arXiv subjects

Yair Weiss

Publications and source records attributed to Yair Weiss.

29 records · Page 2Linked to original sources

arXiv2016

A Tight Convex Upper Bound on the Likelihood of a Finite Mixture

The likelihood function of a finite mixture model is a non-convex function with multiple local maxima and commonly used iterative algorithms such as EM will converge to different solutions depending on initial conditions. In this paper we ask: is it possible to assess how far we are from the global maximum of the likelihood? Since the likelihood of a finite mixture model can grow unboundedly by centering a Gaussian on a single datapoint and shrinking the covariance, we constrain the problem by assuming that the parameters of the individual models are members of a large discrete set (e.g. estimating a mixture of two Gaussians where the means and variances of both Gaussians are members of a set of a million possible means and variances). For this setting we show that a simple upper bound on the likelihood can be computed using convex optimization and we analyze conditions under which the bound is guaranteed to be tight. This bound can then be used to assess the quality of solutions found by EM (where the final result is projected on the discrete set) or any other mixture estimation algorithm. For any dataset our method allows us to find a finite mixture model together with a dataset-specific bound on how far the likelihood of this mixture is from the global optimum of the likelihood

cs.LG↗

arXiv2016

Beyond Brightness Constancy: Learning Noise Models for Optical Flow

Optical flow is typically estimated by minimizing a "data cost" and an optional regularizer. While there has been much work on different regularizers many modern algorithms still use a data cost that is not very different from the ones used over 30 years ago: a robust version of brightness constancy or gradient constancy. In this paper we leverage the recent availability of ground-truth optical flow databases in order to learn a data cost. Specifically we take a generative approach in which the data cost models the distribution of noise after warping an image according to the flow and we measure the "goodness" of a data cost by how well it matches the true distribution of flow warp error. Consistent with current practice, we find that robust versions of gradient constancy are better models than simple brightness constancy but a learned GMM that models the density of patches of warp error gives a much better fit than any existing assumption of constancy. This significant advantage of the GMM is due to an explicit modeling of the spatial structure of warp errors, a feature which is missing from almost all existing data costs in optical flow. Finally, we show how a good density model of warp error patches can be used for optical flow estimation on whole images. We replace the data cost by the expected patch log-likelihood (EPLL), and show how this cost can be optimized iteratively using an additional step of denoising the warp error image. The results of our experiments are promising and show that patch models with higher likelihood lead to better optical flow estimation.

cs.CV↗

arXiv2016

Statistics of RGBD Images

Cameras that can measure the depth of each pixel in addition to its color have become easily available and are used in many consumer products worldwide. Often the depth channel is captured at lower quality compared to the RGB channels and different algorithms have been proposed to improve the quality of the D channel given the RGB channels. Typically these approaches work by assuming that edges in RGB are correlated with edges in D. In this paper we approach this problem from the standpoint of natural image statistics. We obtain examples of high quality RGBD images from a computer graphics generated movie (MPI-Sintel) and we use these examples to compare different probabilistic generative models of RGBD image patches. We then use the generative models together with a degradation model and obtain a Bayes Least Squares (BLS) estimator of the D channel given the RGB channels. Our results show that learned generative models outperform the state-of-the-art in improving the quality of depth channels given the color channels in natural images even when training is performed on artificially generated images.

cs.CV↗

arXiv2013

Tighter Linear Program Relaxations for High Order Graphical Models

Graphical models with High Order Potentials (HOPs) have received considerable interest in recent years. While there are a variety of approaches to inference in these models, nearly all of them amount to solving a linear program (LP) relaxation with unary consistency constraints between the HOP and the individual variables. In many cases, the resulting relaxations are loose, and in these cases the results of inference can be poor. It is thus desirable to look for more accurate ways of performing inference in these models. In this work, we study the LP relaxations that result from enforcing additional consistency constraints between the HOP and the rest of the model. We address theoretical questions about the strength of the resulting relaxations compared to the relaxations that arise in standard approaches, and we develop practical and efficient message passing algorithms for optimizing the LPs. Empirically, we show that the LPs with additional consistency constraints lead to more accurate inference on some challenging problems that include a combination of low order and high order terms.

cs.AI↗

arXiv2013

Loopy Belief Propagation for Approximate Inference: An Empirical Study

Recently, researchers have demonstrated that loopy belief propagation - the use of Pearls polytree algorithm IN a Bayesian network WITH loops OF error- correcting codes.The most dramatic instance OF this IS the near Shannon - limit performance OF Turbo Codes codes whose decoding algorithm IS equivalent TO loopy belief propagation IN a chain - structured Bayesian network. IN this paper we ask : IS there something special about the error - correcting code context, OR does loopy propagation WORK AS an approximate inference schemeIN a more general setting? We compare the marginals computed using loopy propagation TO the exact ones IN four Bayesian network architectures, including two real - world networks : ALARM AND QMR.We find that the loopy beliefs often converge AND WHEN they do, they give a good approximation TO the correct marginals.However,ON the QMR network, the loopy beliefs oscillated AND had no obvious relationship TO the correct posteriors. We present SOME initial investigations INTO the cause OF these oscillations, AND show that SOME simple methods OF preventing them lead TO the wrong results.

cs.AI↗

arXiv2013

The Factored Frontier Algorithm for Approximate Inference in DBNs

The Factored Frontier (FF) algorithm is a simple approximate inferencealgorithm for Dynamic Bayesian Networks (DBNs). It is very similar tothe fully factorized version of the Boyen-Koller (BK) algorithm, butinstead of doing an exact update at every step followed bymarginalisation (projection), it always works with factoreddistributions. Hence it can be applied to models for which the exactupdate step is intractable. We show that FF is equivalent to (oneiteration of) loopy belief propagation (LBP) on the original DBN, andthat BK is equivalent (to one iteration of) LBP on a DBN where wecluster some of the nodes. We then show empirically that byiterating, LBP can improve on the accuracy of both FF and BK. Wecompare these algorithms on two real-world DBNs: the first is a modelof a water treatment plant, and the second is a coupled HMM, used tomodel freeway traffic.

cs.AI↗

arXiv2012

MAP Estimation, Linear Programming and Belief Propagation with Convex Free Energies

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.

cs.AI↗

arXiv2012

Latent Topic Models for Hypertext

Latent topic models have been successfully applied as an unsupervised topic discovery technique in large document collections. With the proliferation of hypertext document collection such as the Internet, there has also been great interest in extending these approaches to hypertext [6, 9]. These approaches typically model links in an analogous fashion to how they model words - the document-link co-occurrence matrix is modeled in the same way that the document-word co-occurrence matrix is modeled in standard topic models. In this paper we present a probabilistic generative model for hypertext document collections that explicitly models the generation of links. Specifically, links from a word w to a document d depend directly on how frequent the topic of w is in d, in addition to the in-degree of d. We show how to perform EM learning on this model efficiently. By not modeling links as analogous to words, we end up using far fewer free parameters and obtain better link prediction results.

cs.IR↗

arXiv2012

Tightening LP Relaxations for MAP using Message Passing

Linear Programming (LP) relaxations have become powerful tools for finding the most probable (MAP) configuration in graphical models. These relaxations can be solved efficiently using message-passing algorithms such as belief propagation and, when the relaxation is tight, provably find the MAP configuration. The standard LP relaxation is not tight enough in many real-world problems, however, and this has lead to the use of higher order cluster-based LP relaxations. The computational cost increases exponentially with the size of the clusters and limits the number and type of clusters we can use. We propose to solve the cluster selection problem monotonically in the dual LP, iteratively selecting clusters with guaranteed improvement, and quickly re-solving with the added clusters by reusing the existing solution. Our dual message-passing algorithm finds the MAP configuration in protein sidechain placement, protein design, and stereo problems, in cases where the standard LP relaxation fails.

cs.DS↗

arXiv2012

Convergent message passing algorithms - a unifying view

Message-passing algorithms have emerged as powerful techniques for approximate inference in graphical models. When these algorithms converge, they can be shown to find local (or sometimes even global) optima of variational formulations to the inference problem. But many of the most popular algorithms are not guaranteed to converge. This has lead to recent interest in convergent message-passing algorithms. In this paper, we present a unified view of convergent message-passing algorithms. We present a simple derivation of an abstract algorithm, tree-consistency bound optimization (TCBO) that is provably convergent in both its sum and max product forms. We then show that many of the existing convergent algorithms are instances of our TCBO algorithm, and obtain novel convergent algorithms "for free" by exchanging maximizations and summations in existing algorithms. In particular, we show that Wainwright's non-convergent sum-product algorithm for tree based variational bounds, is actually convergent with the right update order for the case where trees are monotonic chains.

cs.AI↗

arXiv2009

Informative Sensing

Compressed sensing is a recent set of mathematical results showing that sparse signals can be exactly reconstructed from a small number of linear measurements. Interestingly, for ideal sparse signals with no measurement noise, random measurements allow perfect reconstruction while measurements based on principal component analysis (PCA) or independent component analysis (ICA) do not. At the same time, for other signal and noise distributions, PCA and ICA can significantly outperform random projections in terms of enabling reconstruction from a small number of measurements. In this paper we ask: given the distribution of signals we wish to measure, what are the optimal set of linear projections for compressed sensing? We consider the problem of finding a small number of linear projections that are maximally informative about the signal. Formally, we use the InfoMax criterion and seek to maximize the mutual information between the signal, x, and the (possibly noisy) projection y=Wx. We show that in general the optimal projections are not the principal components of the data nor random projections, but rather a seemingly novel set of projections that capture what is still uncertain about the signal, given the knowledge of distribution. We present analytic solutions for certain special cases including natural images. In particular, for natural images, the near-optimal projections are bandwise random, i.e., incoherent to the sparse bases at a particular frequency band but with more weights on the low-frequencies, which has a physical relation to the multi-resolution representation of images.

cs.IT↗