Today's Web-enabled deluge of electronic data calls for automated methods of data analysis. Machine learning provides these, developing methods that can automatically detect patterns in data and then use the uncovered patterns to predict future data. This textbook offers a comprehensive and self-contained introduction to the field of machine learning, based on a unified, probabilistic approach. The coverage combines breadth and depth, offering necessary background material on such topics as probability, optimization, and linear algebra as well as discussion of recent developments in the field, including conditional random fields, L1 regularization, and deep learning. The book is written in an informal, accessible style, complete with pseudo-code for the most important algorithms. All topics are copiously illustrated with color images and worked examples drawn from such application domains as biology, text processing, computer vision, and robotics. Rather than providing a cookbook of different heuristic methods, the book stresses a principled model-based approach, often using the language of graphical models to specify models in a concise and intuitive way. Almost all the models described have been implemented in a MATLAB software package--PMTK (probabilistic modeling toolkit)--that is freely available online. The book is suitable for upper-level undergraduates with an introductory-level college math background and beginning graduate students.

Machine Learning : A Probabilistic Perspective

The formalism of probabilistic graphical models provides a unifying framework for capturing complex dependencies among random variables, and building large-scale multivariate statistical models. Graphical models have become a focus of research in many statistical, computational and mathematical fields, including bioinformatics, communication theory, statistical physics, combinatorial optimization, signal and image processing, information retrieval and statistical machine learning. Many problems that arise in specific instances — including the key problems of computing marginals and modes of probability distributions — are best studied in the general setting. Working with exponential family representations, and exploiting the conjugate duality between the cumulant function and the entropy for exponential families, we develop general variational representations of the problems of computing likelihoods, marginal probabilities and most probable configurations. We describe how a wide variety of algorithms — among them sum-product, cluster variational methods, expectation-propagation, mean field methods, max-product and linear programming relaxation, as well as conic programming relaxations — can all be understood in terms of exact or approximate forms of these variational representations. The variational approach provides a complementary alternative to Markov chain Monte Carlo as a general source of approximation methods for inference in large-scale statistical models.

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Graphical Models, Exponential Families, and Variational Inference

Many real-world applications produce networked data such as the world-wide web (hypertext documents connected via hyperlinks), social networks (for example, people connected by friendship links), communication networks (computers connected via communication links) and biological networks (for example, protein interaction networks). A recent focus in machine learning research has been to extend traditional machine learning classification techniques to classify nodes in such networks. In this article, we provide a brief introduction to this area of research and how it has progressed during the past decade. We introduce four of the most widely used inference algorithms for classifying networked data and empirically compare them on both synthetic and real-world data.

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Collective Classification in Network Data

Machine learning methods extract value from vast data sets quickly and with modest resources They are established tools in a wide range of industrial applications, including search engines, DNA sequencing, stock market analysis, and robot locomotion, and their use is spreading rapidly People who know the methods have their choice of rewarding jobs This hands-on text opens these opportunities to computer science students with modest mathematical backgrounds It is designed for final-year undergraduates and master's students with limited background in linear algebra and calculus Comprehensive and coherent, it develops everything from basic reasoning to advanced techniques within the framework of graphical models Students learn more than a menu of techniques, they develop analytical and problem-solving skills that equip them for the real world Numerous examples and exercises, both computer based and theoretical, are included in every chapter Resources for students and instructors, including a MATLAB toolbox, are available online

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Bayesian Reasoning and Machine Learning

Algorithms for discrete energy minimization are of fundamental importance in computer vision. In this paper, we focus on the recent technique proposed by Wainwright et al. (Nov. 2005)- tree-reweighted max-product message passing (TRW). It was inspired by the problem of maximizing a lower bound on the energy. However, the algorithm is not guaranteed to increase this bound - it may actually go down. In addition, TRW does not always converge. We develop a modification of this algorithm which we call sequential tree-reweighted message passing. Its main property is that the bound is guaranteed not to decrease. We also give a weak tree agreement condition which characterizes local maxima of the bound with respect to TRW algorithms. We prove that our algorithm has a limit point that achieves weak tree agreement. Finally, we show that, our algorithm requires half as much memory as traditional message passing approaches. Experimental results demonstrate that on certain synthetic and real problems, our algorithm outperforms both the ordinary belief propagation and tree-reweighted algorithm in (M. J. Wainwright, et al., Nov. 2005). In addition, on stereo problems with Potts interactions, we obtain a lower energy than graph cuts

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Convergent tree-reweighted message passing for energy minimization.

The problem of finding the most probable (MAP) configuration in graphical models comes up in a wide range of applications. In a general graphical model this problem is NP hard, but various approximate algorithms have been developed. Linear programming (LP) relaxations are a standard method in computer science for approximating combinatorial problems and have been used for finding the most probable assignment in small graphical models. However, applying this powerful method to real-world problems is extremely challenging due to the large numbers of variables and constraints in the linear program. Tree-Reweighted Belief Propagation is a promising recent algorithm for solving LP relaxations, but little is known about its running time on large problems.

In this paper we compare tree-reweighted belief propagation (TRBP) and powerful general-purpose LP solvers (CPLEX) on relaxations of real-world graphical models from the fields of computer vision and computational biology. We find that TRBP almost always finds the solution significantly faster than all the solvers in CPLEX and more importantly, TRBP can be applied to large scale problems for which the solvers in CPLEX cannot be applied. Using TRBP we can find the MAP configurations in a matter of minutes for a large range of real world problems.

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Linear Programming Relaxations and Belief Propagation -- An Empirical Study

Finding the most probable assignment (MAP) in a general graphical model is known to be NP hard but good approximations have been attained with max-product belief propagation (BP) and its variants. In particular, it is known that using BP on a single-cycle graph or tree reweighted BP on an arbitrary graph will give the MAP solution if the beliefs have no ties.

In this paper we extend the setting under which BP can be used to provably extract the MAP. We define Convex BP as BP algorithms based on a convex free energy approximation and show that this class includes ordinary BP with single-cycle, tree reweighted BP and many other BP variants. We show that when there are no ties, fixed-points of convex max-product BP will provably give the MAP solution. We also show that convex sum-product BP at sufficiently small temperatures can be used to solve linear programs that arise from relaxing the MAP problem. Finally, we derive a novel condition that allows us to derive the MAP solution even if some of the convex BP beliefs have ties. In experiments, we show that our theorems allow us to find the MAP in many real-world instances of graphical models where exact inference using junction-tree is impossible.

MAP estimation, linear programming and belief propagation with convex free energies

Side-chain prediction is an important subtask in the protein-folding problem. We show that finding a minimal energy side-chain configuration is equivalent to performing inference in an undirected graphical model. The graphical model is relatively sparse yet has many cycles. We used this equivalence to assess the performance of approximate inference algorithms in a real-world setting. Specifically we compared belief propagation (BP), generalized BP (GBP) and naive mean field (MF).

In cases where exact inference was possible, max-product BP always found the global minimum of the energy (except in few cases where it failed to converge), while other approximation algorithms of similar complexity did not. In the full protein data set, max-product BP always found a lower energy configuration than the other algorithms, including a widely used protein-folding software (SCWRL).

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Approximate Inference and Protein-Folding

A wide range of low level vision problems have been formulated in terms of finding the most probable assignment of a Markov random field (or equivalently the lowest energy configuration). Perhaps the most successful example is stereo vision. For the stereo problem, it has been shown that finding the global optimum is NP hard but good results have been obtained using a number of approximate optimization algorithms. In this paper, we show that for standard benchmark stereo pairs, the global optimum can be found in about 30 minutes using a variant of the belief propagation (BP) algorithm. We extend previous theoretical results on reweighted belief propagation to account for possible ties in the beliefs and using these results we obtain easily checkable conditions that guarantee that the BP disparities are the global optima. We verify experimentally that these conditions are typically met for the standard benchmark stereo pairs and discuss the implications of our results for further progress in stereo.

https://www.wisdom.weizmann.ac.il/~vision/courses/2006_2/papers/optimization_I/Weiss%20globally%20optimal%20solutions%20for%20energy%20minimization.pdf

Globally optimal solutions for energy minimization in stereo vision using reweighted belief propagation

Loopy belief propagation (BP) has been successfully used in a number of difficult graphical models to find the most probable configuration of the hidden variables. In applications ranging from protein folding to image analysis one would like to find not just the best configuration but rather the top M. While this problem has been solved using the junction tree formalism, in many real world problems the clique size in the junction tree is prohibitively large. In this work we address the problem of finding the M best configurations when exact inference is impossible.

We start by developing a new exact inference algorithm for calculating the best configurations that uses only max-marginals. For approximate inference, we replace the max-marginals with the beliefs calculated using max-product BP and generalized BP. We show empirically that the algorithm can accurately and rapidly approximate the M best configurations in graphs with hundreds of variables.

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Chen Yanover

Papers

Linear Programming Relaxations and Belief Propagation -- An Empirical Study

MAP estimation, linear programming and belief propagation with convex free energies

Approximate Inference and Protein-Folding

Globally optimal solutions for energy minimization in stereo vision using reweighted belief propagation

Finding the M Most Probable Configurations using Loopy Belief Propagation