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Daphne Koller Variable Elimination Graph- Based Perspectiv e Probabilistic Graphical Models Inference

Daphne Koller Variable Elimination Graph-Based Perspective Probabilistic Graphical Models Inference

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Introduction to Programming

Variable EliminationGraph-Based PerspectiveProbabilisticGraphicalModelsInference

Daphne Koller1Initial GraphCDISGLJHDCDISGLJHD

Daphne KollerElimination as Graph Operation

Eliminate: C

CDISGLJHDInduced Markov network for the current set of factorsDaphne KollerElimination as Graph OperationEliminate: D

CDISGLJHD

Induced Markov network for the current set of factorsDaphne KollerElimination as Graph OperationEliminate: I

CDISGLJH

Induced Markov network for the current set of factorsDaphne KollerElimination as Graph OperationEliminate: HCDISGLJH

Induced Markov network for the current set of factorsDaphne KollerElimination as Graph OperationEliminate: GCDISGLJH

Induced Markov network for the current set of factorsDaphne KollerElimination as Graph OperationEliminate: L,SCDISGLJH

Induced Markov network for the current set of factorsDaphne KollerElimination as Graph OperationEliminate: L,SCDISGLJH

Induced Markov network for the current set of factorsDaphne KollerInduced GraphThe induced graph I, over factors and ordering :Undirected graphXi and Xj are connected if they appeared in the same factor in a run of the VE algorithm using as the ordering

CDISGLJHDDaphne KollerCliques in the Induced GraphTheorem: Every factor produced during VE is a clique in the induced graph

CDISGLJHD

Daphne Koller11Cliques in the Induced GraphTheorem: Every (maximal) clique in the induced graph is a factor produced during VE

CDISGLJHD

Daphne Koller12Cliques in the Induced GraphTheorem: Every (maximal) clique in the induced graph is a factor produced during VE

CDISGLJHDDaphne Koller13Induced WidthThe width of an induced graph is the number of nodes in the largest clique in the graph minus 1Minimal induced width of a graph K is min(width(IK,))Provides a lower bound on best performance of VE to a model factorizing over K

Daphne Koller14Finding Elimination OrderingsTheorem: For a graph H, determining whether there exists an elimination ordering for H with induced width K is NP-complete

Note: This NP-hardness result is distinct from the NP-hardness result of inferenceEven given the optimal ordering, inference may still be exponential

Daphne Koller15Finding Elimination OrderingsGreedy search using heuristic cost functionAt each point, eliminate node with smallest costPossible cost functions:min-neighbors: # neighbors in current graphmin-weight: weight (# values) of factor formed min-fill: number of new fill edgesweighted min-fill: total weight of new fill edges (edge weight = product of weights of the 2 nodes)Daphne Koller16Finding Elimination OrderingsTheorem: The induced graph is triangulatedNo loops of length > 3 without a bridge

Can find elimination ordering by finding a low-width triangulation of original graph HBDCADaphne Koller17Robot Localization & Mapping

Square Root SAM, F. Dellaert and M. Kaess, IJRR, 2006Daphne KollerRobot Localization & Mappingxzxz22xz...ttx110robot posesensor observationL1L2L3xz33xz44Daphne Koller

Robot Localization & MappingSquare Root SAM, F. Dellaert and M. Kaess, IJRR, 2006Daphne KollerThe associated factor graph, as imported in mfqrEliminate Poses then Landmarks

Square Root SAM, F. Dellaert and M. Kaess, IJRR, 2006Daphne KollerThe associated factor graph, as imported in mfqrEliminate Landmarks then Poses

Square Root SAM, F. Dellaert and M. Kaess, IJRR, 2006Daphne KollerThe associated factor graph, as imported in mfqrMin-Fill EliminationSquare Root SAM, F. Dellaert and M. Kaess, IJRR, 2006

Daphne KollerSummaryVariable elimination can be viewed in terms of transformations on undirected graphEliminating Z connects its current neighborsSizes of cliques in resulting induced graph directly correspond to algorithms complexityKeeping induced graph simple provides useful heuristics for selecting elimination orderingDaphne KollerEND END ENDDaphne Koller