Lifted Variational Inference

Choi, Jaesik

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https://hdl.handle.net/2142/27690 Copy

Description

Title

Lifted Variational Inference

Author(s)

Choi, Jaesik

Contributor(s)

Amir, Eyal

Issue Date

2010-09

Keyword(s)

Lifted Variational Inference, Relational Model, Markov Logic Network, First Order Probabilistic Inference

Abstract

We present a lifted inference algorithm for relational hybrid graphical models. Hybrid graphical models with continuous and discrete variables naturally represent many real-world applications in robotics, financial market predictions, and weather analysis. Inference with such large models is challenging because relational structures deteriorate rapidly with current inference procedures. The main contribution of this paper is a relational variational-inference lemma that enables factoring density functions into a mixture of independent identically distributed multi-valued Bernoulli trials. This lemma enables a relational factoring step that takes hybrid ground potentials and finds a close to optimal lifted relational model for the joint density. This step is then used for efficient inference without referring to ground random variables. The new method allows us to build various efficient inference algorithms. As an example, we provide a lifted Markov Chain Monte Carlo (MCMC) algorithm that requires fewer samples and generates each sample faster than possible before. We provide an error analysis of the variational method when applying to relational models. Our approach is applicable to general large relational models.

Type of Resource

text

Language

en

Permalink

http://hdl.handle.net/2142/27690

Sponsor(s)/Grant Number(s)

This work was supported in part by NSF award IIS-09-17123 -RI: Scaling Up Inference in Dynamic Systems with Logical Structure and NSF award ECS-09-43627 - Improving Prediction of Subsurface Flow and Transport through Exploratory Data Analysis and Complementary Modeling.

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