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Classical Probabilistic Models and Conditional Random FieldsPowerPoint Presentation

Classical Probabilistic Models and Conditional Random Fields

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Classical Probabilistic Models and Conditional Random Fields

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Classical Probabilistic Models and Conditional Random Fields

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Classical Probabilistic Models and Conditional Random Fields

Roman Klinger1, Katrin Tomanek2

Algorithm Engineering Report (TR07-2-013), 2007

1. Dortmund University of Technology Department of Computer Science

2. Language & Information Engineering (JULIE) Lab

- Introduction
- Naïve Bayes
- HMM
- ME
- CRF

- Classification is known as the assignment of a class y ∈ Y to an observation x ∈ X
- A well-known example (Russell and Norvig, 2003)
- Classification of weather
- Y = {good, bad}
- X = {Monday, Tuesday,…}
- x can be described by a set of features
- fcloudy, fsunny or frainy

In general, not necessary have to be binary

- Modeling all dependenciesin a probability distribution is typically very complex due to interdependencies between features
- The Naïve Bayes assumption of all features being conditionally independent is an approach to address this problem
- In nearly all probabilistic models such independence assumptions are made for some variables to make necessary computations manageable

- In the structured learning scenario, multiple and typically interdependent class and observation variables are considered which implicates an even higher complexity in the probability distribution
- As for images, pixels near to each other are very likely to have a similar color or hue
- In music, different succeeding notes follow special laws, they are not independent, especially when they sound simultaneously. Otherwise, music would not be pleasant to the ear
- In text, words are not an arbitrary accumulation, the order is important and grammatical constraints hold

Y = {name, city, 0}

X: set of words

- One approach for modeling linear sequence structures, as can be found in natural language text, are HMMs
- For the sake of complexity reduction, strong independence assumptions between the observation variables are made
- This impairs the accuracy of
the model

- This impairs the accuracy of

observation variables

- Conditional Random Fields (CRFs, Lafferty et al. (2001)) are developed exactly to fill that gap:
- While CRFs make similar assumptions on the dependencies among the class variables, no assumptions on the dependencies among observation variables need to be made

observation variables

- In natural language processing, CRFs are currently a state-of-the-art technique for many of its subtasks including
- basic text segmentation (Tomanek et al., 2007)
- part-of-speech tagging (Lafferty et al., 2001)
- shallow parsing (Sha and Pereira, 2003)
- the resolution of elliptical noun phrases (Buyko et al., 2007)
- named entity recognition (Settles, 2004; McDonald and Pereira, 2005; Klinger et al., 2007a,b; McDonald et al.,
- 2004)
- gene prediction (DeCaprio et al., 2007)
- image labeling (He et al., 2004)
- object recognition (Quattoni et al., 2005)
- telematics for intrusion detection (Gupta et al., 2007)
- sensor data management (Zhang et al., 2007)

MEMM

- Introduction
- Naïve Bayes
- HMM
- ME
- CRF

- A conditional probability model is a probability distribution with an input vector , where are features and is the class variable to be predicted. That probability can be formulated with Bayes' law
- : tag
- : word

(1)

not used here

constant for all y

Complex:

Model probabilities conditioned on various # of variables

(2)

1

2

3

(3)

- In practice, it is often assumed, that all input variables are conditionally independent of each other which is known as the Naïve Bayes assumption

Simple:

Model probabilities conditioned on only y

(4)

less complex than (3)

- Dependencies between the input variables are not modeled, probably leading to an imperfect representation of the real world
- Nevertheless, the Naïve Bayes Model performs surprisingly well in many real world applications, such as email classification (Androutsopoulos et al., 2000a,b; Kiritchenko and Matwin, 2001)

- Introduction
- Naïve Bayes
- HMM
- ME
- CRF

- In the Naïve Bayes Model, only single output variables have been considered
- To predict a sequence of class variables for an observation sequence a simple sequence model can be formulated as a product over single Naïve Bayes Models

- Note, that in contrast to the Naïve Bayes Model there is only one feature at each sequenceposition, namely the identity of the respective observation
- Dependencies between single sequence positions are not taken into account
- Each observation xi depends only on the class variable yi at the respective sequence position

(5)

X

X

Naïve Bayes

- it is reasonable to assume that there are dependencies between the observations at consecutive sequence positions

(5)

(6)

(7)

- Dependencies between output variables~y are modeled. A shortcoming is the assumption of conditional independence (see equation 6) between the input variables~x due to complexity issues
- As we will see later, CRFs address exactly this problem

- Introduction
- Naïve Bayes
- HMM
- ME
- CRF

- The previous two models are trained to maximize the joint likelihood
- In the following, the Maximum Entropy Model is discussed in more detail as it is fundamentally related to CRFs

- The Maximum Entropy Model is a conditional probability model
- It is based on the Principle of Maximum Entropy (Jaynes, 1957) which states that if incomplete information about a probability distribution is available, the only unbiased assumption that can be made is a distribution which is as uniform as possible given the available information

- Under this assumption, the proper probability distribution is the one which maximizes the entropy given the constraints from the training material
- For the conditional model p(y|x) the conditional entropy H(y|x) (Korn and Korn, 2000; Bishop, 2006) is applied, which is defined as

(8)

- The basic idea behind Maximum Entropy Models is to find the model p*(y|x) which on the one hand has the largest possible conditional entropy but is on the other hand still consistent with the information from the training material
- The objective function, later referred to as primal problem, is thus

(9)

- The training material is represented by features
- Here, these are defined as binary-valued functions which depend on both the input variable x and the class variable y. An example for such a function is

(10)

- The expected value of each featurefi is estimated from the empirical distribution ~ p(x; y)
- The empirical distribution is obtained by simply counting how often the different values of the variables occur in the training data

(11)

(11)

- As the empirical probability for a pair (x, y) which is not contained in the training material is 0
- can be rewritten as
- The size of the training set is
- can be calculated by counting how often a feature fi is found with value 1 in the training data
and dividing that number by the size N of the training set

(12)

(11)

- Analogously to equation 11, the expected value of a feature on the model distribution is defined as
- In contrast to equation 11 (the expected value on the empirical distribution), the model distribution is taken into account here
- Of course, p(x; y) cannot be calculated in general because the number of all possible x 2 X can be enormous

(13)

(14)

- This is an approximation to make the calculation of E(fi) possible (see Lau et al. (1993) for a more detailed discussion). This results in
- which can (analogously to equation 12) be transformed into

(15)

(16)

- Equation 9 postulates that the model p*(y|x) is consistent with the evidence found in the training material
- That means, for each feature fi its expected value on the empirical distribution must be equal to its expected value on the particular model distribution, these are the first mconstraints
- Another constraint is to have a proper conditional probability ensured by

(17)

(18)

- Finding p* (y|x) under these constraints can be formulated as a constrained optimization problem
- For each constraint a Lagrange multiplier λi is introduced. This leads to the following Lagrange function (p; ~ )

(19)

?

∀ x

(20)

- In the same manner as done for the expectation values in equation 15, H(y|x) is approximated

(21)

(22)

(23)

- The complete derivation of the Lagrange function from equation 19 is then
- Equating this term to 0 and solving by p(y|x) leads to

(24)

(25)

- The second constraint in equation 18 is given as
- Substituting equation 24 into 25 results in
- Substituting equation 26 back into equation 24 results in

(26)

(27)

- This is the general form the model needs to have to meet the constraints. The Maximum Entropy Model can then be formulated as
- This formulation of a conditional probability distribution as a log-linear model and a product of exponentiated weighted features is discussed from another perspective in Section 3
- In Section 4, the similarity of Conditional Random Fields, which are also log-linear models, with the conceptually closely related Maximum Entropy Models becomes evident

(28)

(29)

Lagrange Multiplier Method

張海潮 教授／臺灣大學數學系

http://episte.math.ntu.edu.tw/entries/en_lagrange_mul/index.html

- 在兩個變數的時候，要找 f(x,y) 的極值的一個必要的條件是：
- 但是如果 x,y的範圍一開始就被另一個函數 g(x,y)=0 所限制，Lagrange 提出以 對 x 和 y 的偏導數為 0，來代替(L1)作為在 g(x,y)=0 上面尋找 f(x,y) 極值的條件
- 式中引入的 λ 是一個待定的數，稱為乘數，因為是乘在 g 的前面而得名。

(L1)

- 首先我們注意，要解的是 x,y 和 λ 三個變數，而
- 雖然有三個方程式，原則上是可以解得出來的。

- 以 f(x,y)=x， g(x,y)=x2+y2-1 為例，當 x,y被限制在 x2+y2-1=0 上活動時，對下面三個方程式求解
- 答案有兩組，分別是 x=1，y=0，λ=-1/2和 x=-1，y=0，λ=1/2 。 對應的是 x2+y2-1=0 這個圓的左、右兩個端點。它們的 x 坐標分別是 1和 -1，一個是最大可能，另一個是最小可能。

- 讀者可能認為為何不把 x2+y2-1=0 這個限制改寫為 、 來代入得到
，然後令對 θ 的微分等於 0 來求解呢？對以上的這個例子而言，當然是可以的，但是如果 g(x,y) 是相當一般的形式，而無法以 x,y 的參數式代入滿足，或是再更多變數加上更多限制的時候，舊的代參數式方法通常是失效的註1。

- 如果在 g1(x,y,z)=0，g2(x,y,z)=0 這樣的限制之下求f(x,y,z) 的極值。Lagrange 乘數法需列出下面五個方程式
- 要解的變數有 x,y,z和 λ1, λ2一共五個。

- 這個方法的意義為何？原來在 g(x,y)=0 的時候，不妨把 y想成是 x的隱函數，而有 g(x,y(x))=0，並且 f(x,y) 也變成了 f(x,y(x))。令 根據連鎖法則，我們得到
- 因此有行列式為 0 的結論。

- 這表示 fx,fy和 gx,gy成比例，所以有 λ註2

- 當然也可以寫成 ， 。只是要注意，這裡有一個先決條件就是 gx,gy 不能同時為 0，同時為 0 會使 y 和 x 無法表成對方的反函數，請看下面的例子：設 f(x,y)=x, g(x,y)=y2-x3，則
- 易見這個方程式無解，但 f(x,y) 的極值是有的，它發生在 (0,0) 之處，只不過在 (0,0)，gx=0=gy，所以乘數法是失效的。

- Introduction
- Naïve Bayes
- HMM
- ME
- CRF