Approximate inference methods make it possible to learn realistic models from big data by trading off computation time for accuracy, when exact learning and inference are computationally intractable.
A hidden Markov model (HMM) is a statistical Markov model in which the system being modeled is assumed to be a Markov process — call it — with unobservable ("hidden") states. As part of the definition, HMM requires that there be an observable process whose outcomes are "influenced" by the outcomes of in a known way. Since cannot be observed directly, the goal is to learn about by observing HMM has an additional requirement that the outcome of at time must be "influenced" exclusively by the outcome of at and that the outcomes of and at must not affect the outcome of at
A Bayesian network is a probabilistic graphical model that represents a set of variables and their conditional dependencies via a directed acyclic graph (DAG). Bayesian networks are ideal for taking an event that occurred and predicting the likelihood that any one of several possible known causes was the contributing factor. For example, a Bayesian network could represent the probabilistic relationships between diseases and symptoms. Given symptoms, the network can be used to compute the probabilities of the presence of various diseases.
In statistics, Markov chain Monte Carlo (MCMC) methods comprise a class of algorithms for sampling from a probability distribution. By constructing a Markov chain that has the desired distribution as its equilibrium distribution, one can obtain a sample of the desired distribution by recording states from the chain. The more steps that are included, the more closely the distribution of the sample matches the actual desired distribution. Various algorithms exist for constructing chains, including the Metropolis–Hastings algorithm.
Bayesian statistics is a theory in the field of statistics based on the Bayesian interpretation of probability where probability expresses a degree of belief in an event. The degree of belief may be based on prior knowledge about the event, such as the results of previous experiments, or on personal beliefs about the event. This differs from a number of other interpretations of probability, such as the frequentist interpretation that views probability as the limit of the relative frequency of an event after many trials.
Belief propagation, also known as sum–product message passing, is a message-passing algorithm for performing inference on graphical models, such as Bayesian networks and Markov random fields. It calculates the marginal distribution for each unobserved node, conditional on any observed nodes. Belief propagation is commonly used in artificial intelligence and information theory, and has demonstrated empirical success in numerous applications, including low-density parity-check codes, turbo codes, free energy approximation, and satisfiability.
In the domain of physics and probability, a Markov random field (MRF), Markov network or undirected graphical model is a set of random variables having a Markov property described by an undirected graph. In other words, a random field is said to be a Markov random field if it satisfies Markov properties. The concept originates from the Sherrington–Kirkpatrick model.
Conditional random fields (CRFs) are a class of statistical modeling methods often applied in pattern recognition and machine learning and used for structured prediction. Whereas a classifier predicts a label for a single sample without considering "neighbouring" samples, a CRF can take context into account. To do so, the predictions are modelled as a graphical model, which represents the presence of dependencies between the predictions. What kind of graph is used depends on the application. For example, in natural language processing, "linear chain" CRFs are popular, for which each prediction is dependent only on its immediate neighbours. In image processing, the graph typically connects locations to nearby and/or similar locations to enforce that they receive similar predictions.
The junction tree algorithm is a method used in machine learning to extract marginalization in general graphs. In essence, it entails performing belief propagation on a modified graph called a junction tree. The graph is called a tree because it branches into different sections of data; nodes of variables are the branches. The basic premise is to eliminate cycles by clustering them into single nodes. Multiple extensive classes of queries can be compiled at the same time into larger structures of data. There are different algorithms to meet specific needs and for what needs to be calculated. Inference algorithms gather new developments in the data and calculate it based on the new information provided.
Zoubin Ghahramani FRS is a British-Iranian researcher and Professor of Information Engineering at the University of Cambridge. He holds joint appointments at University College London and the Alan Turing Institute. and has been a Fellow of St John's College, Cambridge since 2009. He was Associate Research Professor at Carnegie Mellon University School of Computer Science from 2003–2012. He was also the Chief Scientist of Uber from 2016 until 2020. He joined Google Brain in 2020 as senior research director. He is also Deputy Director of the Leverhulme Centre for the Future of Intelligence.
Bayesian inference of phylogeny combines the information in the prior and in the data likelihood to create the so-called posterior probability of trees, which is the probability that the tree is correct given the data, the prior and the likelihood model. Bayesian inference was introduced into molecular phylogenetics in the 1990s by three independent groups: Bruce Rannala and Ziheng Yang in Berkeley, Bob Mau in Madison, and Shuying Li in University of Iowa, the last two being PhD students at the time. The approach has become very popular since the release of the MrBayes software in 2001, and is now one of the most popular methods in molecular phylogenetics.
Approximate Bayesian computation (ABC) constitutes a class of computational methods rooted in Bayesian statistics that can be used to estimate the posterior distributions of model parameters.
Expectation propagation (EP) is a technique in Bayesian machine learning.
Statistical relational learning (SRL) is a subdiscipline of artificial intelligence and machine learning that is concerned with domain models that exhibit both uncertainty and complex, relational structure. Note that SRL is sometimes called Relational Machine Learning (RML) in the literature. Typically, the knowledge representation formalisms developed in SRL use first-order logic to describe relational properties of a domain in a general manner and draw upon probabilistic graphical models to model the uncertainty; some also build upon the methods of inductive logic programming. Significant contributions to the field have been made since the late 1990s.
Structured prediction or structured (output) learning is an umbrella term for supervised machine learning techniques that involves predicting structured objects, rather than scalar discrete or real values.
Stan is a probabilistic programming language for statistical inference written in C++. The Stan language is used to specify a (Bayesian) statistical model with an imperative program calculating the log probability density function.
PyMC is a Python package for Bayesian statistical modeling and probabilistic machine learning which focuses on advanced Markov chain Monte Carlo and variational fitting algorithms. It is a rewrite from scratch of the previous version of the PyMC software. Unlike PyMC2, which had used Fortran extensions for performing computations, PyMC relies on Aesara, a Python library that allows to define, optimize, and efficiently evaluate mathematical expressions involving multi-dimensional arrays. From version 3.8 PyMC relies on ArviZ to handle plotting, diagnostics, and statistical checks. PyMC and Stan are the two most popular probabilistic programming tools. PyMC is an open source project, developed by the community and fiscally sponsored by NumFOCUS.
The following outline is provided as an overview of and topical guide to machine learning. Machine learning is a subfield of soft computing within computer science that evolved from the study of pattern recognition and computational learning theory in artificial intelligence. In 1959, Arthur Samuel defined machine learning as a "field of study that gives computers the ability to learn without being explicitly programmed". Machine learning explores the study and construction of algorithms that can learn from and make predictions on data. Such algorithms operate by building a model from an example training set of input observations in order to make data-driven predictions or decisions expressed as outputs, rather than following strictly static program instructions.
In network theory, collective classification is the simultaneous prediction of the labels for multiple objects, where each label is predicted using information about the object's observed features, the observed features and labels of its neighbors, and the unobserved labels of its neighbors. Collective classification problems are defined in terms of networks of random variables, where the network structure determines the relationship between the random variables. Inference is performed on multiple random variables simultaneously, typically by propagating information between nodes in the network to perform approximate inference. Approaches that use collective classification can make use of relational information when performing inference. Examples of collective classification include predicting attributes of individuals in a social network, classifying webpages in the World Wide Web, and inferring the research area of a paper in a scientific publication dataset.