GMclass1.pptVIP

Graphical Models and Applications CNS/EE148 Instructors: M.Polito, P.Perona, R.McEliece TA: C. Fanti Example from Medical Diagnostics What is a graphical model ? We already know many graphical models: Plan for the class Plan for the class Basics on graphical models and statistics  Basics on graphical models and statistics Graphs and Families of Probability Distributions Basics on graphical models and statistics Building blocks for graphical models Plan for the class Learning from data  Plan for the class Exact inference Exact inferenceConditional independencies Exact inference Variable elimination and Distributive Law Exact inferenceJunction graph and message passing Plan for the class Approximate inference Approximate inferenceKullback-Leibler divergence and GM Approximate inferenceVariational methods Approximate inferenceLoopy belief propagation * * Visit to Asia Tuberculosis Tuberculosis or Cancer XRay Result Dyspnea Bronchitis Lung Cancer Smoking Patient Information Medical Difficulties Diagnostic Tests A graphical model is a way of representing probabilistic relationships between random variables. Variables are represented by nodes: Conditional (in)dependencies are represented by (missing) edges: Undirected edges simply give correlations between variables (Markov Random Field or Undirected Graphical model): Directed edges give causality relationships (Bayesian Network or Directed Graphical Model): “Graphical models are a marriage between probability theory and graph theory. They provide a natural tool for dealing with two problems that occur throughout applied mathematics and engineering – uncertainty and complexity – and in particular they are playing an increasingly important role in the design and analysis of machine learning algorithms. Fundamental to the idea of a graphical model is the notion of modularity – a complex system is built by combining simpler parts. Probability theory provides the glue whereby the parts are combined,