So we previously seen the notion of
pairwise markov networks. But now
we're going to define a much general
notion that is considerably more
expressive than the pairwise case.
And that definition is called
the Gibbs distribution. So in oder to
motivate the notion of a Gibbs
distribution, let's look at, the most
expressive Markov network that we could
possibly define in the context of, pairwise
interactions. So here we have four
random variables, A, B, C, D. And I've
introduced all of the possible, pairwise
edges, between them. And so the question
is, that we'd like to ask ourselves, is,
is this good enough? So, is this fully
expressive? Or, in other words, can it
represent any probability distribution
over four random variables? So one way to,
convince ourselves of, of whether it can
or can't, is to go and do the general
case, and just look at, a little bit of
asymptotics. So, consider a fully
connected pairwise Markov network over N
random variables. And let's assume that
each variable Xi has D values. How many
parameters does the network have? And for
the moment, let's just focus on pairwise
interactions. Sorry, just the pairwise,
potentials. Let's ignore the, the
potentials associated with singles and
nodes. And also, let's do a little bit of
analysis. If we have, N variables, how
many edges are there in the network? How
many parameters for edge. Now, the total
number of parameters in a fully connected pairwise markov network is O(n^2d^2)
Great. Can we represent any
probability distribution, using, O(n^2d^2) parameters
How many parameters are there, in a general,
probability distribution over N random
variables, where each has D values? How
many free parameters do we have? Well,
this is much, much bigger than that. Which
means that if we just even think about it
intuitively without getting into formal
arguments. Pairwise markov network is not sufficiently
expressive to have all probability
distributions. How do we increase the, the
coverage of this undirected
representation. We need to move away from
pairwise edges. So in order to parametrize what
we call a general Gibb's Distribution,
we're going to parametrize it using
general factors Each of which has a scope
that might contain more than two
variables. So whereas, before, we just had
factors over pairs, now we have
factors over triplets, quadruplets, and
anything else. Can we now represent every
probability distribution? Well, sure,
because we can have a factor over all N
variables together. And by, you know, and
that immediately defines, allows to define
the general probability distribution. In
fact, we even said that a probability
distribution is a factor whose scope is
the exponential of X of n. So in order to
define those general framework more,
formally it gives distribution that is
parameterized by a set of factors phi.
And we're going to define this
distribution in two steps, three steps
even. The first thing we're going to do,
just like in the case of pairwise
Markov networks, we're going to pick
all of the factors, so here we have K
factors, and we're going to multiply them.
And this is just the familiar operation of
factor product, which we've seen in
multiple contexts before. Now this is
perfectly fine but the problem is that
this is not necessarily a probability
distribution, in fact it almost never will
be a probability distribution, because we
have put no constraints on the factors and
so, and so that's why we have this tilda
here that highlights the fact that this is
what we called previously an unnormalized
measure. And so if we want to turn the
unnormalized measure into a probability
distribution, just like in the Pair Wise
case, we're going to define what's called
a Partition Function. Which is just a
normalizing constant. Which we get by
summing up, over all possible assignments,
the variable X1 to Xn, that
partition function can then be used to
divide all of the entries in the
un-normalized measure to give us... Oops,
something that shouldn't have tilda
on it. But rather is a probability
distribution P sub phi of X1 up to Xn.
Now that was just the definition of the
distribution in terms of the set of the
parameters where's the markov network in
all of these. So, let's think about what
is the markov network that we would like
to have for a Gibbs distrubution of the
certain set of factors, phi. So, in order
to get the intuition let's look at a
distribution that involves two factors.
phi1 whose scope is A, B and C and
phi2 whose scope is B, C and D. And,
so I'm gonna use a different color for
phi2. So, what, edges should the
markov network have when we wanted to
encode the fact that a, b and c all get to
interact with each other together. And
intuitively, what we then like to have, is
in the network that has an edge between a and b
and edge between b and c and an edge between a
and c. Because that captures the fact that
there is direct probabilistic relationships
between all of them. What about the other
one. Here we have, between B and C
C and D and, B and D. And this is the
induced markov network in this
particular case. More generally, if we
have a set of factors phi, each of which
is, where each phiihas a
particular scope Di. The induced
markov network, which we're going to
call H of phi, has an energy between a
pair of variables Xi and Xj whenever there
exists. a factor phii., inside. Such that
Oops, phim belongs to phi, such that Xi, Xj are both
in the scope of the factor phi
That is two variable are connected to the
other, they appear together in the same
scope. Now we can go ahead and turn this
around. And define the notion, just like
we have for Bayesian network, of when a
probability distribution P factorizes
over the graph H. That is, at what point
can I can I represent p over a particular
graph H. And this basically asks the
question of, is there a set of parameters
phi, that are going to let me represent the
probability P. So, this is just a
straighforward going through the
defintition that we had before. Does there
exist a phi, such that P is equal to P of
phi, where P of phi is defined as I, we
defined previously. As a normalized
product of factors. And such that H is the
induced graph for the set of factors phi.
So P factorize over H, if there exists a
set of factors phi. Such that I can
represent P using those factors, and H is
the induced graph for that set of factors.
So that's when I can encode the
distribution P over graph H. So, now let's
ask ourselves the question. If you give me
a graph H, can I tell you what the
factorization of distribution p over that
graph would be? That is, which, which of
the representation of the distribution
that I had in mind when I drew this graph.
So, here we have this graph, over A, B, C,
and D. And, which gives distribution would
induce the graph H? Well, let's look at'em
one at a, one at a time. So here we have
phi one of, ABD, and phi two of BCD. And we
see that there's an edge. Indeed between
A. And B., B. And D. And A and D, and
conversely between B. And C., B. And D.,
and C. And D. So, the answer here is yes.
This distribution would induce, this, this
set of factors would induce this graph.
Okay, what about, the next one.
this, and ask yourself the same
question. Well, if I wanted AB, would
induce this edge BC, yup. CD, yup,
AD, and BD. Well, huh, here's another
distribution with a different set of
factors that induces the exact same graph.
The third one, is the same
principle, we have, the edges ABD. ADB, and
AB, and, then we have, BC and CD. So, here
is another distribution, that induces
the exact same graph. What that tells us
is that we cannot, and this is important,
cannot read. The factorization. From a
graph. That is we have different
factorizations that are quite different
than their expressive power. All of which
induce the exact same graph. And we've
already seen an example of that when we
had the fully connected pairwise markov network
We had one parameterization that
had all N squared D squared parameters. We
had another parameterization that had a
fully, full factor over all n variables.
So it had d to the n parameters. And
these are two very different
representations, with very different
expressive power that never the less
induce the exact same graph. Which brings
us to the question of why then is the
graph the same. What does the graph really
tell us, given that given that it's not
telling us the structure of the
factorization? So, here is the, here is
this going back to the example on the
previous slide. We have these two
factorization, one of them used triplets
factors and the second one uses pairwise
factors. And let's think about, what is
the flow of influence in these factors? So
when can one variable influence another?
And we can see, when we think about this
intuitively, when can B influence D? Is
this, is this different in the two graphs,
in the two distributions? And the answer
is, well not really. I mean, once we have
a factor. Here in this case it's phi1. In this case it's phi5. that ties B and D directly
Then the fact is that B can influence D. What about, can, B, can
A influence C? Well, so let's, so can A
influence C? A can influence C via D, by
going through, in this case, the A, B, D
factor. And then, subsequenly, u-,
utilizing the dependencies within the BCD
factor. And in this case, it can use the
AB factor. And then the CD factor. And so
the point is, although the
parameterization of the two distributions
are different, the path in the graph, the
trails in the graph through which
influence can flow, is the same regardless
of this finer grain structure of the
factorization. Which is why the graphs in
those two cases, are the same. So, let's
formalize this, definition, we're going to
define a notion, of an active trail, in,
in a markov network, and, this is
actually a very simple definition, it
much simpler than the analysis definition
in the context in Bayesian network, we have
given a trail, going from
X1 up to Xn, is active,
given. A a set of observed variables
Z, if basically, no Xi along the
trail is in Z, because an active
trail, has to only flow through variables
that are unobserved. Once we observe a
variable along the trail, influence kind
of stops, because that variable is now
set, so, you can't really influence it, and if you can't influence
it, you can't influence anything,
subsequently along that along that path.
For example, the trail from B to D is
active. So this is active. But not. If A
is observed. So once I observe A., I can
no longer influence, B. Can no longer
influence D., by A. So, to summarize we
define the notion of Gibbs distribution
which represents the distribution P as a
normalized product factors. We connected
that to a graph structure which is the
induced markov network, which connects
every pair of nodes. That are in the same
factor. And the motivation, and although
we noted that the Markov network structure
doesn't fully specify the factorization of
P. The justfication for why the graphs for
different factorizations are the same.
Because the active trails in a graph
depend only on the graph structure.