue contacts. Proteins, 45, S5:98–118, 2001. [11] G. Pollastri and P. Baldi. Predition of contact maps by GIOHMMs and recurrent neural networks using lateral propagation from all four cardinal corners. Proceedings of 2002 ISMB (Intelligent Systems for Molecular Biology) Conference. Bioinformatics, 18, S1:62–70, 2002. [12] G. Pollastri, D. Przybylski, B. Rost, and P. Baldi. Improving the prediction of protein secondary structure in three and eight classes using recurrent neural networks and profiles. Proteins, 47:228–235, 2002. [13] G. Pollastri, P. Baldi, P. Fariselli, and R. Casadio. Prediction of coordination number and relative solvent accessibility in proteins. Proteins, 47:142–153, 2002. [14] M. Vendruscolo, E. Kussell, and E. Domany. Recovery of protein structure from contact maps. Folding and Design, 2:295–306, 1997.

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A global measure of how well E approximates E ∗ is provided by the informationretrieval F1 score defined by the normalized edge-overlap F1 = 2|E ∩ E ∗ |/(|E| + |E ∗ |) = 2P R/(P + R), where P = |E ∩ E ∗ |/|E| is the precision (or specificity) and R = |E ∩ E ∗ |/|E ∗ | is the recall (or sensitivity) measure. Obviously, 0 ≤ F1 ≤ 1 and F1 = 1 if and only if E = E ∗ . The scoring function F1 has the property of being monotone in the sense that if |E| = |E | then F1 (E) < F1 (E ) if and only if |E ∩ E ∗ | < |E ∩ E ∗ |. Furthermore, if E = E ∪ {e} where e is an edge in E ∗ but not in E, then F1 (E ) > F1 (E). Monotonicity is important to guide the search in the space of possible topologies. It is easy to check that a simple search algorithm based on F1 takes on the order of O(|V |3 ) steps to find E ∗ , basically by trying all possible edges one after the other. The problem then is to learn F1 , or rather a good approximation to F1 . To approximate F1 , we first consider a similar local measure Fv by considering the O I(v) I(v) F B H (v) H (v) (a) I(v) F B H (v) H (v) (b) O(v) (c) Figure 3: Indirect prediction of contact maps. (a) target contact graph to be predicted. (b) GIOHMM with two hidden layers: the two hidden layers correspond to two copies of the same candidate graph oriented in opposite directions from one end of the protein to the other end. The single output O is the global score of how well the candidate graph approximates the true contact map. (c) Similar to (b) but with a local score O(v) at each vertex. The local scores can be averaged to produce a global score. In (b) and (c) I(v) represents the input for vertex v, and H F (v) and H B (v) are the corresponding hidden variables. ∗ ∗ set Ev of edges adjacent to vertex v and Fv = 2|Ev ∩ Ev |/(|Ev | + |Ev |) with the ¯ global average F = v Fv /|V |. If n and n∗ are the average degrees of G and G∗ , it can be shown that: F1 = 1 |V | v 2|Ev ∩ E ∗ | n + n∗ and 1 ¯ F = |V | v 2|Ev ∩ E ∗ | n + v + n∗ + ∗ v (2) where n + v (resp. n∗ + ∗ ) is the degree of v in G (resp. in G∗ ). In particular, if G v ¯ ¯ and G∗ are regular graphs, then F1 (E) = F (E) so that F is a good approximation to F1 . In the contact map regime where the number of contacts grows linearly with the length of the sequence, we should have in general |E| ≈ |E ∗ | ≈ (1 + α)|V | so that each node on average has n = n∗ = 2(1 + α) edges. The value of α depends of course on the neighborhood cutoff. As in reinforcement learning, to learn the scoring function one is faced with the problem of generating good training sets in a high dimensional space, where the states are the topologies (graphs), and the policies are algorithms for adding a single edge to a given graph. In the simulations we adopt several different strategies including static and dynamic generation. Within dynamic generation we use three exploration strategies: random exploration (successor graph chosen at random), pure exploitation (successor graph maximizes the current scoring function), and semi-uniform exploitation to find a balance between exploration and exploitation [with probability (resp. 1 − ) we choose random exploration (resp. pure exploitation)]. 3 GRNN Architectures Inference and learning in the protein GIOHMMs we have described is computationally intensive due to the large number of undirected loops they contain. This problem can be addressed using a neural network reparameterization assuming that: (a) all the nodes in the graphs are associated with a deterministic vector (note that in the case of the output nodes this vector can represent a probability distribution so that the overall model remains probabilistic); (b) each vector is a deterministic function of its parents; (c) each function is parameterized using a neural network (or some other class of approximators); and (d) weight-sharing or stationarity is used between similar neural networks in the model. For example, in the 2D GIOHMM contact map predictor, we can use a total of 5 neural networks to recursively compute the four hidden states and the output in each column in the form:  NW NE SW SE  Oij = NO (Iij , Hi,j , Hi,j , Hi,j , Hi,j )   NE NE NE  Hi,j = NN E (Ii,j , Hi−1,j , Hi,j−1 )  N NW NW Hi,jW = NN W (Ii,j , Hi+1,j , Hi,j−1 )  SW SW SW  Hi,j = NSW (Ii,j , Hi+1,j , Hi,j+1 )    SE SE SE Hi,j = NSE (Ii,j , Hi−1,j , Hi,j+1 ) (3) N In the NE plane, for instance, the boundary conditions are set to Hij E = 0 for i = 0 N or j = 0. The activity vector associated with the hidden unit Hij E depends on the NE NE local input Iij , and the activity vectors of the units Hi−1,j and Hi,j−1 . Activity in NE plane can be propagated row by row, West to East, and from the first row to the last (from South to North), or column by column South to North, and from the first column to the last. These GRNN architectures can be trained by gradient descent by unfolding the structures in space, leveraging the acyclic nature of the underlying GIOHMMs. 4 Data Many data sets are available or can be constructed for training and testing purposes, as described in the references. The data sets used in the present simulations are extracted from the publicly available Protein Data Bank (PDB) and then redundancy reduced, or from the non-homologous subset of PDB Select (ftp://ftp.emblheidelberg.de/pub/databases/). In addition, we typically exclude structures with poor resolution (less than 2.5-3 ˚), sequences containing less than 30 amino acids, A and structures containing multiple sequences or sequences with chain breaks. For coarse contact maps, we use the DSSP program [9] (CMBI version) to assign secondary structures and we remove also sequences for which DSSP crashes. The results we report for fine-grained contact maps are derived using 424 proteins with lengths in the 30-200 range for training and an additional non-homologous set of 48 proteins in the same length range for testing. For the coarse contact map, we use a set of 587 proteins of length less than 300. Because the average length of a secondary structure element is slightly above 7, the size of a coarse map is roughly 2% the size of the corresponding amino acid map. 5 Simulation Results and Conclusions We have trained several 2D GIOHMM/GRNN models on the direct prediction of fine-grained contact maps. Training of a single model typically takes on the order of a week on a fast workstation. A sample of validation results is reported in Table 1 for four different distance cutoffs. Overall percentages of correctly predicted contacts Table 1: Direct prediction of amino acid contact maps. Column 1: four distance cutoffs. Column 2, 3, and 4: overall percentages of amino acids correctly classified as contacts, non-contacts, and in total. Column 5: Precision percentage for distant contacts (|i − j| ≥ 8) with a threshold of 0.5. Single model results except for last line corresponding to an ensemble of 5 models. Cutoff 6˚ A 8˚ A 10 ˚ A 12 ˚ A 12 ˚ A Contact .714 .638 .512 .433 .445 Non-Contact .998 .998 .993 .987 .990 Total .985 .970 .931 .878 .883 Precision (P) .594 .670 .557 .549 .717 and non-contacts at all linear distances, as well as precision results for distant contacts (|i − j| ≥ 8) are reported for a single GIOHMM/GRNN model. The model has k = 14 hidden units in the hidden and output layers of the four hidden networks, as well as in the hidden layer of the output network. In the last row, we also report as an example the results obtained at 12˚ by an ensemble of 5 networks A with k = 11, 12, 13, 14 and 15. Note that precision for distant contacts exceeds all previously reported results and is well above 50%. For the prediction of coarse-grained contact maps, we use the indirect GIOHMM/GRNN strategy and compare different exploration/exploitation strategies: random exploration, pure exploitation, and their convex combination (semiuniform exploitation). In the semi-uniform case we set the probability of random uniform exploration to = 0.4. In addition, we also try a fourth hybrid strategy in which the search proceeds greedily (i.e. the best successor is chosen at each step, as in pure exploitation), but the network is trained by randomly sub-sampling the successors of the current state. Eight numerical features encode the input label of each node: one-hot encoding of secondary structure classes; normalized linear distances from the N to C terminus; average, maximum and minimum hydrophobic character of the segment (based on the Kyte-Doolittle scale with a moving window of length 7). A sample of results obtained with 5-fold cross-validation is shown in Table 2. Hidden state vectors have dimension k = 5 with no hidden layers. For each strategy we measure performances by means of several indices: micro and macroaveraged precision (mP , M P ), recall (mR, M R) and F1 measure (mF1 , M F1 ). Micro-averages are derived based on each pair of secondary structure elements in each protein, whereas macro-averages are obtained on a per-protein basis, by first computing precision and recall for each protein, and then averaging over the set of all proteins. In addition, we also measure the micro and macro averages for specificity in the sense of percentage of correct prediction for non-contacts (mP (nc), M P (nc)). Note the tradeoffs between precision and recall across the training methods, the hybrid method achieving the best F 1 results. Table 2: Indirect prediction of coarse contact maps with dynamic sampling. Strategy Random exploration Semi-uniform Pure exploitation Hybrid mP .715 .454 .431 .417 mP (nc) .769 .787 .806 .834 mR .418 .631 .726 .790 mF1 .518 .526 .539 .546 MP .767 .507 .481 .474 M P (nc) .709 .767 .793 .821 MR .469 .702 .787 .843 M F1 .574 .588 .596 .607 We have presented two approaches, based on a very general IOHMM/RNN framework, that achieve state-of-the-art performance in the prediction of proteins contact maps at fine and coarse-grained levels of resolution. In principle both methods can be applied to both resolution levels, although the indirect prediction is computationally too demanding for fine-grained prediction of large proteins. Several extensions are currently under development, including the integration of these methods into complete 3D structure predictors. While these systems require long training periods, once trained they can rapidly sift through large proteomic data sets. Acknowledgments The work of PB and GP is supported by a Laurel Wilkening Faculty Innovation award and awards from NIH, BREP, Sun Microsystems, and the California Institute for Telecommunications and Information Technology. The work of PF and AV is partially supported by a MURST grant. References [1] D. Baker and A. Sali. Protein structure prediction and structural genomics. Science, 294:93–96, 2001. [2] P. Baldi and S. Brunak and P. Frasconi and G. Soda and G. Pollastri. Exploiting the past and the future in protein secondary structure prediction. Bioinformatics, 15(11):937–946, 1999. [3] P. Baldi and Y. Chauvin. Hybrid modeling, HMM/NN architectures, and protein applications. Neural Computation, 8(7):1541–1565, 1996. [4] P. Baldi and G. Pollastri. Machine learning structural and functional proteomics. IEEE Intelligent Systems. Special Issue on Intelligent Systems in Biology, 17(2), 2002. [5] Y. Bengio and P. Frasconi. Input-output HMM’s for sequence processing. IEEE Trans. on Neural Networks, 7:1231–1249, 1996. [6] P. Fariselli, O. Olmea, A. Valencia, and R. Casadio. Prediction of contact maps with neural networks and correlated mutations. Protein Engineering, 14:835–843, 2001. [7] P. Frasconi, M. Gori, and A. Sperduti. A general framework for adaptive processing of data structures. IEEE Trans. on Neural Networks, 9:768–786, 1998. [8] Z. Ghahramani and M. I. Jordan. Factorial hidden Markov models Machine Learning, 29:245–273, 1997. [9] W. Kabsch and C. Sander. Dictionary of protein secondary structure: pattern recognition of hydrogen-bonded and geometrical features. Biopolymers, 22:2577–2637, 1983. [10] A. M. Lesk, L. Lo Conte, and T. J. P. Hubbard. Assessment of novel fold targets in CASP4: predictions of three-dimensional structures, secondary structures, and interresidue contacts. Proteins, 45, S5:98–118, 2001. [11] G. Pollastri and P. Baldi. Predition of contact maps by GIOHMMs and recurrent neural networks using lateral propagation from all four cardinal corners. Proceedings of 2002 ISMB (Intelligent Systems for Molecular Biology) Conference. Bioinformatics, 18, S1:62–70, 2002. [12] G. Pollastri, D. Przybylski, B. Rost, and P. Baldi. Improving the prediction of protein secondary structure in three and eight classes using recurrent neural networks and profiles. Proteins, 47:228–235, 2002. [13] G. Pollastri, P. Baldi, P. Fariselli, and R. Casadio. Prediction of coordination number and relative solvent accessibility in proteins. Proteins, 47:142–153, 2002. [14] M. Vendruscolo, E. Kussell, and E. Domany. Recovery of protein structure from contact maps. Folding and Design, 2:295–306, 1997.

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Criterion (2) implies that neighboring partitions should have dominant axes that span similar subspaces, since disagreement (large subspace angles) would lead to inconsistent projections of a point and therefore uncertainty about its location in a low-dimensional coordinate space. The principal insight is that criterion (2) is exactly the cost of coding the location of a point in one neighborhood when it is generated by another neighborhood— the cross-entropy between the gaussian models defi ning the two neighborhoods: D(N1 N2 ) = = dy N (y; µ1 ,Σ1 ) log N (y; µ1 ,Σ1 ) N (y; µ2 ,Σ2 ) (log |Σ−1 Σ2 | + trace(Σ−1 Σ1 ) + (µ2 −µ1 ) Σ−1 (µ2 −µ1 ) − D)/2. (2) 1 2 2 Roughly speaking, the terms in (2) measure differences in size, orientation, and position, respectively, of two coordinate frames located at the means µ1 , µ2 with axes specifi by ed the eigenvectors of Σ1 , Σ2 . All three terms decline to zero as the overlap between the two frames is maximized. To maximize consistency between adjacent neighborhoods, we form . the prior p(µ, Σ) = exp[− ∑i= j mi (µ j )D(Ni N j )], where mi (µ j ) is a measure of co-locality. Unlike global coordination [8], we are not asking that the dominant axes in neighboring charts are aligned— only that they span nearly the same subspace. This is a much easier objective to satisfy, and it contains a useful special case where the posterior p(µ, Σ|Y) ∝ ∑i p(yi |µ, Σ)p(µ, Σ) is unimodal and can be maximized in closed form: Let us associate a gaussian neighborhood with each data-point, setting µi = yi ; take all neighborhoods to be a priori equally probable, setting pi = 1/N; and let the co-locality measure be determined from some local kernel. For example, in this paper we use mi (µ j ) ∝ N (µ j ; µi , σ2 ), with the scale parameter σ specifying the expected size of a neighborhood on the manifold in sample space. A reasonable choice is σ = r/2, so that 2erf(2) > 99.5% of the density of mi (µ j ) is contained in the area around yi where the manifold is expected to be locally linear. With uniform pi and µi , mi (µ j ) and fi xed, the MAP estimates of the GMM covariances are Σi = ∑ mi (µ j ) (y j − µi )(y j − µi ) + (µ j − µi )(µ j − µi ) + Σ j j ∑ mi (µ j ) (3) . j Note that each covariance Σi is dependent on all other Σ j . The MAP estimators for all covariances can be arranged into a set of fully constrained linear equations and solved exactly for their mutually optimal values. This key step brings nonlocal information about the manifold’s shape into the local description of each neighborhood, ensuring that adjoining neighborhoods have similar covariances and small angles between their respective subspaces. Even if a local subset of data points are dense in a direction perpendicular to the manifold, the prior encourages the local chart to orient parallel to the manifold as part of a globally optimal solution, protecting against a pathology noted in [8]. Equation (3) is easily adapted to give a reduced number of charts and/or charts centered on local centroids. 4 Connecting the charts We now build a connection for set of charts specifi as an arbitrary nondegenerate GMM. A ed GMM gives a soft partitioning of the dataset into neighborhoods of mean µk and covariance Σk . The optimal variance-preserving low-dimensional coordinate system for each neighborhood derives from its weighted principal component analysis, which is exactly specifi ed by the eigenvectors of its covariance matrix: Eigendecompose Vk Λk Vk ← Σk with eigen. values in descending order on the diagonal of Λk and let Wk = [Id , 0]Vk be the operator . th projecting points into the k local chart, such that local chart coordinate uki = Wk (yi − µk ) . and Uk = [uk1 , · · · , ukN ] holds the local coordinates of all points. Our goal is to sew together all charts into a globally consistent low-dimensional coordinate system. For each chart there will be a low-dimensional affi transform Gk ∈ R(d+1)×d ne that projects Uk into the global coordinate space. Summing over all charts, the weighted average of the projections of point yi into the low-dimensional vector space is W j (y − µ j ) 1 . x|y = ∑ G j j p j|y (y) . xi |yi = ∑ G j ⇒ u ji 1 j p j|y (yi ), (4) where pk|y (y) ∝ pk N (y; µk , Σk ), ∑k pk|y (y) = 1 is the probability that chart k generates point y. As pointed out in [8], if a point has nonzero probabilities in two charts, then there should be affi transforms of those two charts that map the point to the same place in a ne global coordinate space. We set this up as a weighted least-squares problem: . G = [G1 , · · · , GK ] = arg min uki 1 ∑ pk|y (yi )p j|y (yi ) Gk Gk ,G j i −Gj u ji 1 2 . (5) F Equation (5) generates a homogeneous set of equations that determines a solution up to an affi transform of G. There are two solution methods. First, let us temporarily anchor one ne neighborhood at the origin to fi this indeterminacy. This adds the constraint G1 = [I, 0] . x . To solve, defi indicator matrix Fk = [0, · · · , 0, I, 0, · · · , 0] with the identity mane . trix occupying the kth block, such that Gk = GFk . Let the diagonal of Pk = diag([pk|y (y1 ), · · · , pk|y (yN )]) record the per-point posteriors of chart k. The squared error of the connection is then a sum of of all patch-to-anchor and patch-to-patch inconsistencies: . E =∑ (GUk − k U1 0 2 )Pk P1 F + ∑ (GU j − GUk )P j Pk j=k 2 F ; . Uk = Fk Uk 1 . (6) Setting dE /dG = 0 and solving to minimize convex E gives −1 G = ∑ Uk P2 k k ∑ j=k P2 j Uk − ∑ ∑ Uk P2 P2 k 1 Uk P2 P2 U j k j k j=k U1 0 . (7) We now remove the dependence on a reference neighborhood G1 by rewriting equation 5, G = arg min ∑ j=k (GU j − GUk )P j Pk G 2 F = GQ 2 F = trace(GQQ G ) , (8) . where Q = ∑ j=k U j − Uk P j Pk . If we require that GG = I to prevent degenerate solutions, then equation (8) is solved (up to rotation in coordinate space) by setting G to the eigenvectors associated with the smallest eigenvalues of QQ . The eigenvectors can be computed effi ciently without explicitly forming QQ ; other numerical effi ciencies obtain by zeroing any vanishingly small probabilities in each Pk , yielding a sparse eigenproblem. A more interesting strategy is to numerically condition the problem by calculating the trailing eigenvectors of QQ + 1. It can be shown that this maximizes the posterior 2 p(G|Q) ∝ p(Q|G)p(G) ∝ e− GQ F e− G1 , where the prior p(G) favors a mapping G whose unit-norm rows are also zero-mean. This maximizes variance in each row of G and thereby spreads the projected points broadly and evenly over coordinate space. The solutions for MAP charts (equation (5)) and connection (equation (8)) can be applied to any well-fi tted mixture of gaussians/factors1 /PCAs density model; thus large eigenproblems can be avoided by connecting just a small number of charts that cover the data. 1 We thank reviewers for calling our attention to Teh & Roweis ([11]— in this volume), which shows how to connect a set of given local dimensionality reducers in a generalized eigenvalue problem that is related to equation (8). LLE, n=5 charting (projection onto coordinate space) charting best Isomap LLE, n=6 LLE, n=7 LLE, n=8 random subset of local charts XYZ view LLE, n=9 LLE, n=10 XZ view data (linked) embedding, XY view XY view original data reconstruction (back−projected coordinate grid) best LLE (regularized) Figure 2: The twisted curl problem. L EFT: Comparison of charting, I SO M AP, & LLE. 400 points are randomly sampled from the manifold with noise. Charting is the only method that recovers the original space without catastrophes (folding), albeit with some shear. R IGHT: The manifold is regularly sampled (with noise) to illustrate the forward and backward projections. Samples are shown linked into lines to help visualize the manifold structure. Coordinate axes of a random selection of charts are shown as bold lines. Connecting subsets of charts such as this will also give good mappings. The upper right quadrant shows various LLE results. At bottom we show the charting solution and the reconstructed (back-projected) manifold, which smooths out the noise. Once the connection is solved, equation (4) gives the forward projection of any point y down into coordinate space. There are several numerically distinct candidates for the backprojection: posterior mean, mode, or exact inverse. In general, there may not be a unique posterior mode and the exact inverse is not solvable in closed form (this is also true of [8]). Note that chart-wise projection defi a complementary density in coordinate space nes px|k (x) = N (x; Gk 0 1 , Gk [Id , 0]Λk [Id , 0] 0 0 0 Gk ). (9) Let p(y|x, k), used to map x into subspace k on the surface of the manifold, be a Dirac delta function whose mean is a linear function of x. Then the posterior mean back-projection is obtained by integrating out uncertainty over which chart generates x: y|x = ∑ pk|x (x) k µk + Wk Gk I 0 + x − Gk 0 1 , (10) where (·)+ denotes pseudo-inverse. In general, a back-projecting map should not reconstruct the original points. Instead, equation (10) generates a surface that passes through the weighted average of the µi of all the neighborhoods in which yi has nonzero probability, much like a principal curve passes through the center of each local group of points. 5 Experiments Synthetic examples: 400 2 D points were randomly sampled from a 2 D square and embedded in 3 D via a curl and twist, then contaminated with gaussian noise. Even if noiselessly sampled, this manifold cannot be “ unrolled” without distortion. In addition, the outer curl is sampled much less densely than the inner curl. With an order of magnitude fewer points, higher noise levels, no possibility of an isometric mapping, and uneven sampling, this is arguably a much more challenging problem than the “ swiss roll” and “ s-curve” problems featured in [12, 9, 8, 1]. Figure 2LEFT contrasts the (unique) output of charting and the best outputs obtained from I SO M AP and LLE (considering all neighborhood sizes between 2 and 20 points). I SO M AP and LLE show catastrophic folding; we had to change LLE’s b. data, yz view c. local charts d. 2D embedding e. 1D embedding 1D ordinate a. data, xy view true manifold arc length Figure 3: Untying a trefoil knot ( ) by charting. 900 noisy samples from a 3 D-embedded 1 D manifold are shown as connected dots in front (a) and side (b) views. A subset of charts is shown in (c). Solving for the 2 D connection gives the “ unknot” in (d). After removing some points to cut the knot, charting gives a 1 D embedding which we plot against true manifold arc length in (e); monotonicity (modulo noise) indicates correctness. Three principal degrees of freedom recovered from raw jittered images pose scale expression images synthesized via backprojection of straight lines in coordinate space Figure 4: Modeling the manifold of facial images from raw video. Each row contains images synthesized by back-projecting an axis-parallel straight line in coordinate space onto the manifold in image space. Blurry images correspond to points on the manifold whose neighborhoods contain few if any nearby data points. regularization in order to coax out nondegenerate (>1 D) solutions. Although charting is not designed for isometry, after affi transform the forward-projected points disagree with ne the original points with an RMS error of only 1.0429, lower than the best LLE (3.1423) or best I SO M AP (1.1424, not shown). Figure 2RIGHT shows the same problem where points are sampled regularly from a grid, with noise added before and after embedding. Figure 3 shows a similar treatment of a 1 D line that was threaded into a 3 D trefoil knot, contaminated with gaussian noise, and then “ untied” via charting. Video: We obtained a 1965-frame video sequence (courtesy S. Roweis and B. Frey) of 20 × 28-pixel images in which B.F. strikes a variety of poses and expressions. The video is heavily contaminated with synthetic camera jitters. We used raw images, though image processing could have removed this and other uninteresting sources of variation. We took a 500-frame subsequence and left-right mirrored it to obtain 1000 points in 20 × 28 = 560D image space. The point-growth process peaked just above d = 3 dimensions. We solved for 25 charts, each centered on a random point, and a 3D connection. The recovered degrees of freedom— recognizable as pose, scale, and expression— are visualized in fi gure 4. original data stereographic map to 3D fishbowl charting Figure 5: Flattening a fi shbowl. From the left: Original 2000×2D points; their stereographic mapping to a 3D fi shbowl; its 2D embedding recovered using 500 charts; and the stereographic map. Fewer charts lead to isometric mappings that fold the bowl (not shown). Conformality: Some manifolds can be flattened conformally (preserving local angles) but not isometrically. Figure 5 shows that if the data is fi nely charted, the connection behaves more conformally than isometrically. This problem was suggested by J. Tenenbaum. 6 Discussion Charting breaks kernel-based NLDR into two subproblems: (1) Finding a set of datacovering locally linear neighborhoods (“ charts” ) such that adjoining neighborhoods span maximally similar subspaces, and (2) computing a minimal-distortion merger (“ connection” ) of all charts. The solution to (1) is optimal w.r.t. the estimated scale of local linearity r; the solution to (2) is optimal w.r.t. the solution to (1) and the desired dimensionality d. Both problems have Bayesian settings. By offloading the nonlinearity onto the kernels, we obtain least-squares problems and closed form solutions. This scheme is also attractive because large eigenproblems can be avoided by using a reduced set of charts. The dependence on r, like trusted-set methods, is a potential source of solution instability. In practice the point-growth estimate seems fairly robust to data perturbations (to be expected if the data density changes slowly over a manifold of integral Hausdorff dimension), while the use of a soft neighborhood partitioning appears to make charting solutions reasonably stable to variations in r. Eigenvalue stability analyses may prove useful here. Ultimately, we would prefer to integrate r out. In contrast, use of d appears to be a virtue: Unlike other eigenvector-based methods, the best d-dimensional embedding is not merely a linear projection of the best d + 1-dimensional embedding; a unique distortion is found for each value of d that maximizes the information content of its embedding. Why does charting performs well on datasets where the signal-to-noise ratio confounds recent state-of-the-art methods? Two reasons may be adduced: (1) Nonlocal information is used to construct both the system of local charts and their global connection. (2) The mapping only preserves the component of local point-to-point distances that project onto the manifold; relationships perpendicular to the manifold are discarded. Thus charting uses global shape information to suppress noise in the constraints that determine the mapping. Acknowledgments Thanks to J. Buhmann, S. Makar, S. Roweis, J. Tenenbaum, and anonymous reviewers for insightful comments and suggested “ challenge” problems. References [1] M. Balasubramanian and E. L. Schwartz. The IsoMap algorithm and topological stability. Science, 295(5552):7, January 2002. [2] C. Bregler and S. Omohundro. Nonlinear image interpolation using manifold learning. In NIPS–7, 1995. [3] D. DeMers and G. Cottrell. Nonlinear dimensionality reduction. In NIPS–5, 1993. [4] J. Gomes and A. Mojsilovic. A variational approach to recovering a manifold from sample points. In ECCV, 2002. [5] T. Hastie and W. Stuetzle. Principal curves. J. Am. Statistical Assoc, 84(406):502–516, 1989. [6] G. Hinton, P. Dayan, and M. Revow. Modeling the manifolds of handwritten digits. IEEE Trans. Neural Networks, 8, 1997. [7] N. Kambhatla and T. Leen. Dimensionality reduction by local principal component analysis. Neural Computation, 9, 1997. [8] S. Roweis, L. Saul, and G. Hinton. Global coordination of linear models. In NIPS–13, 2002. [9] S. T. Roweis and L. K. Saul. Nonlinear dimensionality reduction by locally linear embedding. Science, 290:2323–2326, December 22 2000. [10] A. Smola, S. Mika, B. Schölkopf, and R. Williamson. Regularized principal manifolds. Machine Learning, 1999. [11] Y. W. Teh and S. T. Roweis. Automatic alignment of hidden representations. In NIPS–15, 2003. [12] J. B. Tenenbaum, V. de Silva, and J. C. Langford. A global geometric framework for nonlinear dimensionality reduction. Science, 290:2319–2323, December 22 2000.

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