Bayesian Reasoning and Machine Learning

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orderpot - Return potential with variables reordered according to order orderpotfields - Order the fields of the potential, creating blank entries where necessary potsample - Draw sample from a single potential potscontainingonly - Returns those potential numbers that contain only the required variables potvariables - Returns information about all variables in a set of potentials setevpot - Sets variables in a potential into evidential states setpot - sets potential variables to specified states setstate - set a potential’s specified joint state to a specified value squeezepots - Eliminate redundant potentials (those contained wholly within another) sumpot - Sum potential pot over variables sumpotID - Return the summed probability and utility tables from an ID sumpots - Sum a set of potentials table - Return the potential table ungrouppot - Form a potential based on ungrouping variables uniquepots - Eliminate redundant potentials (those contained wholly within another) whichpot - Returns potentials that contain a set of variables Routines also extend the toolbox to deal with Gaussian potentials: multpotsGaussianMoment.m, sumpotGaussianCanonical.m, sumpotGaussianMoment.m, multpotsGaussianCanonical.m See demoSumprodGaussCanon.m, demoSumprodGaussCanonLDS.m, demoSumprodGaussMoment.m Inference absorb - Update potentials in absorption message passing on a Junction Tree absorption - Perform full round of absorption on a Junction Tree absorptionID - Perform full round of absorption on an Influence Diagram ancestralsample - Ancestral sampling from a Belief Network binaryMRFmap - get the MAP assignment for a binary MRF with positive W bucketelim - Bucket Elimination on a set of potentials condindep - Conditional Independence check using graph of variable interactions condindepEmp - Compute the empirical log Bayes Factor and MI for independence/dependence condindepPot - Numerical conditional independence measure condMI - conditional mutual information I(x,y|z) of a potential. FactorConnectingVariable - Factor nodes connecting to a set of variables FactorGraph - Returns a Factor Graph adjacency matrix based on potentials IDvars - probability and decision variables from a partial order jtassignpot - Assign potentials to cliques in a Junction Tree jtree - Setup a Junction Tree based on a set of potentials jtreeID - Setup a Junction Tree based on an Influence Diagram LoopyBP - loopy Belief Propagation using sum-product algorithm MaxFlow - Ford Fulkerson max flow - min cut algorithm (breadth first search) maxNpot - Find the N most probable values and states in a potential maxNprodFG - N-Max-Product algorithm on a Factor Graph (Returns the Nmax most probable States) maxprodFG - Max-Product algorithm on a Factor Graph MDPemDeterministicPolicy - Solve MDP using EM with deterministic policy MDPsolve - Solve a Markov Decision Process MesstoFact - Returns the message numbers that connect into factor potential metropolis - Metropolis sample mostprobablepath - Find the most probable path in a Markov Chain mostprobablepathmult - Find the all source all sink most probable paths in a Markov Chain sumprodFG - Sum-Product algorithm on a Factor Graph represented by A Specific Models ARlds - Learn AR coefficients using a Linear Dynamical System ARtrain - Fit autoregressive (AR) coefficients of order L to v. BayesLinReg - Bayesian Linear Regression training using basis functions phi(x) BayesLogRegressionRVM - Bayesian Logistic Regression with the Relevance Vector Machine CanonVar - Canonical Variates (no post rotation of variates) cca - canonical correlation analysis covfnGE - Gamma Exponential Covariance Function EMbeliefnet - train a Belief Network using Expectation Maximisation EMminimizeKL - MDP deterministic policy solver. Finds optimal actions EMqTranMarginal - EM marginal transition in MDP EMqUtilMarginal - Returns term proportional to the q marginal for the utility term EMTotalBetaMessage - backward information needed to solve the MDP process using message passing EMvalueTable - MDP solver calculates the value function of the MDP with the current policy FA - Factor Analysis VIII DRAFT January 9, 2013
GMMem - Fit a mixture of Gaussian to the data X using EM GPclass - Gaussian Process Binary Classification GPreg - Gaussian Process Regression HebbML - Learn a sequence for a Hopfield Network HMMbackward - HMM Backward Pass HMMbackwardSAR - Backward Pass (beta method) for the Switching Autoregressive HMM HMMem - EM algorithm for HMM HMMforward - HMM Forward Pass HMMforwardSAR - Switching Autoregressive HMM with switches updated only every Tskip timesteps HMMgamma - HMM Posterior smoothing using the Rauch-Tung-Striebel correction method HMMsmooth - Smoothing for a Hidden Markov Model (HMM) HMMsmoothSAR - Switching Autoregressive HMM smoothing HMMviterbi - Viterbi most likely joint hidden state of a HMM kernel - A kernel evaluated at two points Kmeans - K-means clustering algorithm LDSbackward - Full Backward Pass for a Latent Linear Dynamical System (RTS correction method) LDSbackwardUpdate - Single Backward update for a Latent Linear Dynamical System (RTS smoothing update) LDSforward - Full Forward Pass for a Latent Linear Dynamical System (Kalman Filter) LDSforwardUpdate - Single Forward update for a Latent Linear Dynamical System (Kalman Filter) LDSsmooth - Linear Dynamical System : Filtering and Smoothing LDSsubspace - Subspace Method for identifying Linear Dynamical System LogReg - Learning Logistic Linear Regression Using Gradient Ascent (BATCH VERSION) MIXprodBern - EM training of a Mixture of a product of Bernoulli distributions mixMarkov - EM training for a mixture of Markov Models NaiveBayesDirichletTest - Naive Bayes prediction having used a Dirichlet prior for training NaiveBayesDirichletTrain - Naive Bayes training using a Dirichlet prior NaiveBayesTest - Test Naive Bayes Bernoulli Distribution after Max Likelihood training NaiveBayesTrain - Train Naive Bayes Bernoulli Distribution using Max Likelihood nearNeigh - Nearest Neighbour classification pca - Principal Components Analysis plsa - Probabilistic Latent Semantic Analysis plsaCond - Conditional PLSA (Probabilistic Latent Semantic Analysis) rbf - Radial Basis function output SARlearn - EM training of a Switching AR model SLDSbackward - Backward pass using a Mixture of Gaussians SLDSforward - Switching Latent Linear Dynamical System Gaussian Sum forward pass SLDSmargGauss - compute the single Gaussian from a weighted SLDS mixture softloss - Soft loss function svdm - Singular Value Decomposition with missing values SVMtrain - train a Support vector Machine General argmax - performs argmax returning the index and value assign - Assigns values to variables betaXbiggerY - p(x>y) for x~Beta(a,b), y~Beta(c,d) bar3zcolor - Plot a 3D bar plot of the matrix Z avsigmaGauss - Average of a logistic sigmoid under a Gaussian cap - Cap x at absolute value c chi2test - inverse of the chi square cumulative density count - for a data matrix (each column is a datapoint), return the state counts condexp - Compute normalised p proportional to exp(logp); condp - Make a conditional distribution from the matrix dirrnd - Samples from a Dirichlet distribution field2cell - Place the field of a structure in a cell GaussCond - Return the mean and covariance of a conditioned Gaussian hinton - Plot a Hinton diagram ind2subv - Subscript vector from linear index ismember_sorted - True for member of sorted set lengthcell - Length of each cell entry logdet - Log determinant of a positive definite matrix computed in a numerically stable manner logeps - log(x+eps) logGaussGamma - unnormalised log of the Gauss-Gamma distribution logsumexp - Compute log(sum(exp(a).*b)) valid for large a logZdirichlet - Log Normalisation constant of a Dirichlet distribution with parameter u majority - Return majority values in each column on a matrix maxarray - Maximise a multi-dimensional array over a set of dimensions maxNarray - Find the highest values and states of an array over a set of dimensions DRAFT January 9, 2013 IX
Page 1 and 2: Bayesian Reasoning and Machine Lear
Page 3 and 4: The data explosion Preface We live
Page 5 and 6: Part I: Inference in Probabilistic
Page 7: BRMLtoolbox The BRMLtoolbox is a li
Page 11 and 12: Contents Front Matter I Notation Li
Page 13 and 14: CONTENTS CONTENTS 5.6.3 Bucket elim
Page 15 and 16: CONTENTS CONTENTS 9.5.2 Empirical i
Page 17 and 18: CONTENTS CONTENTS 15.3 High Dimensi
Page 19 and 20: CONTENTS CONTENTS 20.3.7 Semi-super
Page 21 and 22: CONTENTS CONTENTS 25 Switching Line
Page 23 and 24: CONTENTS CONTENTS 29.1.6 Linear tra
Page 25: Part I Inference in Probabilistic M
Page 28 and 29: Factor Graphs Graphical Models Undi
Page 30 and 31: 6 DRAFT January 9, 2013
Page 32 and 33: Probability Refresher The probabili
Page 34 and 35: Probability Refresher conditioning
Page 36 and 37: 1.1.2 Probability Tables Probabilis
Page 38 and 39: Probabilistic Reasoning where we us
Page 40 and 41: Then p(A = 0, C = 0) = p(A = 0, B,
Page 42 and 43: 4 2 0 −2 −4 0 20 40 60 80 100 (
Page 44 and 45: 1.5 Code Code The BRMLtoolbox code
Page 46 and 47: and also p(x|y, z) = p(y|x, z)p(x|z
Page 48 and 49: Exercises 24 DRAFT January 9, 2013
Page 50 and 51: Graphs and each edge (Ak−1, Ak),
Page 52 and 53: 1 2 3 (a) 4 1 2 3 (b) 2.2.2 Adjacen
Page 54 and 55: node (a leaf node) which can be eli
Page 56 and 57: J R (a) T 3.1.1 Modelling independe
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The Benefits of Structure Example 3
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Uncertain and Unreliable Evidence k
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3.3 Belief Networks Definition 3.1
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x1 x3 (a) x2 x1 x3 (b) x2 x1 x3 (c)
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a b e A B C A B C A B C D A B C A B
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u x y z u x y w z u x y z u x y z u
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t1 y1 h (a) t2 y2 t1 y1 (b) t2 y2 B
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G D R (a) FD Resolution of the para
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where p(D|FD = ∅, G) ≡ p(D|pa (
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Battery Fuel Gauge Turn Over Start
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Exercises Exercise 3.15. A belief n
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Exercises 56 DRAFT January 9, 2013
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x1 x2 x4 (a) x3 x1 x2 x4 (b) x3 x1
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x1 x3 (a) x4 x3 (b) x2 x4 x1 x3 (c)
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Markov Networks 4-cycle x1 − x2
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Consider a model in which our desir
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Chain Graphical Models Each chain c
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Expressiveness of Graphical Models
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Consider the graph of the BN Expres
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2. By symmetry arguments, write dow
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Exercises The set of marginals cons
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discussed in more depth in section(
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Marginal Inference where v is a vec
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For consistency of interpretation,
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Marginal Inference This can be inte
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Other Forms of Inference defining m
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lists, see for example [72]. Other
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until the point Other Forms of Infe
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Inference in Multiply Connected Gra
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c a f d (a) marginal, say p(d). The
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Exercises demoShortestPath.m: The s
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Exercises 1. Explain mathematically
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a b c (a) d a, b, c b, c b, c, d (b
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A B C D ← 10 1 → 6 ← 2 → 3
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6.3.1 The running intersection prop
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dce d Constructing a Junction Tree
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To see this, consider the following
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a b c d e f g h i j k l (a) a b c d
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(a) 1 2 5 7 10 3 4 8 9 6 11 (b) 1 2
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• The new potential on (a, b) is
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Reabsorption : Converting a Junctio
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d1 d2 d3 d4 d5 s1 s2 s3 6.10 Summar
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Exercise 6.6. For the undirected gr
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P arty yes no Rain Rain (0.6) yes (
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P arty yes no (0.6) yes Rain (0.6)
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P arty Rain Uparty Partial ordering
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E UC The utilities are (a) P I UB E
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where D1 ≺ X1 ≺ D2 ≺ X2, and
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a b D1 U1 c d b, c, a b, c b, e, d,
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Markov Decision Processes time depe
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1 0 11 0 21 0 31 0 41 0 0 0 0 0 1 0
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Variational Inference and Planning
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Two possibilities case Financial Ma
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3 2.5 2 1.5 1 0.5 0 5 10 15 20 25 3
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Further Topics d1 d2 d3 Figure 7.13
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dx Ux a t e s x d l b dh Uh s = Smo
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Exercises We assume that we know wh
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The cost of playing the second stag
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Introduction to Part II In Part II
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CHAPTER 8 Statistics for Machine Le
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Distributions where the Jacobian ma
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Distributions Definition 8.10 (Empi
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Classical Distributions Definition
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Classical Distributions 5 4 3 2 1
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Classical Distributions x 3 1 0.5 0
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Multivariate Gaussian The multivari
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Exponential Family 8.4.3 Whitening
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Learning distributions In seeking t
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Properties of Maximum Likelihood Wh
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Learning a Gaussian (a) Prior (b) P
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Learning a Gaussian 8.8.3 Gauss-Gam
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Exercises Exercise 8.6. Using x T
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Exercises show that ∂ lim γ→0
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Exercises 2. Using equation (8.4.13
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Exercises 1. Show that the log prod
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CHAPTER 9 Learning as Inference In
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Learning as Inference In the coin t
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Bayesian methods and ML-II a s θ v
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Maximum Likelihood Training of Beli
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Bayesian Belief Network Training 9.
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Bayesian Belief Network Training Th
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Bayesian Belief Network Training No
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Structure learning Algorithm 9.1 PC
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Structure learning x y z w t (a) x
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Structure learning z1 θz z n x n y
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Structure learning Algorithm 9.3 Ch
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Maximum Likelihood for Undirected m
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Code • Provided we assume local a
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Exercises Exercise 9.3. A training
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CHAPTER 10 Naive Bayes So far we’
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Estimation using Maximum Likelihood
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Estimation using Maximum Likelihood
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Bayesian Naive Bayes For convenienc
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Exercises Practitioners typically c
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Exercises so that for example x2 =
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CHAPTER 11 Learning with Hidden Var
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Hidden Variables and Missing Data E
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Expectation Maximisation Algorithm
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Expectation Maximisation log p(v|θ
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Expectation Maximisation The first
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Expectation Maximisation Algorithm
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Extensions of EM log likelihood −
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A failure case for EM Stochastic EM
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Variational Bayes Algorithm 11.3 Va
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Variational Bayes θa a s c θc (a)
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Optimising the Likelihood by Gradie
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Exercises fuse assembly malfunction
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Exercises Exercise 11.9. A 2 × 2 p
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CHAPTER 12 Bayesian Model Selection
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Illustrations : coin tossing 8 6 4
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++ Occam’s Razor and Bayesian Com
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A continuous example : curve fittin
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Approximating the Model Likelihood
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Bayesian Hypothesis Testing for Out
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@@ @@ Exercises 1. Under the assump
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Exercises show that p(D|My→x) is
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Part III Machine Learning 285
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Clique decomp. Mixed membership Lat
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Train Test Styles of Learning Figur
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Supervised Learning be disastrous (
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X , C p(x, c) 〈L(c, c(x|θ))〉 p
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1.5 1 0.5 0 −0.5 −1 −1.5 −3
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Supervised Learning Based on zero-o
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θ c|h θh θ x|h cn xn hn N 13.3 B
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form p(c = 1|x) = 1 1 + exp −(ax
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K-Nearest Neighbours Figure 14.1: I
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A Probabilistic Interpretation of N
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Exercises many images of male faces
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3 2 1 0 −1 −2 0 2 4 4 2 0 −2
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2 1.5 1 0.5 0 −0.5 −1 −1.5
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Principal Components Analysis struc
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number of errors 12 10 8 6 4 2 0 0
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Latent Semantic Analysis Example 15
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(a) (b) PCA With Missing Data Figur
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(a) (b) Matrix Decomposition Method
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z x y M-step (a) x z y (b) Matrix D
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1 2 3 4 5 6 7 8 9 10 1 2 (a) 1 2 3
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factor 1 (Reinforcement Learning) 0
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Finding the reconstructions Canonic
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Exercises This approach is taken in
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3. Finding the eigenvalues and eige
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5 4 3 2 1 0 −1 −2 −3 −4 −
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Canonical Variates Between class Sc
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Exercises Example 16.1 (Using canon
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chirps per sec 110 105 100 95 90 85
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1 0.5 0 0 0.5 5 10 15 20 25 0 −0.
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17.2.3 Radial basis functions A pop
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17.3.1 Regression in the dual-space
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w Linear Parameter Models for Class
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1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0
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1.5 1 0.5 0 0.9 0.8 0.7 0.6 0.5 0.4
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2-Norm soft-margin w w origin ξ n
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2 1.5 1 0.5 0 −0.5 −1 −1.5
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17.8 Code demoCubicPoly.m: Demo of
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α w x n y n N β Regression With A
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Regression With Additive Gaussian N
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we obtain ∂ 1 log p(D|Γ) = ∂α
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18.1.7 Sparse linear models Regress
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18.2.1 Hyperparameter optimisation
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6 4 2 0 −2 −4 0.4 0.3 0.2 0.3 0
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1 0.5 0 −6 −4 −2 0 2 4 6 18.2
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8 6 4 2 0 −2 −4 −6 0.3 0.4 0.
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Exercises Exercise 18.6. This exerc
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θ y 1 y N y ∗ x 1 x N x ∗ (a)
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Gaussian Process Prediction The zer
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2 1.5 1 0.5 0 −0.5 −1 −1.5
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Covariance Functions For a stationa
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1.5 1 0.5 0 −0.5 −1 −1.5 −2
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c 1 c N c ∗ y 1 y N y ∗ x 1 x N
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Using these expressions in the Newt
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Gaussian Processes for Classificati
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d 1 log q(C|X ) = dθ 2 yTK −1 x,
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θh θ v|h h n v n N Expectation Ma
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θh θ vi|h M-step : p(v|h) h n vn
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1 2 3 4 Expectation Maximisation fo
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M-step : optimal mi Maximising equa
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(a) 1 iteration (b) 50 iterations (
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12 10 8 6 4 2 0 −2 −4 −6 −8
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8 6 4 2 0 −2 −4 −8 −6 −4
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z 1 v 1 θ (a) z N v N z 1 v 1 π
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π n z n w v n w α Wn θ N Mixed M
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(a) (b) Mixed Membership Models Fig
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1 0.8 0.6 0.4 0.2 0 −2 −1.5 −
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Mixed Membership Models 1000 Years
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Exercises Exercise 20.7. You wish t
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h1 h2 h3 v1 v2 v3 v4 v5 Probabilist
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21.2.1 Eigen-approach likelihood op
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Factor Analysis : Maximum Likelihoo
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¯x11 f1 G ¯x12 ¯x13 µ ¯x22 ori
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h1 h2 x1 x2 x∗ w1 w2 w∗ (a) M1
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h x y and integrating out the laten
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Exercises A popular alternative est
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δq xqs Q αs S The Rasch Model Fig
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competitor 10 20 30 40 50 60 70 80
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Exercises Exercise 22.4. An extensi
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Introduction to Part IV Natural org
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CHAPTER 23 Discrete-State Markov Mo
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Markov Models h v1 v2 v3 v4 (a) Fig
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Markov Models For those less comfor
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Hidden Markov Models smoothing corr
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Hidden Markov Models This gives a r
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Hidden Markov Models (a) ‘Creaks
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Hidden Markov Models (a) (b) (c) Fi
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Learning HMMs M-step Assuming i.i.d
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Related Models c1 c2 c3 c4 h1 h2 h3
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Related Models x y1 y2 y3 Direction
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Applications determines the phoneme
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Exercises where Aij ≡ p(ht+1 = i|
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Exercises 1. First consider h1,...
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Exercises ++ Exercise 23.16 (Fuzzy
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CHAPTER 24 Continuous-state Markov
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Auto-Regressive Models 200 150 100
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Auto-Regressive Models a1 a2 a3 a4
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Latent Linear Dynamical Systems σ
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Inference messages exactly. In tran
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Inference and covariance Ft ≡
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Inference Algorithm 24.2 LDS Backwa
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Learning Linear Dynamical Systems y
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Learning Linear Dynamical Systems s
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Switching Auto-Regressive Models 10
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Code s1 s2 s3 s4 v1 v2 v3 v4 ˜v1
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Exercises Exercise 24.5. Consider a
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CHAPTER 25 Switching Linear Dynamic
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Gaussian Sum Filtering than that of
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Gaussian Sum Filtering t t+1 25.3.2
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Gaussian Sum Smoothing filtered app
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Gaussian Sum Smoothing Algorithm 25
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Gaussian Sum Smoothing a b d 40 20
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Reset Models s1 h1 v1 s2 h2 v2 s3 h
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Reset Models where g(a1, b1, a2, b2
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Exercises 11 10.5 10 9.5 0 50 100 1
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CHAPTER 26 Distributed Computation
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Learning Sequences v4(t) v3(t) v2(t
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Learning Sequences neuron number 10
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Learning Sequences (a) (b) Figure 2
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Tractable Continuous Latent Variabl
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Neural Models Example 26.3 (Sequenc
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Neural Models 26.5.4 Leaky integrat
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Part V Approximate Inference 537
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Laplace (cont. variables) determini
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Introduction For any sampling metho
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Algorithm 27.2 Rejection sampling t
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x1 x2 x3 x4 x5 x6 27.2 Ancestral Sa
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x 2 x 1 Gibbs Sampling Figure 27.5:
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3 2 1 0 −1 −2 −3 −4 −3
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Algorithm 27.3 Metropolis-Hastings
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Algorithm 27.4 Hybrid Monte Carlo s
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Algorithm 27.5 Swendson-Wang sampli
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Algorithm 27.6 Slice Sampling (univ
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h1 h2 h3 h4 v1 v2 v3 v4 27.6.1 Sequ
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5 10 15 20 25 30 35 40 5 10 15 20 2
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demoMetropolis.m: Demo of Metropoli
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Properties of Kullback-Leibler Vari
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Properties of Kullback-Leibler Vari
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see fig(28.3), from which the poste
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The variance is 2 zi − 〈zi〉
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Variational Bounding Using KL(q|p)
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Local and KL Variational Approximat
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x y1 y2 y3 y4 Mutual Information Ma
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x1 x2 λx1→xi (xi) x3 λx2→xi (
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Loopy Belief Propagation (so that t
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Expectation Propagation ing an expo
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which, on substituting in the updat
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a b e f Lagrangian c d (a) a b e f
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a+ b− s c+ d− t e− f+ a b (a)
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Further Reading For a given α and
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1. ˜ f(x) ≥ ˜g(x), for x ≥ a
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Exercise 28.13. Consider an approxi
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e e* a Linear Algebra a α e Figure
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Linear Algebra A square matrix A is
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Linear Algebra Definition 29.12 (Bl
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Definition 29.17 (Quadratic form).
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Inequalities Definition 29.20 (Chai
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29.5.1 Gradient descent with fixed
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29.5.5 The conjugate vectors algori
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Algorithm 29.2 Quasi-Newton for min
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Constrained Optimisation using Lagr
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BIBLIOGRAPHY BIBLIOGRAPHY [16] D. B
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BIBLIOGRAPHY BIBLIOGRAPHY [63] S. C
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BIBLIOGRAPHY BIBLIOGRAPHY [111] A.
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BIBLIOGRAPHY BIBLIOGRAPHY [159] F.
Page 652 and 653:
BIBLIOGRAPHY BIBLIOGRAPHY [206] M.
Page 654 and 655:
BIBLIOGRAPHY BIBLIOGRAPHY [251] F.
Page 656 and 657:
BIBLIOGRAPHY BIBLIOGRAPHY [299] M.
Page 658 and 659:
BIBLIOGRAPHY BIBLIOGRAPHY 634 DRAFT
Page 660 and 661:
INDEX INDEX Bellman’s equation, 1
Page 662 and 663:
INDEX INDEX conditioning, 170 conju
Page 664 and 665:
INDEX INDEX filtering, 459 input-ou
Page 666 and 667:
INDEX INDEX symmetrising updates, 4
Page 668 and 669:
INDEX INDEX conjugate vectors algor
Page 670:
INDEX INDEX changepoint model, 516
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Bayesian Reasoning and Machine Learning

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