Bayesian networks are a central tool in machine learning and artificial intelligence, and make use of conditional independencies to impose structure on joint distributions. However, they are generally not as expressive as deep learning models and inference is hard and slow. In contrast, deep probabilistic models such as sum-product networks (SPNs) capture joint distributions in a tractable fashion, but use little interpretable structure. Here, we extend the notion of SPNs towards conditional distributions, which combine simple conditional models into high-dimensional ones. As shown in our experiments, the resulting conditional SPNs can be naturally used to impose structure on deep probabilistic models, allow for mixed data types, while maintaining fast and efficient inference.
Gaussian Processes (GPs) @cite_17 and Conditional Random Fields (CRFs) @cite_9 are staples for (SOP) regression and classification. However, they have serious shortcomings when inference has to scale to high dimensional data. Moreover, they do not generally allow for exact marginalization. Deep mixtures of GPs have been introduced in @cite_1 . However, while partially alleviating GP inference scalability issues, they are limited to continuous domains and with CSPNs we directly tackle , i.e., the scenario where @math is multivariate. In a nutshell, CSPNs might be seen as an efficient way to aggregate univariate (leaf) predictor to tackle SOP in a principled probabilistic way.
@cite_9 @cite_1 @cite_17
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Conditional random fields (CRFs) are popular discriminative models for computer vision and have been successfully applied in the domain of image restoration, especially to image denoising. For image deblurring, however, discriminative approaches have been mostly lacking. We posit two reasons for this: First, the blur kernel is often only known at test time, requiring any discriminative approach to cope with considerable variability. Second, given this variability it is quite difficult to construct suitable features for discriminative prediction. To address these challenges we first show a connection between common half-quadratic inference for generative image priors and Gaussian CRFs. Based on this analysis, we then propose a cascade model for image restoration that consists of a Gaussian CRF at each stage. Each stage of our cascade is semi-parametric, i.e., it depends on the instance-specific parameters of the restoration problem, such as the blur kernel. We train our model by loss minimization with synthetically generated training data. Our experiments show that when applied to non-blind image deblurring, the proposed approach is efficient and yields state-of-the-art restoration quality on images corrupted with synthetic and real blur. Moreover, we demonstrate its suitability for image denoising, where we achieve competitive results for grayscale and color images. While Gaussian processes (GPs) are the method of choice for regression tasks, they also come with practical difficulties, as inference cost scales cubic in time and quadratic in memory. In this paper, we introduce a natural and expressive way to tackle these problems, by incorporating GPs in sum-product networks (SPNs), a recently proposed tractable probabilistic model allowing exact and efficient inference. In particular, by using GPs as leaves of an SPN we obtain a novel flexible prior over functions, which implicitly represents an exponentially large mixture of local GPs. Exact and efficient posterior inference in this model can be done in a natural interplay of the inference mechanisms in GPs and SPNs. Thereby, each GP is -- similarly as in a mixture of experts approach -- responsible only for a subset of data points, which effectively reduces inference cost in a divide and conquer fashion. We show that integrating GPs into the SPN framework leads to a promising probabilistic regression model which is: (1) computational and memory efficient, (2) allows efficient and exact posterior inference, (3) is flexible enough to mix different kernel functions, and (4) naturally accounts for non-stationarities in time series. In a variate of experiments, we show that the SPN-GP model can learn input dependent parameters and hyper-parameters and is on par with or outperforms the traditional GPs as well as state of the art approximations on real-world data. Conditional Random Fields (CRFs) are widely known to scale poorly, particularly for tasks with large numbers of states or with richly connected graphical structures. This is a consequence of inference having a time complexity which is at best quadratic in the number of states. This paper describes a novel parameterisation of the CRF which ties the majority of clique potentials, while allowing individual potentials for a subset of the labellings. This has two beneficial effects: the parameter space of the model (and thus the propensity to over-fit) is reduced, and the time complexity of training and decoding becomes sub-quadratic. On a standard natural language task, we reduce CRF training time four-fold, with no loss in accuracy. We also show how inference can be performed efficiently in richly connected graphs, in which current methods are intractable. Until recently, the lack of ground truth data has hindered the application of discriminative structured prediction techniques to the stereo problem. In this paper we use ground truth data sets that we have recently constructed to explore different model structures and parameter learning techniques. To estimate parameters in Markov random fields (MRFs) via maximum likelihood one usually needs to perform approximate probabilistic inference. Conditional random fields (CRFs) are discriminative versions of traditional MRFs. We explore a number of novel CRF model structures including a CRF for stereo matching with an explicit occlusion model. CRFs require expensive inference steps for each iteration of optimization and inference is particularly slow when there are many discrete states. We explore belief propagation, variational message passing and graph cuts as inference methods during learning and compare with learning via pseudolikelihood. To accelerate approximate inference we have developed a new method called sparse variational message passing which can reduce inference time by an order of magnitude with negligible loss in quality. Learning using sparse variational message passing improves upon previous approaches using graph cuts and allows efficient learning over large data sets when energy functions violate the constraints imposed by graph cuts.