1. CS5263 Bioinformatics Lecture 12: Hidden Markov Models and applications

2. Project ideas Implement an HMM including Viterbi decoding, posterior decoding and Baum- Welch learning –Construct a model –Generate sequences with the model –Given labels, estimate parameters –Given parameters, decode –Given nothing, learn the parameters and decode

3. Project ideas Implement a progressive multiple sequence alignment with iterative refinement –Use an inferred phylo-genetic tree –Affine gap penalty? –Compare with results in protein families? –Compare with HMM-based?

4. Project ideas Implement a combinatorial motif finder –Fast enumeration using suffix tree? –Statistical evaluation –Word clustering? –Test on simulated data – can you find known motifs embedded in sequences –Test on real data – find motifs in some real promoter sequences and compare with what is known about those genes

5. Project ideas Pick a paper about some algorithm and implement it Do your own experiments Or pick a topic and do a survey

6. Problems in HMM Decoding –Predict the state of each symbol Most probable path Most probable state for each position: posterior decoding Evaluation –The probability that a sequence is generated by a model –Basis for posterior decoding Learning –Decode without knowing model parameters –Estimate parameters without knowing states

7. Review of last lecture

8. Decoding Input: HMM & transition and emission parameters, and a sequence Output: the state of each position on the sequence ?

9. Decoding Solution 1: find the most probable path Algorithm: Viterbi

10. HMM for loaded/fair dice FairLOADED a LF = 0.05 e F (1) = 1/6 e F (2) = 1/6 e F (3) = 1/6 e F (4) = 1/6 e F (5) = 1/6 e F (6) = 1/6 e L (1) = 1/10 e L (2) = 1/10 e L (3) = 1/10 e L (4) = 1/10 e L (5) = 1/10 e L (6) = 1/2 Probability of a path is the product of transition probabilities and emission probabilities on the path Transition probability Emission probability a FL = 0.05a LL = 0.95a FF = 0.95

11. HMM unrolled x1x2x3x4x5x6x7x8x9x10 F L F L F L F L F L F L F L F L F L F L B Node weight r(F, x) = log (e F (x))Edge weight w(F, L) = log (a FL )  Find a path with the following objective: Maximize the product of transition and emission probabilities  Maximize the sum of weights  Strategy: Dynamic Programming

12. FSA interpretation Fair LOADED a FL = 0.05 Fair LOADED w(F,F) = 2.3 r(F,1) = 0.5 r(F,2) = 0.5 r(F,3) = 0.5 r(F,4) = 0.5 r(F,5) = 0.5 r(F,6) = 0.5 r(L,1) = 0 r(L,2) = 0 r(L,3) = 0 r(L,4) = 0 r(L,5) = 0 r(L,6) = 1.6 V(L, i+1) = max { V(L, i) + W(L, L) + r(L, x i+1 ), V(F, i) + W(F, L) + r(L, x i+1 )} V(F, i+1) = max { V(L, i) + W(L, F) + r(F, x i+1 ), V(F, i) + W(F, F) + r(F, x i+1 )} e F (1) = 1/6 e F (2) = 1/6 e F (3) = 1/6 e F (4) = 1/6 e F (5) = 1/6 e F (6) = 1/6 e L (1) = 1/10 e L (2) = 1/10 e L (3) = 1/10 e L (4) = 1/10 e L (5) = 1/10 e L (6) = 1/2 P(L, i+1) = max { P(L, i) a LL e L (x i+1 ), P(F, i) a FL e L (x i+1 )} P(F, i+1) = max { P(L, i) a LF e F (x i+1 ), P(F, i) a FF e F (x i+1 )} a LF = 0.05 a LL = 0.95 a FF = 0.05 w(F,L) = -0.7w(L,L) = 2.3 w(L,F) = -0.7

13. More general cases 12 3 K … … K states Completely connected (possibly with 0 transition probabilities) Each state has a set of emission probabilities (emission probabilities may be 0 for some symbols in some states)

14. HMM unrolled x1x2x3x4x5x6x7x8x9x10 1 2 1 2 1 2 1 2 1 2 1 2 1 2 1 2 1 2 1 2 B 3 k...... 3 k...... 3 k...... 3 k...... 3 k...... 3 k...... 3 k...... 3 k...... 3 k...... 3 k......

15. V(1,i) + w(1, j) + r(j, x i+1 ), V(2,i) + w(2, j) + r(j, x i+1 ), V(j, i+1) = max V(3,i) + w(3, j) + r(j, x i+1 ), …… V(k,i) + w(k, j) + r(j, x i+1 ) Or simply: V(j, i+1) = Max l {V(l,i) + w(l, j) + r(j, x i+1 )} Recurrence

16. The Viterbi Algorithm Time: O(K 2 N) Space: O(KN) x 1 x 2 x 3 ………………………………………..x N State 1 2 K V j (i)

17. Problems with Viterbi decoding The most probable path not necessarily the only interesting one –Single optimal vs multiple sub-optimal –Global optimal vs local optimal

18. For example Probability for path 1-2-5-7 is 0.4 Probability for path 1-3-6-7 is 0.3 Probability for path 1-4-6-7 is 0.3 The most probable state at step 2 is 6 –0.4 goes through 5 –0.6 goes through 6

19. Another example The dishonest casino Say x = 12341623162616364616234161221341 Most probable path:  = FF……F However: marked letters more likely to be L than unmarked letters

20. Posterior decoding Viterbi finds the path with the highest probability Posterior decoding  ^ i = argmax k P(  i = k | x) Need to know

21. Posterior decoding In order to do posterior decoding, we need to know the probability of a sequence given a model, since This is called the evaluation problem The solution: Forward-backward algorithm

22. The forward algorithm

23. Relation between Forward and Viterbi VITERBI Initialization: P 0 (0) = 1 P k (0) = 0, for all k > 0 Iteration: P k (i) = e k (x i ) max j P j (i-1) a jk Termination: Prob(x,  *) = max k P k (N) FORWARD Initialization: f 0 (0) = 1 f k (0) = 0, for all k > 0 Iteration: f k (i) = e k (x i )  j f j (i-1) a jk Termination: Prob(x) =  k f k (N)

24. 1 This does not include the emission probability of x i

25. Forward-backward algorithm f k (i): prob to get to pos i in state k and emit x i b k (i): prob from i to end, given i is in state k What is f k (i) b k (i)? –Answer:

26. The forward-backward algorithm Compute f k (i), for each state k and pos i Compute b k (i), for each state k and pos I Compute P(x) =  k f k (N) Compute P(  i =k | x) = f k (i) * b k (i) / P(x)

27. state Sequence  P(  i =k | x) Space: O(KN) Time: O(K 2 N) / P(X) Forward probabilitiesBackward probabilities

28. The Forward-backward algorithm Posterior decoding  ^ i = argmax k P(  i = k | x) Confidence level for the assignment Similarly idea can be used to compute P(  i = k,  i+1 = l | x): the probability that a particular transition is used

29. For example If P(fair) > 0.5, the roll is more likely to be generated by a fair die than a loaded die

30. Posterior decoding Sometimes may not give a valid path

31. Today Learning Practical issues in HMM learning

32. What if a new genome comes? We just sequenced the porcupine genome We know CpG islands play the same role in this genome However, we have no known CpG islands for porcupines We suspect the frequency and characteristics of CpG islands are quite different in porcupines How do we adjust the parameters in our model? - LEARNING

33. Learning When the states are known –We’ve already done that –Estimate parameters from labeled data (known CpG or non-CpG) –“supervised” learning –Frequency counting is called “maximum likelihood parameter estimation” The parameters you found will maximizes the likelihood of your data under the model When the states are unknown –Estimate parameters without labeled data –“unsupervised” learning

34. Basic idea 1.We estimate our “best guess” on the model parameters θ 2.We use θ to predict the unknown labels 3.We re-estimate a new set of θ 4.Repeat 2 & 3 Two ways

35. Viterbi Training given θ estimate π; then re-estimate θ 1.Make initial estimates (guess) of parameters θ 2.Find Viterbi path π for each training sequence 3.Count transitions/emissions on those paths, getting new θ 4.Repeat 2&3 Not rigorously optimizing desired likelihood, but still useful & commonly used. (Arguably good if you’re doing Viterbi decoding.)

36. Baum-Welch Training given θ, estimate π ensemble; then re-estimate θ Instead of estimating the new θ from the most probable path  We can re-estimate θ from all possible paths –For example, according to Viterbi, pos i is in state k and pos (i+1) is in state l –This contributes 1 count towards the frequency that transition k  l is used –In Baum-Welch, this transition is counted only partially, according to the probability that this transition is taken by some path –Similar for emission

37. Question How to compute P(  i = k,  i = l | X)? Evaluation problem –Solvable with the backward-forward algorithm

38. Answer P(  i = k,  i+1 = l, x) = P(  i = k, x 1 …x i ) * a kl * e l (x i+1 ) * P(  i+2 = q, x i+3 …x n ) = f k (i) * a kl * e l (x i+1 ) * b l (i+1)

40. Estimated # of k  l transition: New transition probabilities: Estimated # of symbol t emitted in state k: New emission probabilities:

41. Why is this working? Proof is very technical (chap 11 in Durbin book) But basically, –The backward-forward algorithm computes the likelihood of the data P(X | θ) –When we re-estimate θ, we maximize P(X | θ). –Effect: in each iteration, the likelihood of the sequence will be improved –Therefore, guaranteed to converge (not necessarily to a global optimal) –Viterbi training is also guaranteed to converge: every iteration we improve the probability of the most probable path

42. Expectation-maximization (EM) Baum-Welch algorithm is a special case of the expectation-maximization (EM) algorithm, a widely used technique in statistics for learning parameters from unlabeled data E-step: compute the expectation (e.g. prob for each pos to be in a certain state) M-step: maximum-likelihood parameter estimation We’ll see EM and similar techniques again in motif finding k-means clustering is a special case of EM

43. Does it actually work? Depend on: Nature of the problem Quality of model (architecture) Size of training data Selection of initial parameters

44. Initial parameters May come from prior knowledge If no prior knowledge, use multiple sets of random parameters –Each one ends up in a local maxima –Hopefully one will lead to the correct answer

45. HMM summary Viterbi – best single path Forward – sum over all paths Backward – similar Baum-Welch – training via EM and forward-backward Viterbi – another “EM”, but Viterbi-based

46. HMM structure We have assumed a fully connected structure –In practice, many transitions are impossible or have very low probabilities “Let the model find out for itself” which transition to use –Almost never work in practice –Poor model even with plenty of training data –Too many local optima when not constrained Most successful HMMs are based on knowledge –Model topology should have an interpretation –Some standard topology to choose in typical situations Define the model as well as you can –Model surgery based on data

47. Duration modeling For any sub-path, the probability consists of two components –The product of emission probabilities Depend on symbols and state path –The product of transition probabilities Depend on state path

48. Duration modeling Model a stretch of DNA for which the distribution does not change for a certain length The simplest model implies that P(length = L) = (1-p)p L-1 i.e., length follows geometric distribution –Not always appropriate s P 1-p Duration: the number of steps that a state is used consecutively without visiting other states L p

49. Duration models s P sss s P sss 1-p Negative binominal Min, then geometric 1-p PPP

50. Explicit duration modeling Intron P(A | I) = 0.3 P(C | I) = 0.2 P(G | I) = 0.2 P(T | I) = 0.3 L P ExonIntergenic Empirical intron length distribution

51. Explicit duration modeling Can use any arbitrary length distribution Generalized HMM. Often used in gene finders Upon entering a state: 1.Choose duration d, according to probability distribution 2.Generate d letters according to emission probs 3.Take a transition to next state according to transition probs P k (i) = max l max d=1..D P l (i-d) a lk e k (i-d+1, …, i) P (length = d in state k) Disadvantage: Increase in complexity: Time: O(D 2 ) Space: O(D) Where D = maximum duration of state

52. Silent states Silent states are states that do not emit symbols (e.g., the state 0 in our previous examples) Silent states can be introduced in HMMs to reduce the number of transitions

53. Silent states Suppose we want to model a sequence in which arbitrary deletions are allowed (in next lecture) In that case we need some completely forward connected HMM (O(m 2 ) edges)

54. Silent states If we use silent states, we use only O(m) edges Nothing comes free Suppose we want to assign high probability to 1→5 and 2→4, there is no way to have also low probability on 1→4 and 2→5. Algorithms can be modified easily to deal with silent states, so long as no silent-state loops

55. HMM applications Pair-wise sequence alignment Multiple sequence alignment Gene finding Speech recognition: a good tutorial on course website Machine translation Many others

56. Connection between HMM and sequence alignments

57. FSA for global alignment X i and Y j aligned X i aligned to a gap Y j aligned to a gap    d d e e

58. HMM for global alignment X i and Y j aligned X i aligned to a gap Y j aligned to a gap 1-2  1-      Pair-wise HMM: emit two sequences simultaneously Algorithm is similar to regular HMM, but need an additional dimension. e.g. in Viterbi, we need V k (i, j) instead of V k (i) P(x i,y j ) 16 emission probabilities q(x i ): 4 emission probabilities q(y j ): 4 emission probabilities

59. HMM and FSA for alignment FSA: regular grammar HMM: stochastic regular grammar After proper transformation between the probabilities and substitution scores, the two are identical   (a, b)  log [p(a, b) / (q(a) q(b))]  d  log   e  log  Details in Durbin book chap 4 Finding an optimal FSA alignment is equivalent to finding the most probable path with Viterbi

60. HMM for pair-wise alignment Theoretical advantages: –Full probabilistic interpretation of alignment scores –Probability of all alignments instead of the best alignment (forward-backward alignment) –Sampling sub-optimal alignments –Posterior probability that A i is aligned to B j Not commonly used in practice –Needleman-Wunsch and Smith-Waterman algorithms work pretty well, and more intuitive to biologists –Other reasons?

61. Next lecture HMM for multiple alignment –Very useful HMM for gene finding –Very useful –But very technical –Include many knowledge-based fine-tunes and extensions –We’ll only discuss basic ideas