nips nips2013 nips2013-291 knowledge-graph by maker-knowledge-mining

291 nips-2013-Sensor Selection in High-Dimensional Gaussian Trees with Nuisances


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Author: Daniel S. Levine, Jonathan P. How

Abstract: We consider the sensor selection problem on multivariate Gaussian distributions where only a subset of latent variables is of inferential interest. For pairs of vertices connected by a unique path in the graph, we show that there exist decompositions of nonlocal mutual information into local information measures that can be computed efficiently from the output of message passing algorithms. We integrate these decompositions into a computationally efficient greedy selector where the computational expense of quantification can be distributed across nodes in the network. Experimental results demonstrate the comparative efficiency of our algorithms for sensor selection in high-dimensional distributions. We additionally derive an online-computable performance bound based on augmentations of the relevant latent variable set that, when such a valid augmentation exists, is applicable for any distribution with nuisances. 1

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Summary: the most important sentenses genereted by tfidf model

sentIndex sentText sentNum sentScore

1 edu Abstract We consider the sensor selection problem on multivariate Gaussian distributions where only a subset of latent variables is of inferential interest. [sent-4, score-0.235]

2 For pairs of vertices connected by a unique path in the graph, we show that there exist decompositions of nonlocal mutual information into local information measures that can be computed efficiently from the output of message passing algorithms. [sent-5, score-0.686]

3 We integrate these decompositions into a computationally efficient greedy selector where the computational expense of quantification can be distributed across nodes in the network. [sent-6, score-0.434]

4 Experimental results demonstrate the comparative efficiency of our algorithms for sensor selection in high-dimensional distributions. [sent-7, score-0.145]

5 We additionally derive an online-computable performance bound based on augmentations of the relevant latent variable set that, when such a valid augmentation exists, is applicable for any distribution with nuisances. [sent-8, score-0.141]

6 1 Introduction This paper addresses the problem of focused active inference: selecting a subset of observable random variables that is maximally informative with respect to a specified subset of latent random variables. [sent-9, score-0.227]

7 The subset selection problem is motivated by the desire to reduce the overall cost of inference while providing greater inferential accuracy. [sent-10, score-0.136]

8 For example, in the context of sensor networks, control of the data acquisition process can lead to lower energy expenses in terms of sensing, computation, and communication [1, 2]. [sent-11, score-0.096]

9 On their own, nuisances are not of any extrinsic importance to the uncertainty reduction task and merely serve as intermediaries when describing statistical relationships, as encoded with the joint distribution, between variables. [sent-13, score-0.104]

10 The structure in the joint can be represented parsimoniously with a probabilistic graphical model, often leading to efficient inference algorithms [3, 4, 5]. [sent-14, score-0.121]

11 However, marginalization of nuisance variables is potentially expensive and can mar the very sparsity of the graphical model that permitted efficient inference. [sent-15, score-0.187]

12 Therefore, we seek methods for selecting informative subsets of observations in graphical models that retain nuisance variables. [sent-16, score-0.15]

13 Observation random variables and relevant latent variables may be nonadjacent in the graphical model due to the interposition of nuisances between them, requiring the development of information measures that extend beyond adjacency (alternatively, locality) in the graph. [sent-18, score-0.277]

14 More generally, the absence of certain conditional independencies, particularly between observations conditioned on the relevant latent variable set, means that one cannot directly apply the performance bounds associated with submodularity [6, 7, 8]. [sent-19, score-0.217]

15 1 In an effort to pave the way for analyzing focused active inference on the class of general distributions, this paper specifically examines multivariate Gaussian distributions – which exhibit a number of properties amenable to analysis – and later specializes to Gaussian trees. [sent-20, score-0.224]

16 This paper presents a decomposition of pairwise nonlocal mutual information (MI) measures on Gaussian graphs that permits efficient information valuation, e. [sent-21, score-0.429]

17 Both the valuation and subsequent selection may be distributed over nodes in the network, which can be of benefit for high-dimensional distributions and/or large-scale distributed sensor networks. [sent-24, score-0.311]

18 It is also shown how an augmentation to the relevant set can lead to an online-computable performance bound for general distributions with nuisances. [sent-25, score-0.095]

19 The nonlocal MI decomposition extensively exploits properties of Gaussian distributions, Markov random fields, and Gaussian belief propagation (GaBP), which are reviewed in Section 2. [sent-26, score-0.382]

20 The formal problem statement of focused active inference is stated in Section 3, along with an example that contrasts focused and unfocused selection. [sent-27, score-0.585]

21 Section 4 presents pairwise nonlocal MI decompositions for scalar and vectoral Gaussian Markov random fields. [sent-28, score-0.723]

22 Section 5 shows how to integrate pairwise nonlocal MI into a distributed greedy selection algorithm for the focused active inference problem; this algorithm is benchmarked in Section 6. [sent-29, score-0.696]

23 A performance bound applicable to any focused selector is presented in Section 7. [sent-30, score-0.24]

24 A u-v path is a finite sequence of adjacent vertices, starting with vertex u and terminating at vertex v, that does not repeat any vertex. [sent-34, score-0.116]

25 If |PG (u, v)| = 1, then there is a unique path between u and v, and denote the sole element of PG (u, v) ¯ by Pu:v . [sent-37, score-0.17]

26 A chain is said to be embedded in graph G if the nodes in the chain comprise a unique path in G. [sent-43, score-0.461]

27 For MRFs, the global Markov property relates connectivity in the graph to implied conditional independencies. [sent-44, score-0.099]

28 (Note that the conditional precision matrix is independent of the value of the realized x2 . [sent-54, score-0.096]

29 3 Gaussian MRFs (GMRFs) If x ∼ N −1 (h, J), the conditional independence structure of px (·) can be represented with a Gaussian MRF (GMRF) G = (V, E), where E is determined by the sparsity pattern of J and the pairwise Markov property: {i, j} ∈ E iff Jij = 0. [sent-66, score-0.183]

30 In a scalar GMRF, V indexes scalar components of x. [sent-67, score-0.314]

31 In a vectoral GMRF, V indexes disjoint subvectors of x, each of potentially different dimension. [sent-68, score-0.378]

32 The block submatrix Jii can be thought of as specifying the sparsity pattern of the scalar micro-network within the vectoral macro-node i ∈ V. [sent-69, score-0.381]

33 4 Gaussian Belief Propagation (GaBP) If x can be partitioned into n subvectors of dimension at most d, and the resulting graph is treeshaped, then all marginal precision matrices Ji , i ∈ V can be computed by Gaussian belief propagation (GaBP) [10] in O(n · d3 ). [sent-71, score-0.288]

34 In light of (3), pairwise MI quantities between adjacent nodes i and j may be expressed as I(xi ; xj ) = H(xi ) + H(xj ) − H(xi , xj ), 1 1 1 = − ln det(Ji ) − ln det(Jj ) + ln det(J{i,j} ), 2 2 2 {i, j} ∈ E, (4) i. [sent-73, score-0.237]

35 , purely in terms of node and edge marginal precision matrices. [sent-75, score-0.154]

36 Moreover, the graphical inference community appears to best understand the convergence of message passing algorithms for continuous distributions on subclasses of multivariate Gaussians (e. [sent-78, score-0.241]

37 3 Problem Statement Let px (·) = N −1 (·; h, J) be represented by GMRF G = (V, E), and consider a partition of V into the subsets of latent nodes U and observable nodes S, with R ⊆ U denoting the subset of relevant latent variables (i. [sent-81, score-0.434]

38 Given a cost function c : 2S → R≥0 over subsets of observations, and a budget β ∈ R≥0 , the focused active inference problem is maximizeA⊆S s. [sent-84, score-0.224]

39 (5) The focused active inference problem in (5) is distinguished from the unfocused active inference problem maximizeA⊆S s. [sent-87, score-0.559]

40 By the chain rule and nonnegativity of MI, I(xU ; xA ) = I(xR ; xA ) + I(xU \R ; xA | xR ) ≥ I(xR ; xA ), for any A ⊆ S. [sent-91, score-0.138]

41 Therefore, maximizing unfocused MI does not imply maximizing focused MI. [sent-92, score-0.361]

42 Focused active inference must be posed as a separate problem to avoid the situation where the observation selector becomes fixated on inferring nuisance variables as a result of I(xU \R ; xA | xR ) being included implicitly in the valuation. [sent-93, score-0.286]

43 In fact, an unfocused selector can perform arbitrarily poorly with respect to a focused metric, as the following example illustrates. [sent-94, score-0.476]

44 Consider a scalar GMRF over a four-node chain (Figure 1a), whereby J13 = J14 = J24 = 0 by the pairwise Markov property, with R = {2}, S = {1, 4}, c(A) = |A| (i. [sent-96, score-0.27]

45 The optimal unfocused decision rule A∗ F ) = argmaxa∈{1,4} I(x2 , x3 ; xa ) (U can be shown, by conditional independence and positive definiteness of J, to reduce to A∗ F ) ={4} (U |J34 | |J12 |, A∗ F ) ={1} (U independent of J23 , which parameterizes the edge potential between nodes 2 and 3. [sent-99, score-0.863]

46 The reason for this loss is that as |J23 | → 0+ , the information that node 3 can convey about node 2 also approaches zero, although the unfocused decision rule is oblivious to this fact. [sent-102, score-0.394]

47 There exists a range of values for |J23 | such that the unfocused and focused policies coincide; however, as |J23 | → 0+ , the unfocused policy approaches complete performance loss with respect to the focused measure. [sent-126, score-0.763]

48 ¯ Figure 2: (a) Example of a nontree graph G with a unique path P1:k between nodes 1 and k. [sent-132, score-0.372]

49 (b) Example of a vectoral graph with ˜ “sidegraph” attached to each node i ∈ P thin edges, with internal (scalar) structure depicted. [sent-134, score-0.411]

50 4 Nonlocal MI Decomposition For GMRFs with n nodes indexing d-dimensional random subvectors, I(xR ; xA ) can be computed exactly in O((nd)3 ) via Schur complements/inversions on the precision matrix J. [sent-135, score-0.185]

51 However, certain graph structures permit the computation via belief propagation of all local pairwise MI terms I(xi ; xj ), for adjacent nodes i, j ∈ V in O(n · d3 ) – a substantial savings for large networks. [sent-136, score-0.385]

52 This section describes a transformation of nonlocal MI between uniquely path-connected nodes that permits a decomposition into the sum of transformed local MI quantities, i. [sent-137, score-0.422]

53 Furthermore, the local MI terms can be transformed in constant time, yielding an O(n · d3 ) for computing any pairwise nonlocal MI quantity coinciding with a unique path. [sent-140, score-0.382]

54 For disjoint subsets A, B, C ⊆ V, the warped mutual information measure W : 2V × 2V × 2V → (−∞, 0] is defined such that W (A; B|C) 1 2 log (1 − exp {−2I(xA ; xB |xC )}). [sent-142, score-0.192]

55 For i, j ∈ V indexing scalar nodes, the warped MI of Definition 1 reduces to W (i; j) = log |ρij |, where ρij ∈ [−1, 1] is the correlation coefficient between scalar r. [sent-145, score-0.358]

56 The measure log |ρij | has long been known to the graphical model learning community as an “additive tree distance” [15, 16], and our decomposition for vectoral graphs is a novel application for sensor selection problems. [sent-148, score-0.477]

57 Proposition 3 requires only that the path between vertices u and v be unique. [sent-154, score-0.132]

58 However, the result holds on any graph for which: the subgraph ¯ ¯ ¯ ¯ induced by Pu:v is a chain; and every i ∈ Pu:v separates N (i) \ Pu:v from Pu:v \ {i}, where N (i) {j : {i, j} ∈ E} is the neighbor set of i. [sent-156, score-0.12]

59 See Figure 2a for an example of a nontree graph with a unique path. [sent-157, score-0.167]

60 An edge {i, j} ∈ E of GMRF G = (V, E; J) is thin if the corresponding submatrix Jij has exactly one nonzero scalar component. [sent-159, score-0.283]

61 ) For vectoral problems, each node may contain a subnetwork of arbitrarily connected scalar random variables (see Figure 2b). [sent-161, score-0.405]

62 Under the assumption of thin edges (Definition 5), a unique path between nodes u and v must enter interstitial nodes through one scalar r. [sent-162, score-0.728]

63 s of ¯ interstitial vectoral node i on Pu:v , with conditioning set C ⊆ V \ {u, v}. [sent-168, score-0.41]

64 For any GMRF G = (V, E) where V indexes random vectors of dimension at most d and the edges in E are thin, if |PG (u, v)| = 1 for distinct vertices u, v ∈ V, then for any C ⊆ V \ {u, v}, I(xu ; xv |xC ) can be decomposed as W (u; v|C) = W (i; j|C) + 5 ζi (u, v|C). [sent-171, score-0.147]

65 Running GaBP on the graph G conditioned on A and subsequently computing all terms W (i; j|A), ∀{i, j} ∈ E incurs a computational cost of O(n · d3 ). [sent-174, score-0.101]

66 Each neighbor i ∈ N (r) receives that message with value modified by W (r; i|A); there is no ζ term because there are no interstitial nodes between r and its neighbors. [sent-176, score-0.276]

67 Since there are at most n−1 edges in a forest, the total cost of dissemination is still O(n·d3 ), after which all nodes y in the same component as r will have received an r-message whose value on arrival is W (r; y|A), from which I(xr ; xy |A) can be computed in constant time. [sent-179, score-0.282]

68 Thus, for |R| = 1, all scores I(xR ; xy |xA ) for y ∈ S \ A can collectively be computed at each iteration of the greedy algorithm in O(n · d3 ). [sent-180, score-0.213]

69 Then, by the chain rule of mutual information, I(xR ; xy | xA ) = |R| k=1 I(xrk ; xy | xA∪Rk−1 ), y ∈ S \ A, where each term in the sum is a pairwise (potentially nonlocal) MI evaluation. [sent-186, score-0.463]

70 The implication is that one can run |R| separate instances of GaBP, each using a different conditioning set A ∪ Rk−1 , to compute “node and edge weights” (W and ζ terms) for the r-message passing scheme outlined above. [sent-187, score-0.145]

71 The chain rule suggests one should then sum the unwarped r-scores of these |R| instances to yield the scores I(xR ; xy |xA ) for y ∈ S \ A. [sent-188, score-0.216]

72 The total cost of a greedy update is then O |R| · nd3 . [sent-189, score-0.101]

73 One of the benefits of the focused greedy selection algorithm is its amenability to parallelization. [sent-190, score-0.275]

74 1 As node i may have additional neighbors that are not on the u-v path, using the notation ζi (u, v|C) is a convenient way to implicitly specify the enter/exit scalar r. [sent-195, score-0.193]

75 Any unique path subsuming u-v, or any unique path subsumed in u-v for which i is interstitial, will have equivalent ζi terms. [sent-198, score-0.274]

76 2 If i is in the conditioning set, its outgoing message can be set to be −∞, so that the nodes it blocks from reaching r see an apparent information score of 0. [sent-199, score-0.247]

77 6 It should also be noted that if the quantification is instead performed using serial BP – which can be conceptualized as choosing an arbitrary root, collecting messages from the leaves up to the root, and disseminating messages back down again – a factor of 2 savings can be achieved for R2 , . [sent-201, score-0.197]

78 , R|R| by noting that in moving between instances k and k + 1, only rk is added to the conditioning set. [sent-204, score-0.108]

79 , A ∪ Rk as the conditioning set), only the second half of the message passing schedule (disseminating messages from the root to the leaves) is necessary. [sent-207, score-0.249]

80 We compare our algorithm with greedy selectors that use matrix inversion (with cubic complexity) to compute nonlocal mutual information measures. [sent-210, score-0.46]

81 At each iteration of the greedy selector, the blocked inversion-based quantifier computes first JR∪Sfeas |A (entailing a block marginalization of nuisances), from which JR|A and JR|A∪y , ∀y ∈ Sfeas , are computed. [sent-212, score-0.138]

82 Then I(xR ; xy | xA ), ∀y ∈ Sfeas , are computed via a variant of (3). [sent-213, score-0.112]

83 The na¨ve ı inversion-based quantifier computes I(xR ; xy | xA ), ∀y ∈ Sfeas , “from scratch” by using separate Schur complements of J submatrices and not storing intermediate results. [sent-214, score-0.112]

84 For each n, the mean of the runtimes over 20 random scalar problem instances is displayed. [sent-217, score-0.132]

85 Figure 3 shows the comparative mean runtime performance of each of the quantifiers for scalar networks of size n, where the mean is taken over the 20 problem instances proposed for each value of n. [sent-219, score-0.179]

86 Each problem instance consists of a randomly generated, symmetric, positive-definite, treeshaped precision matrix J, along with a randomly labeled S (such that, arbitrarily, |S| = 0. [sent-220, score-0.104]

87 Note that all selectors return the same greedy selection; we are concerned with how the decompositions proposed in this paper aid in the computational performance. [sent-222, score-0.2]

88 Conversely, the behavior of the BP-based quantifiers empirically confirms the asymptotic O(n) complexity of our method for scalar networks. [sent-224, score-0.132]

89 7 7 Performance Bounds Due to the presence of nuisances in the model, even if the subgraph induced by S is completely disconnected, it is not always the case that the nodes in S are conditionally independent when conditioned on only the relevant latent set R. [sent-225, score-0.428]

90 Lack of conditional independence means one cannot guarantee submodularity of the information measure, as per [6]. [sent-226, score-0.118]

91 ˆ ˆ Let R be any subset such that R ⊂ R ⊆ U and such that nodes in S are conditionally independent ˆ Then, by Corollary 4 of [6], I(x ˆ ; xA ) is submodular and nondecreasing on S. [sent-228, score-0.128]

92 (12) ¯ ˆ δR (A,R) ¯ ˆ Proposition 7 can be used at runtime to determine what percentage δR (A, R) of the optimal objective is guaranteed, for any focused selector, despite the lack of conditional independence of S conditioned on R. [sent-236, score-0.289]

93 In order to compute the bound, a greedy heuristic running on a separate, surroˆ ˆ gate problem with R as the relevant set is required. [sent-237, score-0.15]

94 8 Conclusion In this paper, we have considered the sensor selection problem on multivariate Gaussian distributions that, in order to preserve a parsimonious representation, contain nuisances. [sent-239, score-0.145]

95 For pairs of nodes connected in the graph by a unique path, there exist decompositions of nonlocal mutual information into local MI measures that can be computed efficiently from the output of message passing algorithms. [sent-240, score-0.742]

96 For tree-shaped models, we have presented a greedy selector where the computational expense of quantification can be distributed across nodes in the network. [sent-241, score-0.377]

97 Despite deficiency in conditional independence of observations, we have derived an online-computable performance bound based on an augmentation of the relevant set. [sent-242, score-0.171]

98 An information-based approach to sensor management in large dynamic networks. [sent-254, score-0.096]

99 Correctness of belief propagation in Gaussian graphical models of arbitrary topology. [sent-323, score-0.166]

100 Feedback message passing for inference in gaussian graphical models. [sent-340, score-0.289]


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