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Daphne Koller Variable Elimination Graph-Based Perspective Probabilistic Graphical Models Inference
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Daphne Koller Initial Graph C D I SG L J H D C D I SG L J H D
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Daphne Koller Elimination as Graph Operation Eliminate: C C D I SG L J H D Induced Markov network for the current set of factors
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Daphne Koller Elimination as Graph Operation Eliminate: D C D I SG L J H D Induced Markov network for the current set of factors
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Daphne Koller Elimination as Graph Operation Eliminate: I C D I SG L J H Induced Markov network for the current set of factors
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Daphne Koller Elimination as Graph Operation Eliminate: H C D I SG L J H Induced Markov network for the current set of factors
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Daphne Koller Elimination as Graph Operation Eliminate: G C D I SG L J H Induced Markov network for the current set of factors
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Daphne Koller Elimination as Graph Operation Eliminate: L,S C D I SG L J H Induced Markov network for the current set of factors
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Daphne Koller Elimination as Graph Operation Eliminate: L,S C D I SG L J H Induced Markov network for the current set of factors
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Daphne Koller Induced Graph The induced graph I , over factors and ordering : – Undirected graph – X i and X j are connected if they appeared in the same factor in a run of the VE algorithm using as the ordering C D I SG L J H D
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Daphne Koller Cliques in the Induced Graph Theorem: Every factor produced during VE is a clique in the induced graph C D I SG L J H D
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Daphne Koller Cliques in the Induced Graph Theorem: Every (maximal) clique in the induced graph is a factor produced during VE C D I SG L J H D
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Daphne Koller Cliques in the Induced Graph Theorem: Every (maximal) clique in the induced graph is a factor produced during VE C D I SG L J H D
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Daphne Koller Induced Width The width of an induced graph is the number of nodes in the largest clique in the graph minus 1 Minimal induced width of a graph K is min (width(I K, )) Provides a lower bound on best performance of VE to a model factorizing over K
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Daphne Koller Finding Elimination Orderings Theorem: 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 inference – Even given the optimal ordering, inference may still be exponential
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Daphne Koller Finding Elimination Orderings Greedy search using heuristic cost function – At each point, eliminate node with smallest cost Possible cost functions: – min-neighbors: # neighbors in current graph – min-weight: weight (# values) of factor formed – min-fill: number of new fill edges – weighted min-fill: total weight of new fill edges (edge weight = product of weights of the 2 nodes)
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Daphne Koller Finding Elimination Orderings Theorem: The induced graph is triangulated – No loops of length > 3 without a “bridge” Can find elimination ordering by finding a low-width triangulation of original graph H BD C A
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Daphne Koller Robot Localization & Mapping Square Root SAM, F. Dellaert and M. Kaess, IJRR, 2006
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Daphne Koller Robot Localization & Mapping x z x z 2 2 x z... t t x 1 1 0 robot pose sensor observation L1L1 L2L2 L3L3 x z 3 3 x z 4 4
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Daphne Koller Robot Localization & Mapping Square Root SAM, F. Dellaert and M. Kaess, IJRR, 2006
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Daphne Koller Eliminate Poses then Landmarks Square Root SAM, F. Dellaert and M. Kaess, IJRR, 2006
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Daphne Koller Eliminate Landmarks then Poses Square Root SAM, F. Dellaert and M. Kaess, IJRR, 2006
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Daphne Koller Min-Fill Elimination Square Root SAM, F. Dellaert and M. Kaess, IJRR, 2006
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Daphne Koller Summary Variable elimination can be viewed in terms of transformations on undirected graph – Eliminating Z connects its current neighbors Sizes of cliques in resulting induced graph directly correspond to algorithm’s complexity Keeping induced graph simple provides useful heuristics for selecting elimination ordering
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Daphne Koller END END END
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