nips nips2006 nips2006-77 knowledge-graph by maker-knowledge-mining
Source: pdf
Author: Karsten M. Borgwardt, Nicol N. Schraudolph, S.v.n. Vishwanathan
Abstract: Using extensions of linear algebra concepts to Reproducing Kernel Hilbert Spaces (RKHS), we define a unifying framework for random walk kernels on graphs. Reduction to a Sylvester equation allows us to compute many of these kernels in O(n3 ) worst-case time. This includes kernels whose previous worst-case time complexity was O(n6 ), such as the geometric kernels of G¨ rtner et al. [1] and a the marginal graph kernels of Kashima et al. [2]. Our algebra in RKHS allow us to exploit sparsity in directed and undirected graphs more effectively than previous methods, yielding sub-cubic computational complexity when combined with conjugate gradient solvers or fixed-point iterations. Experiments on graphs from bioinformatics and other application domains show that our algorithms are often more than 1000 times faster than existing approaches. 1
Reference: text
sentIndex sentText sentNum sentScore
1 Reduction to a Sylvester equation allows us to compute many of these kernels in O(n3 ) worst-case time. [sent-17, score-0.177]
2 This includes kernels whose previous worst-case time complexity was O(n6 ), such as the geometric kernels of G¨ rtner et al. [sent-18, score-0.434]
3 [1] and a the marginal graph kernels of Kashima et al. [sent-19, score-0.36]
4 Our algebra in RKHS allow us to exploit sparsity in directed and undirected graphs more effectively than previous methods, yielding sub-cubic computational complexity when combined with conjugate gradient solvers or fixed-point iterations. [sent-21, score-0.459]
5 Experiments on graphs from bioinformatics and other application domains show that our algorithms are often more than 1000 times faster than existing approaches. [sent-22, score-0.223]
6 Simple ways of comparing graphs which are based on pairwise comparison of nodes or edges, are possible in quadratic time, yet may neglect information represented by the structure of the graph. [sent-26, score-0.208]
7 Graph kernels, as originally proposed by G¨ rtner et al. [sent-27, score-0.18]
8 [3], a take the structure of the graph into account. [sent-30, score-0.186]
9 Even though the number of common random walks could potentially be exponential, polynomial time algorithms exist for computing these kernels. [sent-32, score-0.151]
10 Unfortunately for the practitioner, these kernels are still prohibitively expensive since their computation scales as O(n6 ), where n is the number of vertices in the input graphs. [sent-33, score-0.232]
11 In this paper, we extend common concepts from linear algebra to Reproducing Kernel Hilbert Spaces (RKHS), and use these extensions to define a unifying framework for random walk kernels. [sent-35, score-0.364]
12 We show that computing many random walk graph kernels including those of G¨ rtner et al. [sent-36, score-0.762]
13 We can now borrow concepts from tensor calculus to extend certain linear algebra operations to H: Definition 1 Let A ∈ X n×m, B ∈ X m×p, and C ∈ Rm×p. [sent-41, score-0.163]
14 [Φ(A) C]ik := j j Given A ∈ Rn×m and B ∈ Rp×q the Kronecker product A ⊗ B ∈ Rnp×mq and vec operator are defined as A∗1 A11 B A12 B . [sent-43, score-0.54]
15 (4) If p = q = n = m, direct computation of the right hand side of (4) requires O(n4 ) kernel evaluations. [sent-69, score-0.145]
16 3 Random Walk Kernels Random walk kernels on graphs are based on a simple idea: Given a pair of graphs perform a random walk on both of them and count the number of matching walks [1, 2, 3]. [sent-73, score-1.063]
17 These kernels mainly differ in the way the similarity between random walks is computed. [sent-74, score-0.284]
18 [1] count a the number of nodes in the random walk which have the same label. [sent-76, score-0.266]
19 [3] on the other hand, use a kernel defined on nodes and edges in order to compute similarity between random walks, and define an initial probability distribution over nodes in order to ensure convergence. [sent-80, score-0.261]
20 In this section we present a unifying framework which includes the above mentioned kernels as special cases. [sent-81, score-0.155]
21 , a vector of all zeros with the i-th entry set to one), e to denote a vector with all entries set to one, 0 to denote the vector of all zeros, and I to denote the identity matrix. [sent-85, score-0.206]
22 A graph G ∈ G consists of an ordered and finite set of n vertices V denoted by {v1 , v2 , . [sent-87, score-0.291]
23 A vertex vi is said to be a neighbor of another vertex vj if they are connected by an edge. [sent-91, score-0.575]
24 G is said to be undirected if (vi , vj ) ∈ E ⇐⇒ (vj , vi ) ∈ E for all edges. [sent-92, score-0.363]
25 The unnormalized adjacency matrix of G is an n×n real matrix P with Pij = 1 if (vi , vj ) ∈ E, and 0 otherwise. [sent-93, score-0.387]
26 , Pij ∈ (0, ∞) if (vi , vj ) ∈ E and zero otherwise. [sent-96, score-0.169]
27 The matrix A := P D−1 is then called the normalized adjacency matrix, or simply adjacency matrix. [sent-98, score-0.271]
28 A walk w on G is a sequence of indices w1 , w2 , . [sent-99, score-0.234]
29 The length of a walk is equal to the number of edges encountered during the walk (here: t). [sent-103, score-0.518]
30 A graph is said to be connected if any two pairs of vertices can be connected by a walk; here we always work with connected graphs. [sent-104, score-0.406]
31 In other words, [At ]ij denotes the probability of a transition from vertex vi to vertex vj via a walk of length t. [sent-112, score-0.75]
32 We use this intuition to define random walk kernels on graphs. [sent-113, score-0.361]
33 Every edge labeled graph G is associated with a label matrix L ∈ X n×n , such that Lij = iff (vi , vj ) ∈ E, in other words only those edges / which are present in the graph get a non- label. [sent-115, score-0.811]
34 Let H be the RKHS endowed with the kernel κ : X × X → R, and let φ : X → H denote the corresponding feature map which maps to the zero element of H. [sent-116, score-0.184]
35 Henceforth we use the term labeled graph to denote an edge-labeled graph. [sent-119, score-0.25]
36 2 Product Graphs Given two graphs G(V, E) and G (V , E ), the product graph G× (V× , E× ) is a graph with nn vertices, each representing a pair of vertices from G and G , respectively. [sent-121, score-0.803]
37 An edge exists in E× iff the corresponding vertices are adjacent in both G and G . [sent-122, score-0.238]
38 Thus V× = {(vi , vi ) : vi ∈ V ∧ vi ∈ V }, (5) E× = {((vi ,vi ), (vj ,vj )) : (vi , vj ) ∈ E ∧ (vi , vj ) ∈ E }. [sent-123, score-0.827]
39 (6) If A and A are the adjacency matrices of G and G , respectively, the adjacency matrix of the product graph G× is A× = A ⊗ A . [sent-124, score-0.572]
40 An edge exists in the product graph iff an edge exits in both G and G , therefore performing a simultaneous random walk on G and G is equivalent to performing a random walk on the product graph [4]. [sent-125, score-1.323]
41 Then the initial probability distribution p× of the product graph is p× := p ⊗ p . [sent-127, score-0.301]
42 , the probability that a random walk ends at a given vertex), the stopping probability q× of the product graph is q× := q ⊗ q . [sent-130, score-0.572]
43 If G and G are edge-labeled, we can associate a weight matrix W× ∈ Rnn ×nn with G× , using our Kronecker product in RKHS (Definition 2): W× = Φ(L) ⊗ Φ(L ). [sent-131, score-0.17]
44 As a consequence of the definition of Φ(L) and Φ(L ), the entries of W× are non-zero only if the corresponding edge exists in the product graph. [sent-132, score-0.239]
45 The weight matrix is closely related to the adjacency matrix: assume that H = R endowed with the usual dot product, and φ(Lij ) = 1 if (vi , vj ) ∈ E or zero otherwise. [sent-133, score-0.378]
46 , the weight matrix is identical to the adjacency matrix of the product graph. [sent-136, score-0.333]
47 To extend the above discussion, assume that H = Rd endowed with the usual dot product, and that there are d distinct edge labels {1, 2, . [sent-137, score-0.158]
48 For each edge (vi , vj ) ∈ E we have φ(Lij ) = el if the edge (vi , vj ) is labeled l. [sent-141, score-0.532]
49 , its value between any two edges is one iff the labels on the edges match, and zero otherwise. [sent-145, score-0.183]
50 The weight matrix W× has a non-zero entry iff an edge exists in the product graph and the corresponding l edges in G and G have the same label. [sent-146, score-0.573]
51 Let A denote the adjacency matrix of the graph filtered by l the label l, i. [sent-147, score-0.381]
52 Some simple algebra (omitted for the sake of brevity) shows that the weight matrix of the product graph can be written as d l l A⊗A . [sent-150, score-0.429]
53 3 (7) l=1 Kernel Definition Performing a random walk on the product graph G× is equivalent to performing a simultaneous random walk on the graphs G and G [4]. [sent-152, score-0.984]
54 Therefore, the (in + j, i n + j )-th entry of Ak represents × the probability of simultaneous k length random walks on G (starting from vertex vi and ending in vertex vj ) and G (starting from vertex vi and ending in vertex vj ). [sent-153, score-1.281]
55 The (in + j, i n + j )-th entry of W× represents the similarity between simultaneous k length random walks on G and G measured via the kernel function κ. [sent-155, score-0.336]
56 Given the weight matrix W× , initial and stopping probability distributions p× and q× , and an appropriately chosen discrete measure µ, we can define a random walk kernel on G and G as ∞ k µ(k) q× W× p× . [sent-156, score-0.432]
57 The lemma follows since a convex combination of kernels is itself a valid kernel. [sent-166, score-0.229]
58 [2] use marginalization and probabilities of random walks to define kernels on graphs. [sent-171, score-0.243]
59 Given transition probability matrices P and P associated with graphs G and G respectively, their kernel can be written as (see Eq. [sent-172, score-0.282]
60 The edge kernel κ(Lij , Li j ) := Pij Pi j κ(Lij , Li,j ) with λ = 1 recovers (9). [sent-176, score-0.187]
61 [1] use the adjacency matrix of the product graph to define the so-called geometric a kernel ∞ n n λk [Ak ]ij . [sent-178, score-0.57]
62 (11) k(G, G ) = × i=1 j=1 k=0 To recover their kernel in our framework, assume an uniform distribution over the vertices of G and G , i. [sent-179, score-0.211]
63 We now show that if the weight matrix W× can be written as (7) then the problem of computing the graph kernel (9) can be reduced to the problem of solving the following Sylvester equation: i i A λ X A + X0 , X= (14) i where vec(X0 ) = p× . [sent-192, score-0.382]
64 (17) (18) The right-hand side of (18) is the graph kernel (9). [sent-196, score-0.292]
65 Given the solution X of the Sylvester equation (14), the graph kernel can be obtained as q× vec(X) in O(n2 ) time. [sent-197, score-0.342]
66 Since solving the generalized Sylvester equation takes O(dn3 ) time, computing the graph kernel in this fashion is significantly faster than the O(n6 ) time required by the direct approach. [sent-198, score-0.416]
67 Finding the nearest Kronecker product approximating a matrix such as W× is a well-studied problem in numerical linear algebra and efficient algorithms which exploit sparsity of W× are readily available [6]. [sent-201, score-0.338]
68 2 Conjugate Gradient Methods Given a matrix M and a vector b, conjugate gradient (CG) methods solve the system of equations M x = b efficiently [7]. [sent-203, score-0.213]
69 Furthermore, if computing matrix-vector products is cheap — because M is sparse, for instance — the CG solver can be sped up significantly [7]. [sent-208, score-0.196]
70 Specifically, if computing M v for an arbitrary vector v requires O(k) time, and the effective rank of the matrix is m, then a CG solver requires only O(mk) time to solve M x = b. [sent-209, score-0.241]
71 The graph kernel (9) can be computed by a two-step procedure: First we solve the linear system (I −λW× ) x = p× , (19) for x, then we compute q×x. [sent-210, score-0.335]
72 Directly computing the matrix-vector product W× r, requires O(n4 ) time. [sent-213, score-0.15]
73 Key to our speed-ups is the ability to exploit Lemma 1 to compute this matrix-vector product more efficiently: Recall that W× = Φ(L) ⊗ Φ(L ). [sent-214, score-0.174]
74 Letting xt denote the value of x at iteration t, we set x0 := p× , then compute xt+1 = p× + λW× xt (22) repeatedly until ||xt+1 − xt || < ε, where || · || denotes the Euclidean norm and ε some pre-defined tolerance. [sent-221, score-0.197]
75 Since each iteration of (22) involves computation of the matrix-vector product W× xt , all speed-ups for computing the matrix-vector product discussed in Section 4. [sent-224, score-0.344]
76 In particular, we exploit the fact that W× is a sum of Kronecker products to reduce the worst-case time complexity to O(n3 ) in our experiments, in contrast to Kashima et al. [sent-226, score-0.152]
77 5 Experiments To assess the practical impact of our algorithmic improvements, we compared our techniques from Section 4 with G¨ rtner et al. [sent-228, score-0.18]
78 We tested the practical feasibility of the presented techniques on four real-world datasets whose size mandates fast graph kernel computation; two datasets of molecular compounds (MUTAG and PTC), and two datasets with hundreds of graphs describing protein tertiary structure (Protein and Enzyme). [sent-239, score-0.655]
79 Graph kernels provide useful measures of similarity for all these graphs; please refer to the addendum for more details on these datasets, and applications for graph kernels on them. [sent-240, score-0.481]
80 Figure 1: Time (in seconds on a log-scale) to compute 100×100 kernel matrix for unlabeled (left) resp. [sent-241, score-0.197]
81 Compare the conventional direct method (black) to our fast Sylvester equation, conjugate gradient (CG), and fixed-point iteration (FP) approaches. [sent-243, score-0.219]
82 1 Unlabeled Graphs In a first series of experiments, we compared graph topology only on our 4 datasets, i. [sent-245, score-0.186]
83 We report the time taken to compute the full graph kernel matrix for various sizes (number of graphs) in Table 1 and show the results for computing a 100 × 100 sub-matrix in Figure 1 (left). [sent-248, score-0.382]
84 On unlabeled graphs, conjugate gradient and fixed-point iteration — sped up via our Lemma 1 — are consistently about two orders of magnitude faster than the conventional direct method. [sent-249, score-0.321]
85 The Sylvester approach is very competitive on smaller graphs (outperforming CG on MUTAG) but slows down with increasing number of nodes per graph; this is because we were unable to incorporate Lemma 1 into Matlab’s black-box dlyap solver. [sent-250, score-0.295]
86 2 Labeled Graphs In a second series of experiments, we compared graphs with node and edge labels. [sent-253, score-0.257]
87 On our two protein datasets we employed a linear kernel to measure similarity between edge labels representing ˚ distances (in angstr¨ ms) between secondary structure elements. [sent-254, score-0.36]
88 On our two chemical datasets we o used a delta kernel to compare edge labels reflecting types of bonds in molecules. [sent-255, score-0.305]
89 In the experiments with the delta kernel, conjugate gradient and fixedpoint iteration are still at least two orders of magnitude faster. [sent-258, score-0.223]
90 Since we did not have access to a generalized Sylvester equation (13) solver, we had to use a Kronecker product approximation [6] which dramatically slowed down the Sylvester equation approach. [sent-259, score-0.215]
91 Table 1: Time to compute kernel matrix for given number of unlabeled graphs from various datasets. [sent-260, score-0.373]
92 Table 2: Time to compute kernel matrix for given number of labeled graphs from various datasets. [sent-284, score-0.369]
93 kernel dataset #graphs Direct Sylvester Conjugate Fixed Point delta MUTAG 100 230 7. [sent-285, score-0.15]
94 6 Outlook and Discussion We have shown that computing random walk graph kernels is essentially equivalent to solving a large linear system. [sent-299, score-0.582]
95 Even though the Sylvester equation method has a worst-case complexity of O(n3 ), the conjugate gradient and fixed-point methods tend to be faster on all our datasets. [sent-303, score-0.165]
96 This is because computing matrix-vector products via Lemma 1 is quite efficient when the graphs are sparse, so that the feature matrices Φ(L) and Φ(L ) contain only O(n) non- entries. [sent-304, score-0.257]
97 Matlab’s black-box dlyap solver is unable to exploit this sparsity; we are working on more capable alternatives. [sent-305, score-0.223]
98 We have shown that sparsity, low effective rank, and Kronecker product structure can be exploited to greatly reduce the computational cost of graph kernels; taking advantage of other forms of structure in W× remains a challenge. [sent-310, score-0.327]
99 Now that the computation of random walk graph kernels is viable for practical problem sizes, it will open the doors for their application in hitherto unexplored domains. [sent-311, score-0.547]
100 The algorithmic challenge now is how to integrate higher-order structures, such as spanning trees, in graph comparisons. [sent-312, score-0.186]
wordName wordTfidf (topN-words)
[('sylvester', 0.458), ('vec', 0.425), ('walk', 0.234), ('graph', 0.186), ('graphs', 0.176), ('vj', 0.169), ('vi', 0.163), ('cg', 0.156), ('kashima', 0.153), ('rtner', 0.133), ('kernels', 0.127), ('walks', 0.116), ('kronecker', 0.115), ('product', 0.115), ('adjacency', 0.108), ('kernel', 0.106), ('vertices', 0.105), ('lij', 0.097), ('australia', 0.093), ('rkhs', 0.092), ('vertex', 0.092), ('conjugate', 0.088), ('dlyap', 0.087), ('mutag', 0.087), ('vwi', 0.087), ('borgwardt', 0.086), ('edge', 0.081), ('solver', 0.077), ('lemma', 0.075), ('algebra', 0.073), ('ptc', 0.065), ('exploit', 0.059), ('protein', 0.058), ('aij', 0.058), ('australian', 0.055), ('canberra', 0.055), ('ict', 0.055), ('matrix', 0.055), ('iff', 0.052), ('pij', 0.051), ('edges', 0.05), ('equation', 0.05), ('rr', 0.048), ('et', 0.047), ('bioinformatics', 0.047), ('ak', 0.046), ('endowed', 0.046), ('products', 0.046), ('delta', 0.044), ('mq', 0.044), ('enzyme', 0.043), ('xt', 0.043), ('entries', 0.043), ('datasets', 0.043), ('act', 0.043), ('solve', 0.043), ('similarity', 0.041), ('matlab', 0.041), ('direct', 0.039), ('simultaneous', 0.039), ('rnp', 0.038), ('locked', 0.038), ('sped', 0.038), ('stopping', 0.037), ('sparsity', 0.036), ('iteration', 0.036), ('unlabeled', 0.036), ('computing', 0.035), ('nn', 0.035), ('extrapolated', 0.035), ('nish', 0.035), ('national', 0.034), ('entry', 0.034), ('zeros', 0.033), ('xij', 0.032), ('munich', 0.032), ('hn', 0.032), ('calculus', 0.032), ('denote', 0.032), ('labeled', 0.032), ('nodes', 0.032), ('wi', 0.031), ('said', 0.031), ('labels', 0.031), ('rank', 0.031), ('ef', 0.031), ('tsuda', 0.03), ('ending', 0.03), ('concepts', 0.029), ('tensor', 0.029), ('outperforming', 0.029), ('conventional', 0.029), ('connected', 0.028), ('orders', 0.028), ('unifying', 0.028), ('vishwanathan', 0.028), ('gradient', 0.027), ('valid', 0.027), ('ij', 0.027), ('greatly', 0.026)]
simIndex simValue paperId paperTitle
same-paper 1 0.99999964 77 nips-2006-Fast Computation of Graph Kernels
Author: Karsten M. Borgwardt, Nicol N. Schraudolph, S.v.n. Vishwanathan
Abstract: Using extensions of linear algebra concepts to Reproducing Kernel Hilbert Spaces (RKHS), we define a unifying framework for random walk kernels on graphs. Reduction to a Sylvester equation allows us to compute many of these kernels in O(n3 ) worst-case time. This includes kernels whose previous worst-case time complexity was O(n6 ), such as the geometric kernels of G¨ rtner et al. [1] and a the marginal graph kernels of Kashima et al. [2]. Our algebra in RKHS allow us to exploit sparsity in directed and undirected graphs more effectively than previous methods, yielding sub-cubic computational complexity when combined with conjugate gradient solvers or fixed-point iterations. Experiments on graphs from bioinformatics and other application domains show that our algorithms are often more than 1000 times faster than existing approaches. 1
2 0.14204134 163 nips-2006-Prediction on a Graph with a Perceptron
Author: Mark Herbster, Massimiliano Pontil
Abstract: We study the problem of online prediction of a noisy labeling of a graph with the perceptron. We address both label noise and concept noise. Graph learning is framed as an instance of prediction on a finite set. To treat label noise we show that the hinge loss bounds derived by Gentile [1] for online perceptron learning can be transformed to relative mistake bounds with an optimal leading constant when applied to prediction on a finite set. These bounds depend crucially on the norm of the learned concept. Often the norm of a concept can vary dramatically with only small perturbations in a labeling. We analyze a simple transformation that stabilizes the norm under perturbations. We derive an upper bound that depends only on natural properties of the graph – the graph diameter and the cut size of a partitioning of the graph – which are only indirectly dependent on the size of the graph. The impossibility of such bounds for the graph geodesic nearest neighbors algorithm will be demonstrated. 1
3 0.11541128 14 nips-2006-A Small World Threshold for Economic Network Formation
Author: Eyal Even-dar, Michael Kearns
Abstract: We introduce a game-theoretic model for network formation inspired by earlier stochastic models that mix localized and long-distance connectivity. In this model, players may purchase edges at distance d at a cost of dα , and wish to minimize the sum of their edge purchases and their average distance to other players. In this model, we show there is a striking “small world” threshold phenomenon: in two dimensions, if α < 2 then every Nash equilibrium results in a network of constant diameter (independent of network size), and if α > 2 then every Nash equilibrium results in a network whose diameter grows as a root of the network size, and thus is unbounded. We contrast our results with those of Kleinberg [8] in a stochastic model, and empirically investigate the “navigability” of equilibrium networks. Our theoretical results all generalize to higher dimensions. 1
4 0.11109111 35 nips-2006-Approximate inference using planar graph decomposition
Author: Amir Globerson, Tommi S. Jaakkola
Abstract: A number of exact and approximate methods are available for inference calculations in graphical models. Many recent approximate methods for graphs with cycles are based on tractable algorithms for tree structured graphs. Here we base the approximation on a different tractable model, planar graphs with binary variables and pure interaction potentials (no external field). The partition function for such models can be calculated exactly using an algorithm introduced by Fisher and Kasteleyn in the 1960s. We show how such tractable planar models can be used in a decomposition to derive upper bounds on the partition function of non-planar models. The resulting algorithm also allows for the estimation of marginals. We compare our planar decomposition to the tree decomposition method of Wainwright et. al., showing that it results in a much tighter bound on the partition function, improved pairwise marginals, and comparable singleton marginals. Graphical models are a powerful tool for modeling multivariate distributions, and have been successfully applied in various fields such as coding theory and image processing. Applications of graphical models typically involve calculating two types of quantities, namely marginal distributions, and MAP assignments. The evaluation of the model partition function is closely related to calculating marginals [12]. These three problems can rarely be solved exactly in polynomial time, and are provably computationally hard in the general case [1]. When the model conforms to a tree structure, however, all these problems can be solved in polynomial time. This has prompted extensive research into tree based methods. For example, the junction tree method [6] converts a graphical model into a tree by clustering nodes into cliques, such that the graph over cliques is a tree. The resulting maximal clique size (cf. tree width) may nevertheless be prohibitively large. Wainwright et. al. [9, 11] proposed an approximate method based on trees known as tree reweighting (TRW). The TRW approach decomposes the potential vector of a graphical model into a mixture over spanning trees of the model, and then uses convexity arguments to bound various quantities, such as the partition function. One key advantage of this approach is that it provides bounds on partition function value, a property which is not shared by approximations based on Bethe free energies [13]. In this paper we focus on a different class of tractable models: planar graphs. A graph is called planar if it can be drawn in the plane without crossing edges. Works in the 1960s by physicists Fisher [5] and Kasteleyn [7], among others, have shown that the partition function for planar graphs may be calculated in polynomial time. This, however, is true under two key restrictions. One is that the variables xi are binary. The other is that the interaction potential depends only on xi xj (where xi ∈ {±1}), and not on their individual values (i.e., the zero external field case). Here we show how the above method can be used to obtain upper bounds on the partition function for non-planar graphs. As in TRW, we decompose the potential of a non-planar graph into a sum over spanning planar models, and then use a convexity argument to obtain an upper bound on the log partition function. The bound optimization is a convex problem, and can be solved in polynomial time. We compare our method with TRW on a planar graph with an external field, and show that it performs favorably with respect to both pairwise marginals and the bound on the partition function, and the two methods give similar results for singleton marginals. 1 Definitions and Notations Given a graph G with n vertices and a set of edges E, we are interested in pairwise Markov Random Fields (MRF) over the graph G. A pairwise MRF [13] is a multivariate distribution over variables x = {x1 , . . . , xn } defined as 1 P p(x) = e ij∈E fij (xi ,xj ) (1) Z where fij are a set of |E| functions, or interaction potentials, defined over pairs of variables. The P partition function is defined as Z = x e ij∈E fij (xi ,xj ) . Here we will focus on the case where xi ∈ {±1}. Furthermore, we will be interested in interaction potentials which only depend on agreement or disagreement between the signs of their variables. We define those by 1 θij (1 + xi xj ) = θij I(xi = xj ) (2) 2 so that fij (xi , xj ) is zero if xi = xj and θij if xi = xj . The model is then defined via the set of parameters θij . We use θ to denote the vector of parameters θij , and denote the partition function by Z(θ) to highlight its dependence on these parameters. f (xi , xj ) = A graph G is defined as planar if it can be drawn in the plane without any intersection of edges [4]. With some abuse of notation, we define E as the set of line segments in 2 corresponding to the edges in the graph. The regions of 2 \ E are defined as the faces of the graph. The face which corresponds to an unbounded region is called the external face. Given a planar graph G, its dual graph G∗ is defined in the following way: the vertices of G∗ correspond to faces of G, and there is an edge between two vertices in G∗ iff the two corresponding faces in G share an edge. If the graph G is weighted, the weight on an edge in G∗ is the weight on the edge shared by the corresponding faces in G. A plane triangulation of a planar graph G is obtained from G by adding edges such that all the faces of the resulting graph have exactly three vertices. Thus a plane triangulated graph has a dual where all vertices have degree three. It can be shown that every plane graph can be plane triangulated [4]. We shall also need the notion of a perfect matching on a graph. A perfect matching on a graph G is defined as a set of edges H ⊆ E such that every vertex in G has exactly one edge in H incident on it. If the graph is weighted, the weight of the matching is defined as the product of the weights of the edges in the matching. Finally, we recall the definition of a marginal polytope of a graph [12]. Consider an MRF over a graph G where fij are given by Equation 2. Denote the probability of the event I(xi = xj ) under p(x) by τij . The marginal polytope of G, denoted by M(G), is defined as the set of values τij that can be obtained under some assignment to the parameters θij . For a general graph G the polytope M(G) cannot be described using a polynomial number of inequalities. However, for planar graphs, it turns out that a set of O(n3 ) constraints, commonly referred to as triangle inequalities, suffice to describe M(G) (see [3] page 434). The triangle inequalities are defined by 1 TRI(n) = {τij : τij + τjk − τik ≤ 1, τij + τjk + τik ≥ 1, ∀i, j, k ∈ {1, . . . , n}} (3) Note that the above inequalities actually contain variables τij which do not correspond to edges in the original graph G. Thus the equality M(G) = TRI(n) should be understood as referring only to the values of τij that correspond to edges in the graph. Importantly, the values of τij for edges not in the graph need not be valid marginals for any MRF. In other words M(G) is a projection of TRI(n) on the set of edges of G. It is well known that the marginal polytope for trees is described via pairwise constraints. It is thus interesting that for planar graphs, it is triplets, rather than pairwise 1 The definition here is slightly different from that in [3], since here we refer to agreement probabilities, whereas [3] refers to disagreement probabilities. This polytope is also referred to as the cut polytope. constraints, that characterize the polytope. In this sense, planar graphs and trees may be viewed as a hierarchy of polytope complexity classes. It remains an interesting problem to characterize other structures in this hierarchy and their related inference algorithms. 2 Exact calculation of partition function using perfect matching The seminal works of Kasteleyn [7] and Fisher [5] have shown how one can calculate the partition function for a binary MRF over a planar graph with pure interaction potentials. We briefly review Fisher’s construction, which we will use in what follows. Our interpretation of the method differs somewhat from that of Fisher, but we believe it is more straightforward. The key idea in calculating the partition function is to convert the summation over values of x to the problem of calculating the sum of weights of all perfect matchings in a graph constructed from G, as shown below. In this section, we consider weighted graphs (graphs with numbers assigned to their edges). For the graph G associated with the pairwise MRF, we assign weights wij = e2θij to the edges. The first step in the construction is to plane triangulate the graph G. Let us call the resulting graph GT . We define an MRF on GT by assigning a parameter θij = 0 to the edges that have been added to G, and the corresponding weight wij = 1. Thus GT essentially describes the same distribution as G, and therefore has the same partition function. We can thus restrict our attention to calculating the partition function for the MRF on GT . As a first step in calculating a partition function over GT , we introduce the following definition: a ˆ set of edges E in GT is an agreement edge set (or AES) if for every triangle face F in GT one of the ˆ ˆ following holds: The edges in F are all in E, or exactly one of the edges in F is in E. The weight ˆ is defined as the product of the weights of the edges in E. ˆ of a set E It can be shown that there exists a bijection between pairs of assignments {x, −x} and agreement edge sets. The mapping from x to an edge set is simply the set of edges such that xi = xj . It is easy to see that this is an agreement edge set. The reverse mapping is obtained by finding an assignment x such that xi = xj iff the corresponding edge is in the agreement edge set. The existence of this mapping can be shown by induction on the number of (triangle) faces. P The contribution of a given assignment x to the partition function is e ˆ sponds to an AES denoted by E it is easy to see that P e ij∈E θij I(xi =xj ) = e− P ij∈E θij P e ˆ ij∈E 2θij = ce P ˆ ij∈E ij∈E 2θij θij I(xi =xj ) =c wij . If x corre(4) ˆ ij∈E P where c = e− ij∈E θij . Define the superset Λ as the set of agreement edge sets. The above then implies that Z(θ) = 2c E∈Λ ij∈E wij , and is thus proportional to the sum of AES weights. ˆ ˆ To sum over agreement edge sets, we use the following elegant trick introduced by Fisher [5]. Construct a new graph GPM from the dual of GT by introducing new vertices and edges according to the following rule: Replace each original vertex with three vertices that are connected to each other, and assign a weight of one to the new edges. Next, consider the three neighbors of the original vertex 2 . Connect each of the three new vertices to one of these three neighbors, keeping the original weights on these edges. The transformation is illustrated in Figure 1. The new graph GPM has O(3n) vertices, and is also planar. It can be seen that there is a one to one correspondence between perfect matchings in GPM and agreement edge sets in GT . Define Ω to be the set of perfect matchings in GPM . Then Z(θ) = 2c M ∈Ω ij∈M wij where we have used the fact that all the new weights have a value of one. Thus, the partition function is a sum over the weights of perfect matchings in GPM . Finally, we need a way of summing over the weights of the set of perfect matchings in a graph. Kasteleyn [7] proved that for a planar graph GPM , this sum may be obtained using the following sequence of steps: • Direct the edges of the graph GPM such that for every face (except possibly the external face), the number of edges on its perimeter oriented in a clockwise manner is odd. Kasteleyn showed that such a so called Pfaffian orientation may be constructed in polynomial time for a planar graph (see also [8] page 322). 2 Note that in the dual of GT all vertices have degree three, since GT is plane triangulated. 1.2 0.7 0.6 1 1 1 0.8 0.6 0.8 1.5 1.4 1.5 1 1 1.2 1 1 1 1 0.7 1.4 1 1 1 Figure 1: Illustration of the graph transformations in Section 2 for a complete graph with four vertices. Left panel shows the original weighted graph (dotted edges and grey vertices) and its dual (solid edges and black vertices). Right panel shows the dual graph with each vertex replaced by a triangle (the graph GPM in the text). Weights for dual graph edges correspond to the weights on the original graph. • Define the matrix P (GPM ) to be a skew symmetric matrix such that Pij = 0 if ij is not an edge, Pij = wij if the arrow on edge ij runs from i to j and Pij = −wij otherwise. • The sum over weighted matchings can then be shown to equal |P (GPM )|. The partition function is thus given by Z(θ) = 2c |P (GPM )|. To conclude this section we reiterate the following two key points: the partition function of a binary MRF over a planar graph with interaction potentials as in Equation 2 may be calculated in polynomial time by calculating the determinant of a matrix of size O(3n). An important outcome of this result is that the functional relation between Z(θ) and the parameters θij is known, a fact we shall use in what follows. 3 Partition function bounds via planar decomposition Given a non-planar graph G over binary variables with a vector of interaction potentials θ, we wish to use the exact planar computation to obtain a bound on the partition function of the MRF on G. We assume for simplicity that the potentials on the MRF for G are given in the form of Equation 2. Thus, G violates the assumptions of the previous section only in its non-planarity. Define G(r) as a set of spanning planar subgraphs of G, i.e., each graph G(r) is planar and contains all the vertices of G and some its edges. Denote by m the number of such graphs. Introduce the following definitions: (r) • θ (r) is a set of parameters on the edges of G(r) , and θij is an element in this set. Z(θ (r) ) is the partition function of the MRF on G(r) with parameters θ (r) . ˆ (r) ˆ(r) • θ is a set of parameters on the edges of G such that if edge (ij) is in G(r) then θij = (r) ˆ(r) θ , and otherwise θ = 0. ij ij Given a distribution ρ(r) on the graphs G(r) (i.e., ρ(r) ≥ 0 for r = 1, . . . , m and assume that the parameters for G(r) are such that ˆ ρ(r)θ θ= (r) r ρ(r) = 1), (5) r Then, by the convexity of the log partition function, as a function of the model parameters, we have ρ(r) log Z(θ (r) ) ≡ f (θ, ρ, θ (r) ) log Z(θ) ≤ (6) r Since by assumption the graphs G(r) are planar, this bound can be calculated in polynomial time. Since this bound is true for any set of parameters θ (r) which satisfies the condition in Equation 5 and for any distribution ρ(r), we may optimize over these two variables to obtain the tightest bound possible. Define the optimal bound for a fixed value of ρ(r) by g(ρ, θ) (optimization is w.r.t. θ (r) ) g(ρ, θ) = f (θ, ρ, θ (r) ) min θ (r) : P ˆ ρ(r)θ (r) =θ (7) Also, define the optimum of the above w.r.t. ρ by h(θ). h(θ) = min g(θ, ρ) ρ(r) ≥ 0, ρ(r) = 1 (8) Thus, h(θ) is the optimal upper bound for the given parameter vector θ. In the following section we argue that we can in fact find the global optimum of the above problem. 4 Globally Optimal Bound Optimization First consider calculating g(ρ, θ) from Equation 7. Note that since log Z(θ (r) ) is a convex function of θ (r) , and the constraints are linear, the overall optimization is convex and can be solved efficiently. In the current implementation, we use a projected gradient algorithm [2]. The gradient of f (θ, ρ, θ (r) ) w.r.t. θ (r) is given by ∂f (θ, ρ, θ (r) ) (r) ∂θij (r) = ρ(r) 1 + eθij (r) P −1 (GPM ) (r) k(i,j) Sign(Pk(i,j) (GPM )) (9) where k(i, j) returns the row and column indices of the element in the upper triangular matrix of (r) (r) P (GPM ), which contains the element e2θij . Since the optimization in Equation 7 is convex, it has an equivalent convex dual. Although we do not use this dual for optimization (because of the difficulty of expressing the entropy of planar models solely in terms of triplet marginals), it nevertheless allows some insight into the structure of the problem. The dual in this case is closely linked to the notion of the marginal polytope defined in Section 1. Using a derivation similar to [11], we arrive at the following characterization of the dual g(ρ, θ) = max τ ∈TRI(n) ρ(r)H(θ (r) (τ )) θ·τ + (10) r where θ (r) (τ ) denotes the parameters of an MRF on G(r) such that its marginals are given by the restriction of τ to the edges of G(r) , and H(θ (r) (τ )) denotes the entropy of the MRF over G(r) with parameters θ (r) (τ ). The maximized function in Equation 10 is linear in ρ and thus g(ρ, θ) is a pointwise maximum over (linear) convex functions in ρ and is thus convex in ρ. It therefore has no (r) local minima. Denote by θmin (ρ) the set of parameters that minimizes Equation 7 for a given value of ρ. Using a derivation similar to that in [11], the gradient of g(ρ, θ) can be shown to be ∂g(ρ, θ) (r) = H(θmin (ρ)) ∂ρ(r) (11) Since the partition function for G(r) can be calculated efficiently, so can the entropy. We can now summarize the algorithm for calculating h(θ) • Initialize ρ0 . Iterate: – For ρt , find θ (r) which solves the minimization in Equation 7. – Calculate the gradient of g(ρ, θ) at ρt using the expression in Equation 11 – Update ρt+1 = ρt + αv where v is a feasible search direction calculated from the gradient of g(ρ, θ) and the simplex constraints on ρ. The step size α is calculated via an Armijo line search. – Halt when the change in g(ρ, θ) is smaller than some threshold. Note that the minimization w.r.t. θ (r) is not very time consuming since we can initialize it with the minimum from the previous step, and thus only a few iterations are needed to find the new optimum, provided the change in ρ is not too big. The above algorithm is guaranteed to converge to a global optimum of ρ [2], and thus we obtain the tightest possible upper bound on Z(θ) given our planar graph decomposition. The procedure described here is asymmetric w.r.t. ρ and θ (r) . In a symmetric formulation the minimizing gradient steps could be carried out jointly or in an alternating sequence. The symmetric ˆ (r) formulation can be obtained by decoupling ρ and θ (r) in the bi-linear constraint ρ(r)θ = θ. Field Figure 2: Illustration of planar subgraph construction for a rectangular lattice with external field. Original graph is shown on the left. The field vertex is connected to all vertices (edges not shown). The graph on the right results from isolating the 4th ,5th columns of the original graph (shown in grey), and connecting the field vertex to the external vertices of the three disconnected components. Note that the resulting graph is planar. ˜ ˜ Specifically, we introduce θ (r) = θ (r) ρ(r) and perform the optimization w.r.t. ρ and θ (r) . It can be ˜(r) ) with the relevant (de-coupled) constraint is equivalent shown that a stationary point of f (θ, ρ, θ to the procedure described above. The advantage of this approach is that the exact minimization w.r.t θ (r) is not required before modifying ρ. Our experiments have shown, however, that the methods take comparable times to converge, although this may be a property of the implementation. 5 Estimating Marginals The optimization problem as defined above minimizes an upper bound on the partition function. However, it may also be of interest to obtain estimates of the marginals of the MRF over G. To obtain marginal estimates, we follow the approach in [11]. We first characterize the optimum of Equation 7 for a fixed value of ρ. Deriving the Lagrangian of Equation 7 w.r.t. θ (r) we obtain the (r) following characterization of θmin (ρ): Marginal Optimality Criterion: For any two graphs G(r) , G(s) such that the edge (ij) is in both (r) (s) graphs, the optimal parameter vector satisfies τij (θmin (ρ)) = τij (θmin (ρ)). Thus, the optimal set of parameters for the graphs G(r) is such that every two graphs agree on the marginals of all the edges they share. This implies that at the optimum, there is a well defined set of marginals over all the edges. We use this set as an approximation to the true marginals. A different method for estimating marginals uses the partition function bound directly. We first P calculate partition function bounds on the sums: αi (1) = x:xi =1 e ij∈E fij (xi ,xj ) and αi (−1) = P αi (1) e ij∈E fij (xi ,xj ) and then normalize αi (1)+αi (−1) to obtain an estimate for p(xi = 1). This method has the advantage of being more numerically stable (since it does not depend on derivatives of log Z). However, it needs to be calculated separately for each variable, so that it may be time consuming if one is interested in marginals for a large set of variables. x:xi =−1 6 Experimental Evaluation We study the application of our Planar Decomposition (PDC) P method to a binary MRF on a square P lattice with an external field. The MRF is given by p(x) ∝ e ij∈E θij xi xj + i∈V θi xi where V are the lattice vertices, and θi and θij are parameters. Note that this interaction does not satisfy the conditions for exact calculation of the partition function, even though the graph is planar. This problem is in fact NP hard [1]. However, it is possible to obtain the desired interaction form by introducing an additional variable xn+1 that is connected to all the original variables.P Denote the correspondP ij∈E θij xi xj + i∈V θi,n+1 xi xn+1 , where ing graph by Gf . Consider the distribution p(x, xn+1 ) ∝ e θi,n+1 = θi . It is easy to see that any property of p(x) (e.g., partition function, marginals) may be calculated from the corresponding property of p(x, xn+1 ). The advantage of the latter distribution is that it has the desired interaction form. We can thus apply PDC by choosing planar subgraphs of the non-planar graph Gf . 0.25 0.15 0.1 0.05 0.5 1 1.5 Interaction Strength 0.03 Singleton Marginal Error Z Bound Error Pairwise Marginals Error 0.08 PDC TRW 0.2 0.07 0.06 0.05 0.04 0.03 0.02 2 0.5 1 1.5 Interaction Strength 0.025 0.02 0.015 0.01 0.005 2 0.5 1 1.5 Interaction Strength 2 !3 x 10 0.025 0.02 0.015 0.5 1 Field Strength 1.5 2 Singleton Marginal Error Pairwise Marginals Error Z Bound Error 0.03 0.03 0.025 0.02 0.015 0.5 1 Field Strength 1.5 2 9 8 7 6 5 4 3 0.5 1 Field Strength 1.5 2 Figure 3: Comparison of the TRW and Planar Decomposition (PDC) algorithms on a 7×7 square lattice. TRW results shown in red squares, and PDC in blue circles. Left column shows the error in the log partition bound. Middle column is the mean error for pairwise marginals, and right column is the error for the singleton marginal of the variable at the lattice center. Results in upper row are for field parameters drawn from U[−0.05, 0.05] and various interaction parameters. Results in the lower row are for interaction parameters drawn from U [−0.5, 0.5] and various field parameters. Error bars are standard errors calculated from 40 random trials. There are clearly many ways to choose spanning planar subgraphs of Gf . Spanning subtrees are one option, and were used in [11]. Since our optimization is polynomial in the number of subgraphs, √ we preferred to use a number of subgraphs that is linear in n. The key idea in generating these planar subgraphs is to generate disconnected components of the lattice and connect xn+1 only to the external vertices of these components. Here we generate three disconnected components by isolating two neighboring columns (or rows) from the rest of the graph, resulting in three components. This is √ illustrated in Figure 2. To this set of 2 n graphs, we add the independent variables graph consisting only of edges from the field node to all the other nodes. We compared the performance of the PDC and TRW methods 3 4 on a 7 × 7 lattice . Since the exact partition function and marginals can be calculated for this case, we could compare both algorithms to the true values. The MRF parameters were set according to the two following scenarios: 1) Varying Interaction - The field parameters θi were drawn uniformly from U[−0.05, 0.05], and the interaction θij from U[−α, α] where α ∈ {0.2, 0.4, . . . , 2}. This is the setting tested in [11]. 2) Varying Field θi was drawn uniformly from U[−α, α], where α ∈ {0.2, 0.4, . . . , 2} and θij from U[−0.5, 0.5]. For each scenario, we calculated the following measures: 1) Normalized log partition error 1 1 alg − log Z true ). 2) Error in pairwise marginals |E| ij∈E |palg (xi = 1, xj = 1) − 49 (log Z ptrue (xi = 1, xj = 1)|. Pairwise marginals were calculated jointly using the marginal optimality criterion of Section 5. 3) Error in singleton marginals. We calculated the singleton marginals for the innermost node in the lattice (i.e., coordinate [3, 3]), which intuitively should be the most difficult for the planar based algorithm. This marginal was calculated using two partition functions, as explained in Section 5 5 . The same method was used for TRW. The reported error measure is |palg (xi = 1) − ptrue (xi = 1)|. Results were averaged over 40 random trials. Results for the two scenarios and different evaluation measures are given in Figure 3. It can be seen that the partition function bound for PDC is significantly better than TRW for almost all parameter settings, although the difference becomes smaller for large field values. Error for the PDC pairwise 3 TRW and PDC bounds were optimized over both the subgraph parameters and the mixture parameters ρ. In terms of running time, PDC optimization for a fixed value of ρ took about 30 seconds, which is still slower than the TRW message passing implementation. 5 Results using the marginal optimality criterion were worse for PDC, possibly due to its reduced numerical precision. 4 marginals are smaller than those of TRW for all parameter settings. For the singleton parameters, TRW slightly outperforms PDC. This is not surprising since the field is modeled by every spanning tree in the TRW decomposition, whereas in PDC not all the structures model a given field. 7 Discussion We have presented a method for using planar graphs as the basis for approximating non-planar graphs such as planar graphs with external fields. While the restriction to binary variables limits the applicability of our approach, it remains relevant in many important applications, such as coding theory and combinatorial optimization. Moreover, it is always possible to convert a non-binary graphical model to a binary one by introducing additional variables. The resulting graph will typically not be planar, even when the original graph over k−ary variables is. However, the planar decomposition method can then be applied to this non-planar graph. The optimization of the decomposition is carried out explicitly over the planar subgraphs, thus limiting the number of subgraphs that can be used in the approximation. In the TRW method this problem is circumvented since it is possible to implicitly optimize over all spanning trees. The reason this can be done for trees is that the entropy of an MRF over a tree may be written as a function of its marginal variables. We do not know of an equivalent result for planar graphs, and it remains a challenge to find one. It is however possible to combine the planar and tree decompositions into one single bound, which is guaranteed to outperform the tree or planar approximations alone. The planar decomposition idea may in principle be applied to bounding the value of the MAP assignment. However, as in TRW, it can be shown that the solution is not dependent on the decomposition (as long as each edge appears in some structure), and the problem is equivalent to maximizing a linear function over the marginal polytope (which can be done in polynomial time for planar graphs). However, such a decomposition may suggest new message passing algorithms, as in [10]. Acknowledgments The authors acknowledge support from the Defense Advanced Research Projects Agency (Transfer Learning program). Amir Globerson is also supported by the Rothschild Yad-Hanadiv fellowship. The authors also wish to thank Martin Wainwright for providing his TRW code. References [1] F. Barahona. On the computational complexity of ising spin glass models. J. Phys. A., 15(10):3241–3253, 1982. [2] D. P. Bertsekas, editor. Nonlinear Programming. Athena Scientific, Belmont, MA, 1995. [3] M.M. Deza and M. Laurent. Geometry of Cuts and Metrics. Springe-Verlag, 1997. [4] R. Diestel. Graph Theory. Springer-Verlag, 1997. [5] M.E. Fisher. On the dimer solution of planar ising models. J. Math. Phys., 7:1776–1781, 1966. [6] M.I. Jordan, editor. Learning in graphical models. MIT press, Cambridge, MA, 1998. [7] P.W. Kasteleyn. Dimer statistics and phase transitions. Journal of Math. Physics, 4:287–293, 1963. [8] L. Lovasz and M.D. Plummer. Matching Theory, volume 29 of Annals of discrete mathematics. NorthHolland, New-York, 1986. [9] M. J. Wainwright, T. Jaakkola, and A. S. Willsky. Tree-based reparameterization framework for analysis of sum-product and related algorithms. IEEE Trans. on Information Theory, 49(5):1120–1146, 2003. [10] M. J. Wainwright, T. Jaakkola, and A. S. Willsky. Map estimation via agreement on trees: messagepassing and linear programming. IEEE Trans. on Information Theory, 51(11):1120–1146, 2005. [11] M. J. Wainwright, T. Jaakkola, and A. S. Willsky. A new class of upper bounds on the log partition function. IEEE Trans. on Information Theory, 51(7):2313–2335, 2005. [12] M.J. Wainwright and M.I. Jordan. Graphical models, exponential families, and variational inference. Technical report, UC Berkeley Dept. of Statistics, 2003. [13] J.S. Yedidia, W.T. W.T. Freeman, and Y. Weiss. Constructing free-energy approximations and generalized belief propagation algorithms. IEEE Trans. on Information Theory, 51(7):2282–2312, 2005.
5 0.099696368 39 nips-2006-Balanced Graph Matching
Author: Timothee Cour, Praveen Srinivasan, Jianbo Shi
Abstract: Graph matching is a fundamental problem in Computer Vision and Machine Learning. We present two contributions. First, we give a new spectral relaxation technique for approximate solutions to matching problems, that naturally incorporates one-to-one or one-to-many constraints within the relaxation scheme. The second is a normalization procedure for existing graph matching scoring functions that can dramatically improve the matching accuracy. It is based on a reinterpretation of the graph matching compatibility matrix as a bipartite graph on edges for which we seek a bistochastic normalization. We evaluate our two contributions on a comprehensive test set of random graph matching problems, as well as on image correspondence problem. Our normalization procedure can be used to improve the performance of many existing graph matching algorithms, including spectral matching, graduated assignment and semidefinite programming. 1
6 0.093781255 123 nips-2006-Learning with Hypergraphs: Clustering, Classification, and Embedding
7 0.09161824 200 nips-2006-Unsupervised Regression with Applications to Nonlinear System Identification
8 0.09112075 65 nips-2006-Denoising and Dimension Reduction in Feature Space
9 0.082733646 103 nips-2006-Kernels on Structured Objects Through Nested Histograms
10 0.081892543 87 nips-2006-Graph Laplacian Regularization for Large-Scale Semidefinite Programming
11 0.077067107 128 nips-2006-Manifold Denoising
12 0.071519643 79 nips-2006-Fast Iterative Kernel PCA
13 0.070223123 55 nips-2006-Computation of Similarity Measures for Sequential Data using Generalized Suffix Trees
14 0.069583587 98 nips-2006-Inferring Network Structure from Co-Occurrences
15 0.069451451 92 nips-2006-High-Dimensional Graphical Model Selection Using $\ell 1$-Regularized Logistic Regression
16 0.06909667 124 nips-2006-Linearly-solvable Markov decision problems
17 0.068345666 93 nips-2006-Hyperparameter Learning for Graph Based Semi-supervised Learning Algorithms
18 0.06802509 186 nips-2006-Support Vector Machines on a Budget
19 0.065919816 151 nips-2006-On the Relation Between Low Density Separation, Spectral Clustering and Graph Cuts
20 0.065435603 57 nips-2006-Conditional mean field
topicId topicWeight
[(0, -0.2), (1, 0.083), (2, -0.043), (3, 0.107), (4, 0.077), (5, -0.04), (6, 0.019), (7, 0.084), (8, -0.04), (9, -0.114), (10, 0.032), (11, -0.156), (12, 0.07), (13, -0.115), (14, -0.021), (15, -0.066), (16, -0.112), (17, -0.01), (18, -0.051), (19, -0.02), (20, 0.007), (21, -0.072), (22, 0.044), (23, -0.093), (24, 0.07), (25, -0.05), (26, -0.048), (27, -0.009), (28, 0.052), (29, 0.099), (30, 0.028), (31, -0.001), (32, 0.011), (33, -0.053), (34, 0.033), (35, -0.111), (36, -0.002), (37, 0.061), (38, 0.043), (39, -0.04), (40, -0.147), (41, -0.014), (42, -0.044), (43, 0.097), (44, -0.038), (45, -0.055), (46, -0.079), (47, -0.072), (48, 0.083), (49, 0.076)]
simIndex simValue paperId paperTitle
same-paper 1 0.95829499 77 nips-2006-Fast Computation of Graph Kernels
Author: Karsten M. Borgwardt, Nicol N. Schraudolph, S.v.n. Vishwanathan
Abstract: Using extensions of linear algebra concepts to Reproducing Kernel Hilbert Spaces (RKHS), we define a unifying framework for random walk kernels on graphs. Reduction to a Sylvester equation allows us to compute many of these kernels in O(n3 ) worst-case time. This includes kernels whose previous worst-case time complexity was O(n6 ), such as the geometric kernels of G¨ rtner et al. [1] and a the marginal graph kernels of Kashima et al. [2]. Our algebra in RKHS allow us to exploit sparsity in directed and undirected graphs more effectively than previous methods, yielding sub-cubic computational complexity when combined with conjugate gradient solvers or fixed-point iterations. Experiments on graphs from bioinformatics and other application domains show that our algorithms are often more than 1000 times faster than existing approaches. 1
2 0.80257237 163 nips-2006-Prediction on a Graph with a Perceptron
Author: Mark Herbster, Massimiliano Pontil
Abstract: We study the problem of online prediction of a noisy labeling of a graph with the perceptron. We address both label noise and concept noise. Graph learning is framed as an instance of prediction on a finite set. To treat label noise we show that the hinge loss bounds derived by Gentile [1] for online perceptron learning can be transformed to relative mistake bounds with an optimal leading constant when applied to prediction on a finite set. These bounds depend crucially on the norm of the learned concept. Often the norm of a concept can vary dramatically with only small perturbations in a labeling. We analyze a simple transformation that stabilizes the norm under perturbations. We derive an upper bound that depends only on natural properties of the graph – the graph diameter and the cut size of a partitioning of the graph – which are only indirectly dependent on the size of the graph. The impossibility of such bounds for the graph geodesic nearest neighbors algorithm will be demonstrated. 1
3 0.6200183 14 nips-2006-A Small World Threshold for Economic Network Formation
Author: Eyal Even-dar, Michael Kearns
Abstract: We introduce a game-theoretic model for network formation inspired by earlier stochastic models that mix localized and long-distance connectivity. In this model, players may purchase edges at distance d at a cost of dα , and wish to minimize the sum of their edge purchases and their average distance to other players. In this model, we show there is a striking “small world” threshold phenomenon: in two dimensions, if α < 2 then every Nash equilibrium results in a network of constant diameter (independent of network size), and if α > 2 then every Nash equilibrium results in a network whose diameter grows as a root of the network size, and thus is unbounded. We contrast our results with those of Kleinberg [8] in a stochastic model, and empirically investigate the “navigability” of equilibrium networks. Our theoretical results all generalize to higher dimensions. 1
4 0.61599678 123 nips-2006-Learning with Hypergraphs: Clustering, Classification, and Embedding
Author: Dengyong Zhou, Jiayuan Huang, Bernhard Schölkopf
Abstract: We usually endow the investigated objects with pairwise relationships, which can be illustrated as graphs. In many real-world problems, however, relationships among the objects of our interest are more complex than pairwise. Naively squeezing the complex relationships into pairwise ones will inevitably lead to loss of information which can be expected valuable for our learning tasks however. Therefore we consider using hypergraphs instead to completely represent complex relationships among the objects of our interest, and thus the problem of learning with hypergraphs arises. Our main contribution in this paper is to generalize the powerful methodology of spectral clustering which originally operates on undirected graphs to hypergraphs, and further develop algorithms for hypergraph embedding and transductive classification on the basis of the spectral hypergraph clustering approach. Our experiments on a number of benchmarks showed the advantages of hypergraphs over usual graphs. 1
5 0.60009205 35 nips-2006-Approximate inference using planar graph decomposition
Author: Amir Globerson, Tommi S. Jaakkola
Abstract: A number of exact and approximate methods are available for inference calculations in graphical models. Many recent approximate methods for graphs with cycles are based on tractable algorithms for tree structured graphs. Here we base the approximation on a different tractable model, planar graphs with binary variables and pure interaction potentials (no external field). The partition function for such models can be calculated exactly using an algorithm introduced by Fisher and Kasteleyn in the 1960s. We show how such tractable planar models can be used in a decomposition to derive upper bounds on the partition function of non-planar models. The resulting algorithm also allows for the estimation of marginals. We compare our planar decomposition to the tree decomposition method of Wainwright et. al., showing that it results in a much tighter bound on the partition function, improved pairwise marginals, and comparable singleton marginals. Graphical models are a powerful tool for modeling multivariate distributions, and have been successfully applied in various fields such as coding theory and image processing. Applications of graphical models typically involve calculating two types of quantities, namely marginal distributions, and MAP assignments. The evaluation of the model partition function is closely related to calculating marginals [12]. These three problems can rarely be solved exactly in polynomial time, and are provably computationally hard in the general case [1]. When the model conforms to a tree structure, however, all these problems can be solved in polynomial time. This has prompted extensive research into tree based methods. For example, the junction tree method [6] converts a graphical model into a tree by clustering nodes into cliques, such that the graph over cliques is a tree. The resulting maximal clique size (cf. tree width) may nevertheless be prohibitively large. Wainwright et. al. [9, 11] proposed an approximate method based on trees known as tree reweighting (TRW). The TRW approach decomposes the potential vector of a graphical model into a mixture over spanning trees of the model, and then uses convexity arguments to bound various quantities, such as the partition function. One key advantage of this approach is that it provides bounds on partition function value, a property which is not shared by approximations based on Bethe free energies [13]. In this paper we focus on a different class of tractable models: planar graphs. A graph is called planar if it can be drawn in the plane without crossing edges. Works in the 1960s by physicists Fisher [5] and Kasteleyn [7], among others, have shown that the partition function for planar graphs may be calculated in polynomial time. This, however, is true under two key restrictions. One is that the variables xi are binary. The other is that the interaction potential depends only on xi xj (where xi ∈ {±1}), and not on their individual values (i.e., the zero external field case). Here we show how the above method can be used to obtain upper bounds on the partition function for non-planar graphs. As in TRW, we decompose the potential of a non-planar graph into a sum over spanning planar models, and then use a convexity argument to obtain an upper bound on the log partition function. The bound optimization is a convex problem, and can be solved in polynomial time. We compare our method with TRW on a planar graph with an external field, and show that it performs favorably with respect to both pairwise marginals and the bound on the partition function, and the two methods give similar results for singleton marginals. 1 Definitions and Notations Given a graph G with n vertices and a set of edges E, we are interested in pairwise Markov Random Fields (MRF) over the graph G. A pairwise MRF [13] is a multivariate distribution over variables x = {x1 , . . . , xn } defined as 1 P p(x) = e ij∈E fij (xi ,xj ) (1) Z where fij are a set of |E| functions, or interaction potentials, defined over pairs of variables. The P partition function is defined as Z = x e ij∈E fij (xi ,xj ) . Here we will focus on the case where xi ∈ {±1}. Furthermore, we will be interested in interaction potentials which only depend on agreement or disagreement between the signs of their variables. We define those by 1 θij (1 + xi xj ) = θij I(xi = xj ) (2) 2 so that fij (xi , xj ) is zero if xi = xj and θij if xi = xj . The model is then defined via the set of parameters θij . We use θ to denote the vector of parameters θij , and denote the partition function by Z(θ) to highlight its dependence on these parameters. f (xi , xj ) = A graph G is defined as planar if it can be drawn in the plane without any intersection of edges [4]. With some abuse of notation, we define E as the set of line segments in 2 corresponding to the edges in the graph. The regions of 2 \ E are defined as the faces of the graph. The face which corresponds to an unbounded region is called the external face. Given a planar graph G, its dual graph G∗ is defined in the following way: the vertices of G∗ correspond to faces of G, and there is an edge between two vertices in G∗ iff the two corresponding faces in G share an edge. If the graph G is weighted, the weight on an edge in G∗ is the weight on the edge shared by the corresponding faces in G. A plane triangulation of a planar graph G is obtained from G by adding edges such that all the faces of the resulting graph have exactly three vertices. Thus a plane triangulated graph has a dual where all vertices have degree three. It can be shown that every plane graph can be plane triangulated [4]. We shall also need the notion of a perfect matching on a graph. A perfect matching on a graph G is defined as a set of edges H ⊆ E such that every vertex in G has exactly one edge in H incident on it. If the graph is weighted, the weight of the matching is defined as the product of the weights of the edges in the matching. Finally, we recall the definition of a marginal polytope of a graph [12]. Consider an MRF over a graph G where fij are given by Equation 2. Denote the probability of the event I(xi = xj ) under p(x) by τij . The marginal polytope of G, denoted by M(G), is defined as the set of values τij that can be obtained under some assignment to the parameters θij . For a general graph G the polytope M(G) cannot be described using a polynomial number of inequalities. However, for planar graphs, it turns out that a set of O(n3 ) constraints, commonly referred to as triangle inequalities, suffice to describe M(G) (see [3] page 434). The triangle inequalities are defined by 1 TRI(n) = {τij : τij + τjk − τik ≤ 1, τij + τjk + τik ≥ 1, ∀i, j, k ∈ {1, . . . , n}} (3) Note that the above inequalities actually contain variables τij which do not correspond to edges in the original graph G. Thus the equality M(G) = TRI(n) should be understood as referring only to the values of τij that correspond to edges in the graph. Importantly, the values of τij for edges not in the graph need not be valid marginals for any MRF. In other words M(G) is a projection of TRI(n) on the set of edges of G. It is well known that the marginal polytope for trees is described via pairwise constraints. It is thus interesting that for planar graphs, it is triplets, rather than pairwise 1 The definition here is slightly different from that in [3], since here we refer to agreement probabilities, whereas [3] refers to disagreement probabilities. This polytope is also referred to as the cut polytope. constraints, that characterize the polytope. In this sense, planar graphs and trees may be viewed as a hierarchy of polytope complexity classes. It remains an interesting problem to characterize other structures in this hierarchy and their related inference algorithms. 2 Exact calculation of partition function using perfect matching The seminal works of Kasteleyn [7] and Fisher [5] have shown how one can calculate the partition function for a binary MRF over a planar graph with pure interaction potentials. We briefly review Fisher’s construction, which we will use in what follows. Our interpretation of the method differs somewhat from that of Fisher, but we believe it is more straightforward. The key idea in calculating the partition function is to convert the summation over values of x to the problem of calculating the sum of weights of all perfect matchings in a graph constructed from G, as shown below. In this section, we consider weighted graphs (graphs with numbers assigned to their edges). For the graph G associated with the pairwise MRF, we assign weights wij = e2θij to the edges. The first step in the construction is to plane triangulate the graph G. Let us call the resulting graph GT . We define an MRF on GT by assigning a parameter θij = 0 to the edges that have been added to G, and the corresponding weight wij = 1. Thus GT essentially describes the same distribution as G, and therefore has the same partition function. We can thus restrict our attention to calculating the partition function for the MRF on GT . As a first step in calculating a partition function over GT , we introduce the following definition: a ˆ set of edges E in GT is an agreement edge set (or AES) if for every triangle face F in GT one of the ˆ ˆ following holds: The edges in F are all in E, or exactly one of the edges in F is in E. The weight ˆ is defined as the product of the weights of the edges in E. ˆ of a set E It can be shown that there exists a bijection between pairs of assignments {x, −x} and agreement edge sets. The mapping from x to an edge set is simply the set of edges such that xi = xj . It is easy to see that this is an agreement edge set. The reverse mapping is obtained by finding an assignment x such that xi = xj iff the corresponding edge is in the agreement edge set. The existence of this mapping can be shown by induction on the number of (triangle) faces. P The contribution of a given assignment x to the partition function is e ˆ sponds to an AES denoted by E it is easy to see that P e ij∈E θij I(xi =xj ) = e− P ij∈E θij P e ˆ ij∈E 2θij = ce P ˆ ij∈E ij∈E 2θij θij I(xi =xj ) =c wij . If x corre(4) ˆ ij∈E P where c = e− ij∈E θij . Define the superset Λ as the set of agreement edge sets. The above then implies that Z(θ) = 2c E∈Λ ij∈E wij , and is thus proportional to the sum of AES weights. ˆ ˆ To sum over agreement edge sets, we use the following elegant trick introduced by Fisher [5]. Construct a new graph GPM from the dual of GT by introducing new vertices and edges according to the following rule: Replace each original vertex with three vertices that are connected to each other, and assign a weight of one to the new edges. Next, consider the three neighbors of the original vertex 2 . Connect each of the three new vertices to one of these three neighbors, keeping the original weights on these edges. The transformation is illustrated in Figure 1. The new graph GPM has O(3n) vertices, and is also planar. It can be seen that there is a one to one correspondence between perfect matchings in GPM and agreement edge sets in GT . Define Ω to be the set of perfect matchings in GPM . Then Z(θ) = 2c M ∈Ω ij∈M wij where we have used the fact that all the new weights have a value of one. Thus, the partition function is a sum over the weights of perfect matchings in GPM . Finally, we need a way of summing over the weights of the set of perfect matchings in a graph. Kasteleyn [7] proved that for a planar graph GPM , this sum may be obtained using the following sequence of steps: • Direct the edges of the graph GPM such that for every face (except possibly the external face), the number of edges on its perimeter oriented in a clockwise manner is odd. Kasteleyn showed that such a so called Pfaffian orientation may be constructed in polynomial time for a planar graph (see also [8] page 322). 2 Note that in the dual of GT all vertices have degree three, since GT is plane triangulated. 1.2 0.7 0.6 1 1 1 0.8 0.6 0.8 1.5 1.4 1.5 1 1 1.2 1 1 1 1 0.7 1.4 1 1 1 Figure 1: Illustration of the graph transformations in Section 2 for a complete graph with four vertices. Left panel shows the original weighted graph (dotted edges and grey vertices) and its dual (solid edges and black vertices). Right panel shows the dual graph with each vertex replaced by a triangle (the graph GPM in the text). Weights for dual graph edges correspond to the weights on the original graph. • Define the matrix P (GPM ) to be a skew symmetric matrix such that Pij = 0 if ij is not an edge, Pij = wij if the arrow on edge ij runs from i to j and Pij = −wij otherwise. • The sum over weighted matchings can then be shown to equal |P (GPM )|. The partition function is thus given by Z(θ) = 2c |P (GPM )|. To conclude this section we reiterate the following two key points: the partition function of a binary MRF over a planar graph with interaction potentials as in Equation 2 may be calculated in polynomial time by calculating the determinant of a matrix of size O(3n). An important outcome of this result is that the functional relation between Z(θ) and the parameters θij is known, a fact we shall use in what follows. 3 Partition function bounds via planar decomposition Given a non-planar graph G over binary variables with a vector of interaction potentials θ, we wish to use the exact planar computation to obtain a bound on the partition function of the MRF on G. We assume for simplicity that the potentials on the MRF for G are given in the form of Equation 2. Thus, G violates the assumptions of the previous section only in its non-planarity. Define G(r) as a set of spanning planar subgraphs of G, i.e., each graph G(r) is planar and contains all the vertices of G and some its edges. Denote by m the number of such graphs. Introduce the following definitions: (r) • θ (r) is a set of parameters on the edges of G(r) , and θij is an element in this set. Z(θ (r) ) is the partition function of the MRF on G(r) with parameters θ (r) . ˆ (r) ˆ(r) • θ is a set of parameters on the edges of G such that if edge (ij) is in G(r) then θij = (r) ˆ(r) θ , and otherwise θ = 0. ij ij Given a distribution ρ(r) on the graphs G(r) (i.e., ρ(r) ≥ 0 for r = 1, . . . , m and assume that the parameters for G(r) are such that ˆ ρ(r)θ θ= (r) r ρ(r) = 1), (5) r Then, by the convexity of the log partition function, as a function of the model parameters, we have ρ(r) log Z(θ (r) ) ≡ f (θ, ρ, θ (r) ) log Z(θ) ≤ (6) r Since by assumption the graphs G(r) are planar, this bound can be calculated in polynomial time. Since this bound is true for any set of parameters θ (r) which satisfies the condition in Equation 5 and for any distribution ρ(r), we may optimize over these two variables to obtain the tightest bound possible. Define the optimal bound for a fixed value of ρ(r) by g(ρ, θ) (optimization is w.r.t. θ (r) ) g(ρ, θ) = f (θ, ρ, θ (r) ) min θ (r) : P ˆ ρ(r)θ (r) =θ (7) Also, define the optimum of the above w.r.t. ρ by h(θ). h(θ) = min g(θ, ρ) ρ(r) ≥ 0, ρ(r) = 1 (8) Thus, h(θ) is the optimal upper bound for the given parameter vector θ. In the following section we argue that we can in fact find the global optimum of the above problem. 4 Globally Optimal Bound Optimization First consider calculating g(ρ, θ) from Equation 7. Note that since log Z(θ (r) ) is a convex function of θ (r) , and the constraints are linear, the overall optimization is convex and can be solved efficiently. In the current implementation, we use a projected gradient algorithm [2]. The gradient of f (θ, ρ, θ (r) ) w.r.t. θ (r) is given by ∂f (θ, ρ, θ (r) ) (r) ∂θij (r) = ρ(r) 1 + eθij (r) P −1 (GPM ) (r) k(i,j) Sign(Pk(i,j) (GPM )) (9) where k(i, j) returns the row and column indices of the element in the upper triangular matrix of (r) (r) P (GPM ), which contains the element e2θij . Since the optimization in Equation 7 is convex, it has an equivalent convex dual. Although we do not use this dual for optimization (because of the difficulty of expressing the entropy of planar models solely in terms of triplet marginals), it nevertheless allows some insight into the structure of the problem. The dual in this case is closely linked to the notion of the marginal polytope defined in Section 1. Using a derivation similar to [11], we arrive at the following characterization of the dual g(ρ, θ) = max τ ∈TRI(n) ρ(r)H(θ (r) (τ )) θ·τ + (10) r where θ (r) (τ ) denotes the parameters of an MRF on G(r) such that its marginals are given by the restriction of τ to the edges of G(r) , and H(θ (r) (τ )) denotes the entropy of the MRF over G(r) with parameters θ (r) (τ ). The maximized function in Equation 10 is linear in ρ and thus g(ρ, θ) is a pointwise maximum over (linear) convex functions in ρ and is thus convex in ρ. It therefore has no (r) local minima. Denote by θmin (ρ) the set of parameters that minimizes Equation 7 for a given value of ρ. Using a derivation similar to that in [11], the gradient of g(ρ, θ) can be shown to be ∂g(ρ, θ) (r) = H(θmin (ρ)) ∂ρ(r) (11) Since the partition function for G(r) can be calculated efficiently, so can the entropy. We can now summarize the algorithm for calculating h(θ) • Initialize ρ0 . Iterate: – For ρt , find θ (r) which solves the minimization in Equation 7. – Calculate the gradient of g(ρ, θ) at ρt using the expression in Equation 11 – Update ρt+1 = ρt + αv where v is a feasible search direction calculated from the gradient of g(ρ, θ) and the simplex constraints on ρ. The step size α is calculated via an Armijo line search. – Halt when the change in g(ρ, θ) is smaller than some threshold. Note that the minimization w.r.t. θ (r) is not very time consuming since we can initialize it with the minimum from the previous step, and thus only a few iterations are needed to find the new optimum, provided the change in ρ is not too big. The above algorithm is guaranteed to converge to a global optimum of ρ [2], and thus we obtain the tightest possible upper bound on Z(θ) given our planar graph decomposition. The procedure described here is asymmetric w.r.t. ρ and θ (r) . In a symmetric formulation the minimizing gradient steps could be carried out jointly or in an alternating sequence. The symmetric ˆ (r) formulation can be obtained by decoupling ρ and θ (r) in the bi-linear constraint ρ(r)θ = θ. Field Figure 2: Illustration of planar subgraph construction for a rectangular lattice with external field. Original graph is shown on the left. The field vertex is connected to all vertices (edges not shown). The graph on the right results from isolating the 4th ,5th columns of the original graph (shown in grey), and connecting the field vertex to the external vertices of the three disconnected components. Note that the resulting graph is planar. ˜ ˜ Specifically, we introduce θ (r) = θ (r) ρ(r) and perform the optimization w.r.t. ρ and θ (r) . It can be ˜(r) ) with the relevant (de-coupled) constraint is equivalent shown that a stationary point of f (θ, ρ, θ to the procedure described above. The advantage of this approach is that the exact minimization w.r.t θ (r) is not required before modifying ρ. Our experiments have shown, however, that the methods take comparable times to converge, although this may be a property of the implementation. 5 Estimating Marginals The optimization problem as defined above minimizes an upper bound on the partition function. However, it may also be of interest to obtain estimates of the marginals of the MRF over G. To obtain marginal estimates, we follow the approach in [11]. We first characterize the optimum of Equation 7 for a fixed value of ρ. Deriving the Lagrangian of Equation 7 w.r.t. θ (r) we obtain the (r) following characterization of θmin (ρ): Marginal Optimality Criterion: For any two graphs G(r) , G(s) such that the edge (ij) is in both (r) (s) graphs, the optimal parameter vector satisfies τij (θmin (ρ)) = τij (θmin (ρ)). Thus, the optimal set of parameters for the graphs G(r) is such that every two graphs agree on the marginals of all the edges they share. This implies that at the optimum, there is a well defined set of marginals over all the edges. We use this set as an approximation to the true marginals. A different method for estimating marginals uses the partition function bound directly. We first P calculate partition function bounds on the sums: αi (1) = x:xi =1 e ij∈E fij (xi ,xj ) and αi (−1) = P αi (1) e ij∈E fij (xi ,xj ) and then normalize αi (1)+αi (−1) to obtain an estimate for p(xi = 1). This method has the advantage of being more numerically stable (since it does not depend on derivatives of log Z). However, it needs to be calculated separately for each variable, so that it may be time consuming if one is interested in marginals for a large set of variables. x:xi =−1 6 Experimental Evaluation We study the application of our Planar Decomposition (PDC) P method to a binary MRF on a square P lattice with an external field. The MRF is given by p(x) ∝ e ij∈E θij xi xj + i∈V θi xi where V are the lattice vertices, and θi and θij are parameters. Note that this interaction does not satisfy the conditions for exact calculation of the partition function, even though the graph is planar. This problem is in fact NP hard [1]. However, it is possible to obtain the desired interaction form by introducing an additional variable xn+1 that is connected to all the original variables.P Denote the correspondP ij∈E θij xi xj + i∈V θi,n+1 xi xn+1 , where ing graph by Gf . Consider the distribution p(x, xn+1 ) ∝ e θi,n+1 = θi . It is easy to see that any property of p(x) (e.g., partition function, marginals) may be calculated from the corresponding property of p(x, xn+1 ). The advantage of the latter distribution is that it has the desired interaction form. We can thus apply PDC by choosing planar subgraphs of the non-planar graph Gf . 0.25 0.15 0.1 0.05 0.5 1 1.5 Interaction Strength 0.03 Singleton Marginal Error Z Bound Error Pairwise Marginals Error 0.08 PDC TRW 0.2 0.07 0.06 0.05 0.04 0.03 0.02 2 0.5 1 1.5 Interaction Strength 0.025 0.02 0.015 0.01 0.005 2 0.5 1 1.5 Interaction Strength 2 !3 x 10 0.025 0.02 0.015 0.5 1 Field Strength 1.5 2 Singleton Marginal Error Pairwise Marginals Error Z Bound Error 0.03 0.03 0.025 0.02 0.015 0.5 1 Field Strength 1.5 2 9 8 7 6 5 4 3 0.5 1 Field Strength 1.5 2 Figure 3: Comparison of the TRW and Planar Decomposition (PDC) algorithms on a 7×7 square lattice. TRW results shown in red squares, and PDC in blue circles. Left column shows the error in the log partition bound. Middle column is the mean error for pairwise marginals, and right column is the error for the singleton marginal of the variable at the lattice center. Results in upper row are for field parameters drawn from U[−0.05, 0.05] and various interaction parameters. Results in the lower row are for interaction parameters drawn from U [−0.5, 0.5] and various field parameters. Error bars are standard errors calculated from 40 random trials. There are clearly many ways to choose spanning planar subgraphs of Gf . Spanning subtrees are one option, and were used in [11]. Since our optimization is polynomial in the number of subgraphs, √ we preferred to use a number of subgraphs that is linear in n. The key idea in generating these planar subgraphs is to generate disconnected components of the lattice and connect xn+1 only to the external vertices of these components. Here we generate three disconnected components by isolating two neighboring columns (or rows) from the rest of the graph, resulting in three components. This is √ illustrated in Figure 2. To this set of 2 n graphs, we add the independent variables graph consisting only of edges from the field node to all the other nodes. We compared the performance of the PDC and TRW methods 3 4 on a 7 × 7 lattice . Since the exact partition function and marginals can be calculated for this case, we could compare both algorithms to the true values. The MRF parameters were set according to the two following scenarios: 1) Varying Interaction - The field parameters θi were drawn uniformly from U[−0.05, 0.05], and the interaction θij from U[−α, α] where α ∈ {0.2, 0.4, . . . , 2}. This is the setting tested in [11]. 2) Varying Field θi was drawn uniformly from U[−α, α], where α ∈ {0.2, 0.4, . . . , 2} and θij from U[−0.5, 0.5]. For each scenario, we calculated the following measures: 1) Normalized log partition error 1 1 alg − log Z true ). 2) Error in pairwise marginals |E| ij∈E |palg (xi = 1, xj = 1) − 49 (log Z ptrue (xi = 1, xj = 1)|. Pairwise marginals were calculated jointly using the marginal optimality criterion of Section 5. 3) Error in singleton marginals. We calculated the singleton marginals for the innermost node in the lattice (i.e., coordinate [3, 3]), which intuitively should be the most difficult for the planar based algorithm. This marginal was calculated using two partition functions, as explained in Section 5 5 . The same method was used for TRW. The reported error measure is |palg (xi = 1) − ptrue (xi = 1)|. Results were averaged over 40 random trials. Results for the two scenarios and different evaluation measures are given in Figure 3. It can be seen that the partition function bound for PDC is significantly better than TRW for almost all parameter settings, although the difference becomes smaller for large field values. Error for the PDC pairwise 3 TRW and PDC bounds were optimized over both the subgraph parameters and the mixture parameters ρ. In terms of running time, PDC optimization for a fixed value of ρ took about 30 seconds, which is still slower than the TRW message passing implementation. 5 Results using the marginal optimality criterion were worse for PDC, possibly due to its reduced numerical precision. 4 marginals are smaller than those of TRW for all parameter settings. For the singleton parameters, TRW slightly outperforms PDC. This is not surprising since the field is modeled by every spanning tree in the TRW decomposition, whereas in PDC not all the structures model a given field. 7 Discussion We have presented a method for using planar graphs as the basis for approximating non-planar graphs such as planar graphs with external fields. While the restriction to binary variables limits the applicability of our approach, it remains relevant in many important applications, such as coding theory and combinatorial optimization. Moreover, it is always possible to convert a non-binary graphical model to a binary one by introducing additional variables. The resulting graph will typically not be planar, even when the original graph over k−ary variables is. However, the planar decomposition method can then be applied to this non-planar graph. The optimization of the decomposition is carried out explicitly over the planar subgraphs, thus limiting the number of subgraphs that can be used in the approximation. In the TRW method this problem is circumvented since it is possible to implicitly optimize over all spanning trees. The reason this can be done for trees is that the entropy of an MRF over a tree may be written as a function of its marginal variables. We do not know of an equivalent result for planar graphs, and it remains a challenge to find one. It is however possible to combine the planar and tree decompositions into one single bound, which is guaranteed to outperform the tree or planar approximations alone. The planar decomposition idea may in principle be applied to bounding the value of the MAP assignment. However, as in TRW, it can be shown that the solution is not dependent on the decomposition (as long as each edge appears in some structure), and the problem is equivalent to maximizing a linear function over the marginal polytope (which can be done in polynomial time for planar graphs). However, such a decomposition may suggest new message passing algorithms, as in [10]. Acknowledgments The authors acknowledge support from the Defense Advanced Research Projects Agency (Transfer Learning program). Amir Globerson is also supported by the Rothschild Yad-Hanadiv fellowship. The authors also wish to thank Martin Wainwright for providing his TRW code. References [1] F. Barahona. On the computational complexity of ising spin glass models. J. Phys. A., 15(10):3241–3253, 1982. [2] D. P. Bertsekas, editor. Nonlinear Programming. Athena Scientific, Belmont, MA, 1995. [3] M.M. Deza and M. Laurent. Geometry of Cuts and Metrics. Springe-Verlag, 1997. [4] R. Diestel. Graph Theory. Springer-Verlag, 1997. [5] M.E. Fisher. On the dimer solution of planar ising models. J. Math. Phys., 7:1776–1781, 1966. [6] M.I. Jordan, editor. Learning in graphical models. MIT press, Cambridge, MA, 1998. [7] P.W. Kasteleyn. Dimer statistics and phase transitions. Journal of Math. Physics, 4:287–293, 1963. [8] L. Lovasz and M.D. Plummer. Matching Theory, volume 29 of Annals of discrete mathematics. NorthHolland, New-York, 1986. [9] M. J. Wainwright, T. Jaakkola, and A. S. Willsky. Tree-based reparameterization framework for analysis of sum-product and related algorithms. IEEE Trans. on Information Theory, 49(5):1120–1146, 2003. [10] M. J. Wainwright, T. Jaakkola, and A. S. Willsky. Map estimation via agreement on trees: messagepassing and linear programming. IEEE Trans. on Information Theory, 51(11):1120–1146, 2005. [11] M. J. Wainwright, T. Jaakkola, and A. S. Willsky. A new class of upper bounds on the log partition function. IEEE Trans. on Information Theory, 51(7):2313–2335, 2005. [12] M.J. Wainwright and M.I. Jordan. Graphical models, exponential families, and variational inference. Technical report, UC Berkeley Dept. of Statistics, 2003. [13] J.S. Yedidia, W.T. W.T. Freeman, and Y. Weiss. Constructing free-energy approximations and generalized belief propagation algorithms. IEEE Trans. on Information Theory, 51(7):2282–2312, 2005.
6 0.59460711 142 nips-2006-Mutagenetic tree Fisher kernel improves prediction of HIV drug resistance from viral genotype
7 0.54722971 39 nips-2006-Balanced Graph Matching
8 0.52514833 87 nips-2006-Graph Laplacian Regularization for Large-Scale Semidefinite Programming
9 0.4788796 93 nips-2006-Hyperparameter Learning for Graph Based Semi-supervised Learning Algorithms
10 0.46544576 128 nips-2006-Manifold Denoising
11 0.43094608 82 nips-2006-Gaussian and Wishart Hyperkernels
12 0.42488474 173 nips-2006-Shifting, One-Inclusion Mistake Bounds and Tight Multiclass Expected Risk Bounds
13 0.42443177 92 nips-2006-High-Dimensional Graphical Model Selection Using $\ell 1$-Regularized Logistic Regression
14 0.4207314 55 nips-2006-Computation of Similarity Measures for Sequential Data using Generalized Suffix Trees
15 0.41273645 57 nips-2006-Conditional mean field
16 0.40157634 6 nips-2006-A Kernel Subspace Method by Stochastic Realization for Learning Nonlinear Dynamical Systems
17 0.38367376 98 nips-2006-Inferring Network Structure from Co-Occurrences
18 0.3783094 103 nips-2006-Kernels on Structured Objects Through Nested Histograms
19 0.37009916 169 nips-2006-Relational Learning with Gaussian Processes
20 0.35940978 65 nips-2006-Denoising and Dimension Reduction in Feature Space
topicId topicWeight
[(1, 0.148), (3, 0.027), (7, 0.1), (9, 0.042), (20, 0.017), (22, 0.056), (44, 0.054), (57, 0.045), (65, 0.054), (69, 0.027), (83, 0.316), (90, 0.013)]
simIndex simValue paperId paperTitle
same-paper 1 0.82394028 77 nips-2006-Fast Computation of Graph Kernels
Author: Karsten M. Borgwardt, Nicol N. Schraudolph, S.v.n. Vishwanathan
Abstract: Using extensions of linear algebra concepts to Reproducing Kernel Hilbert Spaces (RKHS), we define a unifying framework for random walk kernels on graphs. Reduction to a Sylvester equation allows us to compute many of these kernels in O(n3 ) worst-case time. This includes kernels whose previous worst-case time complexity was O(n6 ), such as the geometric kernels of G¨ rtner et al. [1] and a the marginal graph kernels of Kashima et al. [2]. Our algebra in RKHS allow us to exploit sparsity in directed and undirected graphs more effectively than previous methods, yielding sub-cubic computational complexity when combined with conjugate gradient solvers or fixed-point iterations. Experiments on graphs from bioinformatics and other application domains show that our algorithms are often more than 1000 times faster than existing approaches. 1
2 0.73121309 35 nips-2006-Approximate inference using planar graph decomposition
Author: Amir Globerson, Tommi S. Jaakkola
Abstract: A number of exact and approximate methods are available for inference calculations in graphical models. Many recent approximate methods for graphs with cycles are based on tractable algorithms for tree structured graphs. Here we base the approximation on a different tractable model, planar graphs with binary variables and pure interaction potentials (no external field). The partition function for such models can be calculated exactly using an algorithm introduced by Fisher and Kasteleyn in the 1960s. We show how such tractable planar models can be used in a decomposition to derive upper bounds on the partition function of non-planar models. The resulting algorithm also allows for the estimation of marginals. We compare our planar decomposition to the tree decomposition method of Wainwright et. al., showing that it results in a much tighter bound on the partition function, improved pairwise marginals, and comparable singleton marginals. Graphical models are a powerful tool for modeling multivariate distributions, and have been successfully applied in various fields such as coding theory and image processing. Applications of graphical models typically involve calculating two types of quantities, namely marginal distributions, and MAP assignments. The evaluation of the model partition function is closely related to calculating marginals [12]. These three problems can rarely be solved exactly in polynomial time, and are provably computationally hard in the general case [1]. When the model conforms to a tree structure, however, all these problems can be solved in polynomial time. This has prompted extensive research into tree based methods. For example, the junction tree method [6] converts a graphical model into a tree by clustering nodes into cliques, such that the graph over cliques is a tree. The resulting maximal clique size (cf. tree width) may nevertheless be prohibitively large. Wainwright et. al. [9, 11] proposed an approximate method based on trees known as tree reweighting (TRW). The TRW approach decomposes the potential vector of a graphical model into a mixture over spanning trees of the model, and then uses convexity arguments to bound various quantities, such as the partition function. One key advantage of this approach is that it provides bounds on partition function value, a property which is not shared by approximations based on Bethe free energies [13]. In this paper we focus on a different class of tractable models: planar graphs. A graph is called planar if it can be drawn in the plane without crossing edges. Works in the 1960s by physicists Fisher [5] and Kasteleyn [7], among others, have shown that the partition function for planar graphs may be calculated in polynomial time. This, however, is true under two key restrictions. One is that the variables xi are binary. The other is that the interaction potential depends only on xi xj (where xi ∈ {±1}), and not on their individual values (i.e., the zero external field case). Here we show how the above method can be used to obtain upper bounds on the partition function for non-planar graphs. As in TRW, we decompose the potential of a non-planar graph into a sum over spanning planar models, and then use a convexity argument to obtain an upper bound on the log partition function. The bound optimization is a convex problem, and can be solved in polynomial time. We compare our method with TRW on a planar graph with an external field, and show that it performs favorably with respect to both pairwise marginals and the bound on the partition function, and the two methods give similar results for singleton marginals. 1 Definitions and Notations Given a graph G with n vertices and a set of edges E, we are interested in pairwise Markov Random Fields (MRF) over the graph G. A pairwise MRF [13] is a multivariate distribution over variables x = {x1 , . . . , xn } defined as 1 P p(x) = e ij∈E fij (xi ,xj ) (1) Z where fij are a set of |E| functions, or interaction potentials, defined over pairs of variables. The P partition function is defined as Z = x e ij∈E fij (xi ,xj ) . Here we will focus on the case where xi ∈ {±1}. Furthermore, we will be interested in interaction potentials which only depend on agreement or disagreement between the signs of their variables. We define those by 1 θij (1 + xi xj ) = θij I(xi = xj ) (2) 2 so that fij (xi , xj ) is zero if xi = xj and θij if xi = xj . The model is then defined via the set of parameters θij . We use θ to denote the vector of parameters θij , and denote the partition function by Z(θ) to highlight its dependence on these parameters. f (xi , xj ) = A graph G is defined as planar if it can be drawn in the plane without any intersection of edges [4]. With some abuse of notation, we define E as the set of line segments in 2 corresponding to the edges in the graph. The regions of 2 \ E are defined as the faces of the graph. The face which corresponds to an unbounded region is called the external face. Given a planar graph G, its dual graph G∗ is defined in the following way: the vertices of G∗ correspond to faces of G, and there is an edge between two vertices in G∗ iff the two corresponding faces in G share an edge. If the graph G is weighted, the weight on an edge in G∗ is the weight on the edge shared by the corresponding faces in G. A plane triangulation of a planar graph G is obtained from G by adding edges such that all the faces of the resulting graph have exactly three vertices. Thus a plane triangulated graph has a dual where all vertices have degree three. It can be shown that every plane graph can be plane triangulated [4]. We shall also need the notion of a perfect matching on a graph. A perfect matching on a graph G is defined as a set of edges H ⊆ E such that every vertex in G has exactly one edge in H incident on it. If the graph is weighted, the weight of the matching is defined as the product of the weights of the edges in the matching. Finally, we recall the definition of a marginal polytope of a graph [12]. Consider an MRF over a graph G where fij are given by Equation 2. Denote the probability of the event I(xi = xj ) under p(x) by τij . The marginal polytope of G, denoted by M(G), is defined as the set of values τij that can be obtained under some assignment to the parameters θij . For a general graph G the polytope M(G) cannot be described using a polynomial number of inequalities. However, for planar graphs, it turns out that a set of O(n3 ) constraints, commonly referred to as triangle inequalities, suffice to describe M(G) (see [3] page 434). The triangle inequalities are defined by 1 TRI(n) = {τij : τij + τjk − τik ≤ 1, τij + τjk + τik ≥ 1, ∀i, j, k ∈ {1, . . . , n}} (3) Note that the above inequalities actually contain variables τij which do not correspond to edges in the original graph G. Thus the equality M(G) = TRI(n) should be understood as referring only to the values of τij that correspond to edges in the graph. Importantly, the values of τij for edges not in the graph need not be valid marginals for any MRF. In other words M(G) is a projection of TRI(n) on the set of edges of G. It is well known that the marginal polytope for trees is described via pairwise constraints. It is thus interesting that for planar graphs, it is triplets, rather than pairwise 1 The definition here is slightly different from that in [3], since here we refer to agreement probabilities, whereas [3] refers to disagreement probabilities. This polytope is also referred to as the cut polytope. constraints, that characterize the polytope. In this sense, planar graphs and trees may be viewed as a hierarchy of polytope complexity classes. It remains an interesting problem to characterize other structures in this hierarchy and their related inference algorithms. 2 Exact calculation of partition function using perfect matching The seminal works of Kasteleyn [7] and Fisher [5] have shown how one can calculate the partition function for a binary MRF over a planar graph with pure interaction potentials. We briefly review Fisher’s construction, which we will use in what follows. Our interpretation of the method differs somewhat from that of Fisher, but we believe it is more straightforward. The key idea in calculating the partition function is to convert the summation over values of x to the problem of calculating the sum of weights of all perfect matchings in a graph constructed from G, as shown below. In this section, we consider weighted graphs (graphs with numbers assigned to their edges). For the graph G associated with the pairwise MRF, we assign weights wij = e2θij to the edges. The first step in the construction is to plane triangulate the graph G. Let us call the resulting graph GT . We define an MRF on GT by assigning a parameter θij = 0 to the edges that have been added to G, and the corresponding weight wij = 1. Thus GT essentially describes the same distribution as G, and therefore has the same partition function. We can thus restrict our attention to calculating the partition function for the MRF on GT . As a first step in calculating a partition function over GT , we introduce the following definition: a ˆ set of edges E in GT is an agreement edge set (or AES) if for every triangle face F in GT one of the ˆ ˆ following holds: The edges in F are all in E, or exactly one of the edges in F is in E. The weight ˆ is defined as the product of the weights of the edges in E. ˆ of a set E It can be shown that there exists a bijection between pairs of assignments {x, −x} and agreement edge sets. The mapping from x to an edge set is simply the set of edges such that xi = xj . It is easy to see that this is an agreement edge set. The reverse mapping is obtained by finding an assignment x such that xi = xj iff the corresponding edge is in the agreement edge set. The existence of this mapping can be shown by induction on the number of (triangle) faces. P The contribution of a given assignment x to the partition function is e ˆ sponds to an AES denoted by E it is easy to see that P e ij∈E θij I(xi =xj ) = e− P ij∈E θij P e ˆ ij∈E 2θij = ce P ˆ ij∈E ij∈E 2θij θij I(xi =xj ) =c wij . If x corre(4) ˆ ij∈E P where c = e− ij∈E θij . Define the superset Λ as the set of agreement edge sets. The above then implies that Z(θ) = 2c E∈Λ ij∈E wij , and is thus proportional to the sum of AES weights. ˆ ˆ To sum over agreement edge sets, we use the following elegant trick introduced by Fisher [5]. Construct a new graph GPM from the dual of GT by introducing new vertices and edges according to the following rule: Replace each original vertex with three vertices that are connected to each other, and assign a weight of one to the new edges. Next, consider the three neighbors of the original vertex 2 . Connect each of the three new vertices to one of these three neighbors, keeping the original weights on these edges. The transformation is illustrated in Figure 1. The new graph GPM has O(3n) vertices, and is also planar. It can be seen that there is a one to one correspondence between perfect matchings in GPM and agreement edge sets in GT . Define Ω to be the set of perfect matchings in GPM . Then Z(θ) = 2c M ∈Ω ij∈M wij where we have used the fact that all the new weights have a value of one. Thus, the partition function is a sum over the weights of perfect matchings in GPM . Finally, we need a way of summing over the weights of the set of perfect matchings in a graph. Kasteleyn [7] proved that for a planar graph GPM , this sum may be obtained using the following sequence of steps: • Direct the edges of the graph GPM such that for every face (except possibly the external face), the number of edges on its perimeter oriented in a clockwise manner is odd. Kasteleyn showed that such a so called Pfaffian orientation may be constructed in polynomial time for a planar graph (see also [8] page 322). 2 Note that in the dual of GT all vertices have degree three, since GT is plane triangulated. 1.2 0.7 0.6 1 1 1 0.8 0.6 0.8 1.5 1.4 1.5 1 1 1.2 1 1 1 1 0.7 1.4 1 1 1 Figure 1: Illustration of the graph transformations in Section 2 for a complete graph with four vertices. Left panel shows the original weighted graph (dotted edges and grey vertices) and its dual (solid edges and black vertices). Right panel shows the dual graph with each vertex replaced by a triangle (the graph GPM in the text). Weights for dual graph edges correspond to the weights on the original graph. • Define the matrix P (GPM ) to be a skew symmetric matrix such that Pij = 0 if ij is not an edge, Pij = wij if the arrow on edge ij runs from i to j and Pij = −wij otherwise. • The sum over weighted matchings can then be shown to equal |P (GPM )|. The partition function is thus given by Z(θ) = 2c |P (GPM )|. To conclude this section we reiterate the following two key points: the partition function of a binary MRF over a planar graph with interaction potentials as in Equation 2 may be calculated in polynomial time by calculating the determinant of a matrix of size O(3n). An important outcome of this result is that the functional relation between Z(θ) and the parameters θij is known, a fact we shall use in what follows. 3 Partition function bounds via planar decomposition Given a non-planar graph G over binary variables with a vector of interaction potentials θ, we wish to use the exact planar computation to obtain a bound on the partition function of the MRF on G. We assume for simplicity that the potentials on the MRF for G are given in the form of Equation 2. Thus, G violates the assumptions of the previous section only in its non-planarity. Define G(r) as a set of spanning planar subgraphs of G, i.e., each graph G(r) is planar and contains all the vertices of G and some its edges. Denote by m the number of such graphs. Introduce the following definitions: (r) • θ (r) is a set of parameters on the edges of G(r) , and θij is an element in this set. Z(θ (r) ) is the partition function of the MRF on G(r) with parameters θ (r) . ˆ (r) ˆ(r) • θ is a set of parameters on the edges of G such that if edge (ij) is in G(r) then θij = (r) ˆ(r) θ , and otherwise θ = 0. ij ij Given a distribution ρ(r) on the graphs G(r) (i.e., ρ(r) ≥ 0 for r = 1, . . . , m and assume that the parameters for G(r) are such that ˆ ρ(r)θ θ= (r) r ρ(r) = 1), (5) r Then, by the convexity of the log partition function, as a function of the model parameters, we have ρ(r) log Z(θ (r) ) ≡ f (θ, ρ, θ (r) ) log Z(θ) ≤ (6) r Since by assumption the graphs G(r) are planar, this bound can be calculated in polynomial time. Since this bound is true for any set of parameters θ (r) which satisfies the condition in Equation 5 and for any distribution ρ(r), we may optimize over these two variables to obtain the tightest bound possible. Define the optimal bound for a fixed value of ρ(r) by g(ρ, θ) (optimization is w.r.t. θ (r) ) g(ρ, θ) = f (θ, ρ, θ (r) ) min θ (r) : P ˆ ρ(r)θ (r) =θ (7) Also, define the optimum of the above w.r.t. ρ by h(θ). h(θ) = min g(θ, ρ) ρ(r) ≥ 0, ρ(r) = 1 (8) Thus, h(θ) is the optimal upper bound for the given parameter vector θ. In the following section we argue that we can in fact find the global optimum of the above problem. 4 Globally Optimal Bound Optimization First consider calculating g(ρ, θ) from Equation 7. Note that since log Z(θ (r) ) is a convex function of θ (r) , and the constraints are linear, the overall optimization is convex and can be solved efficiently. In the current implementation, we use a projected gradient algorithm [2]. The gradient of f (θ, ρ, θ (r) ) w.r.t. θ (r) is given by ∂f (θ, ρ, θ (r) ) (r) ∂θij (r) = ρ(r) 1 + eθij (r) P −1 (GPM ) (r) k(i,j) Sign(Pk(i,j) (GPM )) (9) where k(i, j) returns the row and column indices of the element in the upper triangular matrix of (r) (r) P (GPM ), which contains the element e2θij . Since the optimization in Equation 7 is convex, it has an equivalent convex dual. Although we do not use this dual for optimization (because of the difficulty of expressing the entropy of planar models solely in terms of triplet marginals), it nevertheless allows some insight into the structure of the problem. The dual in this case is closely linked to the notion of the marginal polytope defined in Section 1. Using a derivation similar to [11], we arrive at the following characterization of the dual g(ρ, θ) = max τ ∈TRI(n) ρ(r)H(θ (r) (τ )) θ·τ + (10) r where θ (r) (τ ) denotes the parameters of an MRF on G(r) such that its marginals are given by the restriction of τ to the edges of G(r) , and H(θ (r) (τ )) denotes the entropy of the MRF over G(r) with parameters θ (r) (τ ). The maximized function in Equation 10 is linear in ρ and thus g(ρ, θ) is a pointwise maximum over (linear) convex functions in ρ and is thus convex in ρ. It therefore has no (r) local minima. Denote by θmin (ρ) the set of parameters that minimizes Equation 7 for a given value of ρ. Using a derivation similar to that in [11], the gradient of g(ρ, θ) can be shown to be ∂g(ρ, θ) (r) = H(θmin (ρ)) ∂ρ(r) (11) Since the partition function for G(r) can be calculated efficiently, so can the entropy. We can now summarize the algorithm for calculating h(θ) • Initialize ρ0 . Iterate: – For ρt , find θ (r) which solves the minimization in Equation 7. – Calculate the gradient of g(ρ, θ) at ρt using the expression in Equation 11 – Update ρt+1 = ρt + αv where v is a feasible search direction calculated from the gradient of g(ρ, θ) and the simplex constraints on ρ. The step size α is calculated via an Armijo line search. – Halt when the change in g(ρ, θ) is smaller than some threshold. Note that the minimization w.r.t. θ (r) is not very time consuming since we can initialize it with the minimum from the previous step, and thus only a few iterations are needed to find the new optimum, provided the change in ρ is not too big. The above algorithm is guaranteed to converge to a global optimum of ρ [2], and thus we obtain the tightest possible upper bound on Z(θ) given our planar graph decomposition. The procedure described here is asymmetric w.r.t. ρ and θ (r) . In a symmetric formulation the minimizing gradient steps could be carried out jointly or in an alternating sequence. The symmetric ˆ (r) formulation can be obtained by decoupling ρ and θ (r) in the bi-linear constraint ρ(r)θ = θ. Field Figure 2: Illustration of planar subgraph construction for a rectangular lattice with external field. Original graph is shown on the left. The field vertex is connected to all vertices (edges not shown). The graph on the right results from isolating the 4th ,5th columns of the original graph (shown in grey), and connecting the field vertex to the external vertices of the three disconnected components. Note that the resulting graph is planar. ˜ ˜ Specifically, we introduce θ (r) = θ (r) ρ(r) and perform the optimization w.r.t. ρ and θ (r) . It can be ˜(r) ) with the relevant (de-coupled) constraint is equivalent shown that a stationary point of f (θ, ρ, θ to the procedure described above. The advantage of this approach is that the exact minimization w.r.t θ (r) is not required before modifying ρ. Our experiments have shown, however, that the methods take comparable times to converge, although this may be a property of the implementation. 5 Estimating Marginals The optimization problem as defined above minimizes an upper bound on the partition function. However, it may also be of interest to obtain estimates of the marginals of the MRF over G. To obtain marginal estimates, we follow the approach in [11]. We first characterize the optimum of Equation 7 for a fixed value of ρ. Deriving the Lagrangian of Equation 7 w.r.t. θ (r) we obtain the (r) following characterization of θmin (ρ): Marginal Optimality Criterion: For any two graphs G(r) , G(s) such that the edge (ij) is in both (r) (s) graphs, the optimal parameter vector satisfies τij (θmin (ρ)) = τij (θmin (ρ)). Thus, the optimal set of parameters for the graphs G(r) is such that every two graphs agree on the marginals of all the edges they share. This implies that at the optimum, there is a well defined set of marginals over all the edges. We use this set as an approximation to the true marginals. A different method for estimating marginals uses the partition function bound directly. We first P calculate partition function bounds on the sums: αi (1) = x:xi =1 e ij∈E fij (xi ,xj ) and αi (−1) = P αi (1) e ij∈E fij (xi ,xj ) and then normalize αi (1)+αi (−1) to obtain an estimate for p(xi = 1). This method has the advantage of being more numerically stable (since it does not depend on derivatives of log Z). However, it needs to be calculated separately for each variable, so that it may be time consuming if one is interested in marginals for a large set of variables. x:xi =−1 6 Experimental Evaluation We study the application of our Planar Decomposition (PDC) P method to a binary MRF on a square P lattice with an external field. The MRF is given by p(x) ∝ e ij∈E θij xi xj + i∈V θi xi where V are the lattice vertices, and θi and θij are parameters. Note that this interaction does not satisfy the conditions for exact calculation of the partition function, even though the graph is planar. This problem is in fact NP hard [1]. However, it is possible to obtain the desired interaction form by introducing an additional variable xn+1 that is connected to all the original variables.P Denote the correspondP ij∈E θij xi xj + i∈V θi,n+1 xi xn+1 , where ing graph by Gf . Consider the distribution p(x, xn+1 ) ∝ e θi,n+1 = θi . It is easy to see that any property of p(x) (e.g., partition function, marginals) may be calculated from the corresponding property of p(x, xn+1 ). The advantage of the latter distribution is that it has the desired interaction form. We can thus apply PDC by choosing planar subgraphs of the non-planar graph Gf . 0.25 0.15 0.1 0.05 0.5 1 1.5 Interaction Strength 0.03 Singleton Marginal Error Z Bound Error Pairwise Marginals Error 0.08 PDC TRW 0.2 0.07 0.06 0.05 0.04 0.03 0.02 2 0.5 1 1.5 Interaction Strength 0.025 0.02 0.015 0.01 0.005 2 0.5 1 1.5 Interaction Strength 2 !3 x 10 0.025 0.02 0.015 0.5 1 Field Strength 1.5 2 Singleton Marginal Error Pairwise Marginals Error Z Bound Error 0.03 0.03 0.025 0.02 0.015 0.5 1 Field Strength 1.5 2 9 8 7 6 5 4 3 0.5 1 Field Strength 1.5 2 Figure 3: Comparison of the TRW and Planar Decomposition (PDC) algorithms on a 7×7 square lattice. TRW results shown in red squares, and PDC in blue circles. Left column shows the error in the log partition bound. Middle column is the mean error for pairwise marginals, and right column is the error for the singleton marginal of the variable at the lattice center. Results in upper row are for field parameters drawn from U[−0.05, 0.05] and various interaction parameters. Results in the lower row are for interaction parameters drawn from U [−0.5, 0.5] and various field parameters. Error bars are standard errors calculated from 40 random trials. There are clearly many ways to choose spanning planar subgraphs of Gf . Spanning subtrees are one option, and were used in [11]. Since our optimization is polynomial in the number of subgraphs, √ we preferred to use a number of subgraphs that is linear in n. The key idea in generating these planar subgraphs is to generate disconnected components of the lattice and connect xn+1 only to the external vertices of these components. Here we generate three disconnected components by isolating two neighboring columns (or rows) from the rest of the graph, resulting in three components. This is √ illustrated in Figure 2. To this set of 2 n graphs, we add the independent variables graph consisting only of edges from the field node to all the other nodes. We compared the performance of the PDC and TRW methods 3 4 on a 7 × 7 lattice . Since the exact partition function and marginals can be calculated for this case, we could compare both algorithms to the true values. The MRF parameters were set according to the two following scenarios: 1) Varying Interaction - The field parameters θi were drawn uniformly from U[−0.05, 0.05], and the interaction θij from U[−α, α] where α ∈ {0.2, 0.4, . . . , 2}. This is the setting tested in [11]. 2) Varying Field θi was drawn uniformly from U[−α, α], where α ∈ {0.2, 0.4, . . . , 2} and θij from U[−0.5, 0.5]. For each scenario, we calculated the following measures: 1) Normalized log partition error 1 1 alg − log Z true ). 2) Error in pairwise marginals |E| ij∈E |palg (xi = 1, xj = 1) − 49 (log Z ptrue (xi = 1, xj = 1)|. Pairwise marginals were calculated jointly using the marginal optimality criterion of Section 5. 3) Error in singleton marginals. We calculated the singleton marginals for the innermost node in the lattice (i.e., coordinate [3, 3]), which intuitively should be the most difficult for the planar based algorithm. This marginal was calculated using two partition functions, as explained in Section 5 5 . The same method was used for TRW. The reported error measure is |palg (xi = 1) − ptrue (xi = 1)|. Results were averaged over 40 random trials. Results for the two scenarios and different evaluation measures are given in Figure 3. It can be seen that the partition function bound for PDC is significantly better than TRW for almost all parameter settings, although the difference becomes smaller for large field values. Error for the PDC pairwise 3 TRW and PDC bounds were optimized over both the subgraph parameters and the mixture parameters ρ. In terms of running time, PDC optimization for a fixed value of ρ took about 30 seconds, which is still slower than the TRW message passing implementation. 5 Results using the marginal optimality criterion were worse for PDC, possibly due to its reduced numerical precision. 4 marginals are smaller than those of TRW for all parameter settings. For the singleton parameters, TRW slightly outperforms PDC. This is not surprising since the field is modeled by every spanning tree in the TRW decomposition, whereas in PDC not all the structures model a given field. 7 Discussion We have presented a method for using planar graphs as the basis for approximating non-planar graphs such as planar graphs with external fields. While the restriction to binary variables limits the applicability of our approach, it remains relevant in many important applications, such as coding theory and combinatorial optimization. Moreover, it is always possible to convert a non-binary graphical model to a binary one by introducing additional variables. The resulting graph will typically not be planar, even when the original graph over k−ary variables is. However, the planar decomposition method can then be applied to this non-planar graph. The optimization of the decomposition is carried out explicitly over the planar subgraphs, thus limiting the number of subgraphs that can be used in the approximation. In the TRW method this problem is circumvented since it is possible to implicitly optimize over all spanning trees. The reason this can be done for trees is that the entropy of an MRF over a tree may be written as a function of its marginal variables. We do not know of an equivalent result for planar graphs, and it remains a challenge to find one. It is however possible to combine the planar and tree decompositions into one single bound, which is guaranteed to outperform the tree or planar approximations alone. The planar decomposition idea may in principle be applied to bounding the value of the MAP assignment. However, as in TRW, it can be shown that the solution is not dependent on the decomposition (as long as each edge appears in some structure), and the problem is equivalent to maximizing a linear function over the marginal polytope (which can be done in polynomial time for planar graphs). However, such a decomposition may suggest new message passing algorithms, as in [10]. Acknowledgments The authors acknowledge support from the Defense Advanced Research Projects Agency (Transfer Learning program). Amir Globerson is also supported by the Rothschild Yad-Hanadiv fellowship. The authors also wish to thank Martin Wainwright for providing his TRW code. References [1] F. Barahona. On the computational complexity of ising spin glass models. J. Phys. A., 15(10):3241–3253, 1982. [2] D. P. Bertsekas, editor. Nonlinear Programming. Athena Scientific, Belmont, MA, 1995. [3] M.M. Deza and M. Laurent. Geometry of Cuts and Metrics. Springe-Verlag, 1997. [4] R. Diestel. Graph Theory. Springer-Verlag, 1997. [5] M.E. Fisher. On the dimer solution of planar ising models. J. Math. Phys., 7:1776–1781, 1966. [6] M.I. Jordan, editor. Learning in graphical models. MIT press, Cambridge, MA, 1998. [7] P.W. Kasteleyn. Dimer statistics and phase transitions. Journal of Math. Physics, 4:287–293, 1963. [8] L. Lovasz and M.D. Plummer. Matching Theory, volume 29 of Annals of discrete mathematics. NorthHolland, New-York, 1986. [9] M. J. Wainwright, T. Jaakkola, and A. S. Willsky. Tree-based reparameterization framework for analysis of sum-product and related algorithms. IEEE Trans. on Information Theory, 49(5):1120–1146, 2003. [10] M. J. Wainwright, T. Jaakkola, and A. S. Willsky. Map estimation via agreement on trees: messagepassing and linear programming. IEEE Trans. on Information Theory, 51(11):1120–1146, 2005. [11] M. J. Wainwright, T. Jaakkola, and A. S. Willsky. A new class of upper bounds on the log partition function. IEEE Trans. on Information Theory, 51(7):2313–2335, 2005. [12] M.J. Wainwright and M.I. Jordan. Graphical models, exponential families, and variational inference. Technical report, UC Berkeley Dept. of Statistics, 2003. [13] J.S. Yedidia, W.T. W.T. Freeman, and Y. Weiss. Constructing free-energy approximations and generalized belief propagation algorithms. IEEE Trans. on Information Theory, 51(7):2282–2312, 2005.
3 0.68784839 84 nips-2006-Generalized Regularized Least-Squares Learning with Predefined Features in a Hilbert Space
Author: Wenye Li, Kin-hong Lee, Kwong-sak Leung
Abstract: Kernel-based regularized learning seeks a model in a hypothesis space by minimizing the empirical error and the model’s complexity. Based on the representer theorem, the solution consists of a linear combination of translates of a kernel. This paper investigates a generalized form of representer theorem for kernel-based learning. After mapping predefined features and translates of a kernel simultaneously onto a hypothesis space by a specific way of constructing kernels, we proposed a new algorithm by utilizing a generalized regularizer which leaves part of the space unregularized. Using a squared-loss function in calculating the empirical error, a simple convex solution is obtained which combines predefined features with translates of the kernel. Empirical evaluations have confirmed the effectiveness of the algorithm for supervised learning tasks.
4 0.58485049 163 nips-2006-Prediction on a Graph with a Perceptron
Author: Mark Herbster, Massimiliano Pontil
Abstract: We study the problem of online prediction of a noisy labeling of a graph with the perceptron. We address both label noise and concept noise. Graph learning is framed as an instance of prediction on a finite set. To treat label noise we show that the hinge loss bounds derived by Gentile [1] for online perceptron learning can be transformed to relative mistake bounds with an optimal leading constant when applied to prediction on a finite set. These bounds depend crucially on the norm of the learned concept. Often the norm of a concept can vary dramatically with only small perturbations in a labeling. We analyze a simple transformation that stabilizes the norm under perturbations. We derive an upper bound that depends only on natural properties of the graph – the graph diameter and the cut size of a partitioning of the graph – which are only indirectly dependent on the size of the graph. The impossibility of such bounds for the graph geodesic nearest neighbors algorithm will be demonstrated. 1
5 0.55908829 79 nips-2006-Fast Iterative Kernel PCA
Author: Nicol N. Schraudolph, Simon Günter, S.v.n. Vishwanathan
Abstract: We introduce two methods to improve convergence of the Kernel Hebbian Algorithm (KHA) for iterative kernel PCA. KHA has a scalar gain parameter which is either held constant or decreased as 1/t, leading to slow convergence. Our KHA/et algorithm accelerates KHA by incorporating the reciprocal of the current estimated eigenvalues as a gain vector. We then derive and apply Stochastic MetaDescent (SMD) to KHA/et; this further speeds convergence by performing gain adaptation in RKHS. Experimental results for kernel PCA and spectral clustering of USPS digits as well as motion capture and image de-noising problems confirm that our methods converge substantially faster than conventional KHA. 1
6 0.54703569 123 nips-2006-Learning with Hypergraphs: Clustering, Classification, and Embedding
7 0.54600418 83 nips-2006-Generalized Maximum Margin Clustering and Unsupervised Kernel Learning
8 0.54466426 65 nips-2006-Denoising and Dimension Reduction in Feature Space
9 0.54282063 51 nips-2006-Clustering Under Prior Knowledge with Application to Image Segmentation
10 0.54046315 184 nips-2006-Stratification Learning: Detecting Mixed Density and Dimensionality in High Dimensional Point Clouds
11 0.53978115 128 nips-2006-Manifold Denoising
12 0.53952497 20 nips-2006-Active learning for misspecified generalized linear models
13 0.53835791 87 nips-2006-Graph Laplacian Regularization for Large-Scale Semidefinite Programming
14 0.53810048 108 nips-2006-Large Scale Hidden Semi-Markov SVMs
15 0.53735179 48 nips-2006-Branch and Bound for Semi-Supervised Support Vector Machines
16 0.5369426 106 nips-2006-Large Margin Hidden Markov Models for Automatic Speech Recognition
17 0.53662932 117 nips-2006-Learning on Graph with Laplacian Regularization
18 0.53528273 82 nips-2006-Gaussian and Wishart Hyperkernels
19 0.53393376 32 nips-2006-Analysis of Empirical Bayesian Methods for Neuroelectromagnetic Source Localization
20 0.53293037 169 nips-2006-Relational Learning with Gaussian Processes