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HMM, MEMM and CRF

40-957 Special Topics in Artificial Intelligence:

Probabilistic Graphical Models

Sharif University of Technology

Soleymani

Spring 2014

Sequence labeling

2

Taking collective a set of interrelated instances 𝒙1, … , 𝒙𝑇

and jointly labeling them

We get as input a sequence of observations 𝑿 = 𝒙1:𝑇 and need

to label them with some joint label 𝒀 = 𝑦1:𝑇

Generalization of mixture models for

sequential data

3

[Jordan]

𝑍

𝑋

𝑌1 𝑌2 𝑌𝑇

𝑋1 𝑋2 𝑋𝑇

… 𝑌𝑇−1

𝑋𝑇−1

Y: states (latent variables)

X: observations

HMM examples

4

Part-of-speech-tagging

Speech recognition

𝑁𝑁𝑃 𝑉𝐵𝑍 𝑉𝐵 𝑇𝑜

Students are

𝑉𝐵𝑁

expected to study

HMM: probabilistic model

5

Transitional probabilities: transition probabilities between

states

𝐴𝑖𝑗 ≡ 𝑃(𝑌𝑡 = 𝑗|𝑌𝑡−1 = 𝑖)

Initial state distribution: start probabilities in different

states

𝜋𝑖 ≡ 𝑃(𝑌1 = 𝑖)

Observation model: Emission probabilities associated with

each state

𝑃(𝑋𝑡|𝑌𝑡 , 𝚽)

HMM: probabilistic model

6

Transitional probabilities: transition probabilities between

states

𝑃(𝑌𝑡|𝑌𝑡−1 = 𝑖)~𝑀𝑢𝑙𝑡𝑖(𝐴𝑖1, … , 𝐴𝑖𝑀) ∀𝑖 ∈ 𝑠𝑡𝑎𝑡𝑒𝑠

Initial state distribution: start probabilities in different

states

𝑃(𝑌1)~𝑀𝑢𝑙𝑡𝑖(𝜋1, … , 𝜋𝑀)

Observation model: Emission probabilities associated with

each state

Discrete observations: 𝑃(𝑋𝑡|𝑌𝑡 = 𝑖)~𝑀𝑢𝑙𝑡𝑖(𝐵𝑖,1, … , 𝐵𝑖,𝐾) ∀𝑖 ∈ 𝑠𝑡𝑎𝑡𝑒𝑠

General: 𝑃 𝑋𝑡 𝑌𝑡 = 𝑖 = 𝑓(. |𝜽𝑖)

𝑌: states (latent variables)

𝑋: observations

Inference problems in sequential data

7

Decoding: argmax𝑦1,…,𝑦𝑇

𝑃 𝑦1, … , 𝑦𝑇 𝑥1, … , 𝑥𝑇

Evaluation

Filtering: 𝑃 𝑦𝑡 𝑥1, … , 𝑥𝑡

Smoothing: 𝑡′ < 𝑡, 𝑃 𝑦𝑡′ 𝑥1, … , 𝑥𝑡

Prediction: 𝑡′ > 𝑡, 𝑃 𝑦𝑡′ 𝑥1, … , 𝑥𝑡

Some questions

8

𝑃 𝑦𝑡|𝑥1, … , 𝑥𝑡 =?

Forward algorithm

𝑃 𝑥1, … , 𝑥𝑇 =?

Forward algorithm

𝑃 𝑦𝑡|𝑥1, … , 𝑥𝑇 =?

Forward-Backward algorithm

How do we adjust the HMM parameters:

Complete data: each training data includes a state sequence and

the corresponding observation sequence

Incomplete data: each training data includes only an observation

sequence

Forward algorithm

9

𝛼𝑡 𝑖 = 𝑃 𝑥1, … , 𝑥𝑡 , 𝑌𝑡 = 𝑖

𝛼𝑡 𝑖 = 𝛼𝑡−1 𝑗 𝑃 𝑌𝑡 = 𝑖|𝑌𝑡−1 = 𝑗 𝑃 𝑥𝑡| 𝑌𝑡 = 𝑖

𝑗

Initialization:

𝛼1 𝑖 = 𝑃 𝑥1, 𝑌1 = 𝑖 = 𝑃 𝑥1|𝑌1 = 𝑖 𝑃 𝑌1 = 𝑖

Iterations: 𝑡 = 2 to 𝑇

𝛼𝑡 𝑖 = 𝛼𝑡−1 𝑗 𝑃 𝑌𝑡 = 𝑖|𝑌𝑡−1 = 𝑗 𝑃 𝑥𝑡|𝑌𝑡 = 𝑖𝑗

𝑖, 𝑗 = 1, … , 𝑀

𝑌1 𝑌2 𝑌𝑇

𝑋1 𝑋2 𝑋𝑇

… 𝑌𝑇−1

𝑋𝑇−1

𝛼1(. ) 𝛼2(. ) 𝛼𝑇−1(. ) 𝛼𝑇(. ) 𝛼𝑡 𝑖 = 𝑚𝑡−1→𝑡(𝑖)

Backward algorithm

10

𝛽𝑡 𝑖 = 𝑚𝑡→𝑡−1(𝑖) = 𝑃 𝑥𝑡+1, … , 𝑥𝑇|𝑌𝑡 = 𝑖

𝛽𝑡−1 𝑖 = 𝛽𝑡 𝑗 𝑃 𝑌𝑡 = 𝑗|𝑌𝑡−1 = 𝑖 𝑃 𝑥𝑡| 𝑌𝑡 = 𝑖

𝑗

Initialization:

𝛽𝑇 𝑖 = 1

Iterations: 𝑡 = 𝑇 down to 2

𝛽𝑡−1 𝑖 = 𝛽𝑡 𝑗 𝑃 𝑌𝑡 = 𝑗|𝑌𝑡−1 = 𝑖 𝑃 𝑥𝑡| 𝑌𝑡 = 𝑖𝑗

𝑖, 𝑗 ∈ 𝑠𝑡𝑎𝑡𝑒𝑠

𝑌1 𝑌2 𝑌𝑇

𝑋1 𝑋2 𝑋𝑇

… 𝑌𝑇−1

𝑋𝑇−1

𝛽𝑇 . = 1 𝛽𝑇−1 . 𝛽2 . 𝛽1 .

𝛽𝑡 𝑖 = 𝑚𝑡→𝑡−1(𝑖)

Forward-backward algorithm

11

𝛼𝑡 𝑖 = 𝛼𝑡−1 𝑗 𝑃 𝑌𝑡 = 𝑖|𝑌𝑡−1 = 𝑗 𝑃 𝑥𝑡| 𝑌𝑡 = 𝑖

𝑗

𝛼1 𝑖 = 𝑃 𝑥1, 𝑌1 = 𝑖 = 𝑃 𝑥1|𝑌1 = 𝑖 𝑃 𝑌1 = 𝑖

𝛽𝑡−1 𝑖 = 𝛽𝑡 𝑗 𝑃 𝑌𝑡 = 𝑗|𝑌𝑡−1 = 𝑖 𝑃 𝑥𝑡| 𝑌𝑡 = 𝑖

𝑗

𝛽𝑇 𝑖 = 1

𝑃 𝑥1, 𝑥2, … , 𝑥𝑇 = 𝛼𝑇 𝑖

𝑖

𝛽𝑇 𝑖 = 𝛼𝑇 𝑖

𝑖

𝑃 𝑌𝑡 = 𝑖|𝑥1, 𝑥2, … , 𝑥𝑇 =𝛼𝑡(𝑖)𝛽𝑡(𝑖)

𝛼𝑇 𝑖𝑖

𝛼𝑡(𝑖) ≡ 𝑃 𝑥1, 𝑥2, … , 𝑥𝑡 , 𝑌𝑡 = 𝑖

𝛽𝑡(𝑖) ≡ 𝑃 𝑥𝑡+1, 𝑥𝑡+2, … , 𝑥𝑇|𝑌𝑡 = 𝑖

Forward-backward algorithm

12

This will be used for expectation maximization to train a

HMM

𝑃 𝑌𝑡 = 𝑖 𝑥1, … , 𝑥𝑇 =𝑃 𝑥1,…,𝑥𝑇,𝑌𝑡=𝑖

𝑃 𝑥1,…,𝑥𝑇=

𝛼𝑡(𝑖)𝛽𝑡(𝑖)

𝛼𝑇(𝑗)𝑁𝑗=1

𝑌1 𝑌2 𝑌𝑇

𝑋1 𝑋2 𝑋𝑇

… 𝑌𝑇−1

𝑋𝑇−1

𝛽𝑇 . = 1

𝛼1(. ) 𝛼2(. ) 𝛼𝑇−1(. ) 𝛼𝑇(. )

𝛽𝑇−1 . 𝛽2 . 𝛽1 .

Decoding Problem

13

Choose state sequence to maximize the observations:

argmax𝑦1,…,𝑦𝑡

𝑃 𝑦1, … , 𝑦𝑡 𝑥1, … , 𝑥𝑡

Viterbi algorithm:

Define auxiliary variable 𝛿:

𝛿𝑡 𝑖 = max𝑦1,…,𝑦𝑡−1

𝑃(𝑦1, 𝑦2, … , 𝑦𝑡−1, 𝑌𝑡 = 𝑖, 𝑥1, 𝑥2, … , 𝑥𝑡)

𝛿𝑡(𝑖): probability of the most probable path ending in state 𝑌𝑡 = 𝑖

Recursive relation:

𝛿𝑡 𝑖 = max𝑗

𝛿𝑡−1 𝑗 𝑃(𝑌𝑡 = 𝑖|𝑌𝑡−1 = 𝑗) 𝑃 𝑥𝑡 𝑌𝑡 = 𝑖

𝛿𝑡 𝑖 = max𝑗=1,…,𝑁

𝛿𝑡−1 𝑡 𝑃 𝑌𝑡 = 𝑖 𝑌𝑡−1 = 𝑗 𝑃(𝑥𝑡|𝑌𝑡 = 𝑖)

Decoding Problem: Viterbi algorithm

14

Initialization 𝛿1 𝑖 = 𝑃 𝑥1|𝑌1 = 𝑖 𝑃 𝑌1 = 𝑖

𝜓1 𝑖 = 0

Iterations: 𝑡 = 2, … , 𝑇

𝛿𝑡 𝑖 = max𝑗

𝛿𝑡−1 𝑗 𝑃 𝑌𝑡 = 𝑖 𝑌𝑡−1 = 𝑗 𝑃 𝑥𝑡 𝑌𝑡 = 𝑖

𝜓𝑡 𝑖 = argmax𝑗

𝛿𝑡 𝑗 𝑃 𝑌𝑡 = 𝑖 𝑌𝑡−1 = 𝑗

Final computation:

𝑃∗ = max𝑗=1,…,𝑁

𝛿𝑇 𝑗

𝑦𝑇∗ = argmax

𝑗=1,…,𝑁𝛿𝑇 𝑗

Traceback state sequence: 𝑡 = 𝑇 − 1 down to 1 𝑦𝑡

∗ = 𝜓𝑡+1 𝑦𝑡+1∗

𝑖 = 1, … , 𝑀

𝑖 = 1, … , 𝑀

Max-product algorithm

15

𝑚𝑗𝑖𝑚𝑎𝑥 𝑥𝑖 = max

𝑥𝑗

𝜙 𝑥𝑗 𝜙 𝑥𝑖 , 𝑥𝑗 𝑚𝑘𝑗𝑚𝑎𝑥(𝑥𝑗)

𝑘∈𝒩(𝑗)\𝑖

𝛿𝑡 𝑖 = 𝑚𝑡−1,𝑡𝑚𝑎𝑥 × 𝜙 𝑥𝑖

HMM Learning

16

Supervised learning: When we have a set of data samples,

each of them containing a pair of sequences (one is the

observation sequence and the other is the state sequence)

Unsupervised learning: When we have a set of data

samples, each of them containing a sequence of observations

HMM supervised learning by MLE

17

Initial state probability:

𝜋𝑖 = 𝑃 𝑌1 = 𝑖 , 1 ≤ 𝑖 ≤ 𝑀

State transition probability:

𝐴𝑗𝑖 = 𝑃 𝑌𝑡+1 = 𝑖 𝑌𝑡 = 𝑗 , 1 ≤ 𝑖, 𝑗 ≤ 𝑀

State transition probability:

𝐵𝑖𝑘 = 𝑃 𝑋𝑡 = 𝑘 𝑌𝑡 = 𝑖 , 1 ≤ 𝑘 ≤ 𝐾

𝑌1 𝑌2 𝑌𝑇 𝑌𝑇−1 …

𝝅 𝑨

𝑋2 𝑋1 𝑋𝑇−1 𝑋𝑇

𝑩

Discrete

observations

HMM: supervised parameter learning by MLE

18

𝑃 𝒟|𝜽 = 𝑃 𝑦1(𝑛)

𝝅 𝑃(𝑦𝑡(𝑛)

|𝑦𝑡−1(𝑛)

, 𝑨)𝑇

𝑡=2 𝑃(𝒙𝑡

(𝑛)|𝑦𝑡

(𝑛), 𝑩)

𝑇

𝑡=1

𝑁

𝑛=1

𝐴 𝑖𝑗 = 𝐼 𝑦𝑡−1

(𝑛)= 𝑖, 𝑦𝑡

(𝑛)= 𝑗𝑇

𝑡=2𝑁𝑛=1

𝐼 𝑦𝑡−1(𝑛)

= 𝑖𝑇𝑡=2

𝑁𝑛=1

𝜋 𝑖 = 𝐼 𝑦1

(𝑛)= 𝑖𝑁

𝑛=1

𝑁

𝐵 𝑖𝑘 = 𝐼 𝑦𝑡

(𝑛)= 𝑖, 𝑥𝑡

(𝑛)= 𝑘𝑇

𝑡=1𝑁𝑛=1

𝐼 𝑦𝑡(𝑛)

= 𝑖𝑇𝑡=1

𝑁𝑛=1

Discrete

observations

Learning

19

Problem: how to construct an HHM given only observations?

Find 𝜽 = (𝑨, 𝑩, 𝝅), maximizing 𝑃(𝒙1, … , 𝒙𝑇|𝜽)

Incomplete data

EM algorithm

HMM learning by EM (Baum-Welch)

20

𝜽𝑜𝑙𝑑 = 𝝅𝑜𝑙𝑑 , 𝑨𝑜𝑙𝑑 , 𝚽𝑜𝑙𝑑

E-Step:

𝛾𝑛,𝑡𝑖 = 𝑃 𝑌𝑡

(𝑛)= 𝑘 𝑿(𝑛); 𝜽𝑜𝑙𝑑

𝜉𝑛,𝑡𝑖,𝑗

= 𝑃 𝑌𝑡−1(𝑛)

= 𝑖, 𝑌𝑡(𝑛)

= 𝑗 𝒙(𝑛); 𝜽𝑜𝑙𝑑

M-Step:

𝜋𝑖𝑛𝑒𝑤 =

𝛾𝑛,1𝑖𝑁

𝑛=1

𝑁

𝐴𝑖,𝑗𝑛𝑒𝑤 =

𝜉𝑛,𝑡𝑖,𝑗𝑇

𝑡=2𝑁𝑛=1

𝛾𝑛,𝑡𝑖𝑇−1

𝑡=1𝑁𝑛=1

𝐵𝑖,𝑘𝑛𝑒𝑤 =

𝛾𝑛,𝑡𝑖 𝐼 𝑋𝑡

(𝑛)=𝑖, 𝑇

𝑡=1𝑁𝑛=1

𝐼 𝑋𝑡(𝑛)

=𝑖𝑇𝑡=1

𝑁𝑛=1

𝑖, 𝑗 = 1, … , 𝑀

𝑖, 𝑗 = 1, … , 𝑀

Baum-Welch algorithm (Baum, 1972)

Discrete observations

HMM learning by EM (Baum-Welch)

21

𝜽𝑜𝑙𝑑 = 𝝅𝑜𝑙𝑑 , 𝑨𝑜𝑙𝑑 , 𝚽𝑜𝑙𝑑

E-Step:

𝛾𝑛,𝑡𝑖 = 𝑃 𝑌𝑡

(𝑛)= 𝑘 𝑿(𝑛); 𝜽𝑜𝑙𝑑

𝜉𝑛,𝑡𝑖,𝑗

= 𝑃 𝑌𝑡−1(𝑛)

= 𝑖, 𝑌𝑡(𝑛)

= 𝑗 𝒙(𝑛); 𝜽𝑜𝑙𝑑

M-Step:

𝜋𝑖𝑛𝑒𝑤 =

𝛾𝑛,1𝑖𝑁

𝑛=1

𝑁

𝐴𝑖,𝑗𝑛𝑒𝑤 =

𝜉𝑛,𝑡𝑖,𝑗𝑇

𝑡=2𝑁𝑛=1

𝛾𝑛,𝑡𝑖𝑇−1

𝑡=1𝑁𝑛=1

𝐵𝑖,𝑘𝑛𝑒𝑤 =

𝛾𝑛,𝑡𝑖 𝐼 𝑋𝑡

(𝑛)=𝑖, 𝑇

𝑡=1𝑁𝑛=1

𝐼 𝑋𝑡(𝑛)

=𝑖𝑇𝑡=1

𝑁𝑛=1

𝑖, 𝑗 = 1, … , 𝑀

𝑖, 𝑗 = 1, … , 𝑀

𝝁𝑖𝑛𝑒𝑤 =

𝛾𝑛,𝑡𝑖 𝒙𝑡

(𝑛)𝑇𝑡=1

𝑁𝑛=1

𝛾𝑛,𝑡𝑖𝑇

𝑡=1𝑁𝑛=1

𝜮𝑖𝑛𝑒𝑤 =

𝛾𝑛,𝑡𝑖 𝒙𝑡

(𝑛)− 𝝁𝑖

𝑛𝑒𝑤 𝒙𝑡(𝑛)

− 𝝁𝑖𝑛𝑒𝑤

𝑇𝑇𝑡=1

𝑁𝑛=1

𝛾𝑛,𝑡𝑖𝑇

𝑡=1𝑁𝑛=1

Assumption: Gaussian emission

probabilities

Baum-Welch algorithm (Baum, 1972)

Forward-backward algorithm for E-step

22

𝑃 𝑦𝑡−1, 𝑦𝑡 𝒙1, … , 𝒙𝑇

=𝑃 𝒙1, … , 𝒙𝑇 𝑦𝑡−1, 𝑦𝑡)𝑃 𝑦𝑡−1, 𝑦𝑡

𝑃(𝒙1, … , 𝒙𝑇)

=𝑃 𝒙1, … , 𝒙𝑡−1 𝑦𝑡−1)𝑃 𝒙𝑡 𝑦𝑡)𝑃 𝒙𝑡+1, … , 𝒙𝑇 𝑦𝑡)𝑃 𝑦𝑡 𝑦𝑡−1)𝑃 𝑦𝑡−1

𝑃(𝒙1, … , 𝒙𝑇)

=𝛼𝑡−1(𝑦𝑡−1)𝑃 𝒙𝑡 𝑦𝑡)𝑃 𝑦𝑡 𝑦𝑡−1)𝛽𝑡 𝑦𝑡

𝛼𝑇(𝑖)𝑀𝑖=1

HMM shortcomings

23

In modeling the joint distribution 𝑃(𝒀, 𝑿), HMM ignores many

dependencies between observations 𝑋1, … , 𝑋𝑇 (similar to

most generative models that need to simplify the structure)

In the sequence labeling task, we need to classify an

observation sequence using the conditional probability 𝑃(𝒀|𝑿)

However, HMM learns a joint distribution 𝑃(𝒀, 𝑿) while uses only

𝑃(𝒀|𝑿) for labeling

𝑌1 𝑌2 𝑌𝑇

𝑋1 𝑋2 𝑋𝑇

… 𝑌𝑇−1

𝑋𝑇−1

Maximum Entropy Markov Model (MEMM)

24

𝑃 𝒚1:𝑇 𝒙1:𝑇 = 𝑃 𝑦1 𝒙1:𝑇 𝑃 𝑦𝑡 𝑦𝑡−1, 𝒙1:𝑇

𝑇

𝑡=2

𝑃 𝑦𝑡 𝑦𝑡−1, 𝒙1:𝑇 =exp 𝒘𝑇𝒇 𝑦𝑡 , 𝑦𝑡−1, 𝒙1:𝑇

exp 𝒘𝑇𝒇 𝑦𝑡, 𝑦𝑡−1, 𝒙1:𝑇𝑦𝑡

Discriminative model

Only models 𝑃(𝒀|𝑿) and completely ignores modeling 𝑃(𝑿) Maximizes the conditional likelihood 𝑃(𝒟𝒀|𝒟𝑿, 𝜽)

𝑌1 𝑌2 𝑌𝑇

𝑋1 𝑋2 𝑋𝑇

… 𝑌𝑇−1

𝑋𝑇−1

𝑌1 𝑌2 𝑌𝑇

𝑿1:𝑇

… 𝑌𝑇−1

𝑍 𝑦𝑡−1, 𝒙1:𝑇 , 𝒘 = exp 𝒘𝑇𝒇 𝑦𝑡, 𝑦𝑡−1, 𝒙1:𝑇

𝑦𝑡

Feature function

25

Feature function 𝒇 𝑦𝑡, 𝑦𝑡−1, 𝒙1:𝑇 can take account of

relations between both data and label space

However, they are often indicator functions showing absence

or presence of a feature

𝑤𝑖 captures how closely 𝑓 𝑦𝑡, 𝑦𝑡−1, 𝒙1:𝑇 is related with

the label

MEMM disadvantages

26

The later observation in the sequence has absolutely no effect

on the posterior probability of the current state

model does not allow for any smoothing.

The model is incapable of going back and changing its prediction

about the earlier observations.

The label bias problem

there are cases that a given observation is not useful in

predicting the next state of the model.

if a state has a unique out-going transition, the given observation is

useless

Label bias problem in MEMM

27

Label bias problem: states with fewer arcs are preferred

Preference of states with lower entropy of transitions over others in decoding

MEMMs should probably be avoided in cases where many transitions are close to deterministic

Extreme case: When there is only one outgoing arc, it does not matter what the observation is

The source of this problem: Probabilities of outgoing arcs normalized separately for each state

sum of transition probability for any state has to sum to 1

Solution: Do not normalize probabilities locally

From MEMM to CRF

28

From local probabilities to local potentials

𝑃 𝒀 𝑿 =1

𝑍(𝑿) 𝜙 𝑦𝑡−1, 𝑦𝑡 , 𝑿

𝑇

𝑡=1

=1

𝑍(𝑿, 𝒘) exp 𝒘𝑇𝑓 𝑦𝑡, 𝑦𝑡−1, 𝒙

𝑇

𝑡=1

CRF is a discriminative model (like MEMM) can dependence between each state and the entire observation sequence

uses global normalizer 𝑍(𝑿, 𝒘) that overcomes the label bias problem of MEMM

MEMM use an exponential model for each state while CRF have a single

exponential model for the joint probability of the entire label sequence

𝑌1 𝑌2 𝑌𝑇

𝑿1:𝑇

… 𝑌𝑇−1

𝑿 ≡ 𝒙1:𝑇

𝒀 ≡ 𝑦1:𝑇

CRF: conditional distribution

29

𝑃 𝒚 𝒙 =1

𝑍(𝒙, 𝝀)exp 𝝀𝑇𝒇 𝑦𝑖 , 𝑦𝑖−1, 𝒙

𝑇

𝑖=1

=1

𝑍(𝒙, 𝝀)exp 𝜆𝑘𝑓𝑘 𝑦𝑖 , 𝑦𝑖−1, 𝒙

𝑘

𝑇

𝑖=1

𝑍 𝒙, 𝝀 = exp 𝝀𝑇𝒇 𝑦𝑖 , 𝑦𝑖−1, 𝒙

𝑇

𝑖=1𝒚

CRF: MAP inference

30

Given CRF parameters 𝝀, find the 𝒚∗ that maximizes 𝑃 𝒚 𝒙 :

𝒚∗ = argmax𝒚

exp 𝝀𝑇𝒇 𝑦𝑖 , 𝑦𝑖−1, 𝒙

𝑇

𝑖=1

𝑍(𝒙) is not a function of 𝒚 and so has been ignored

Max-product algorithm can be used for this MAP inference

problem

Same as Viterbi decoding used in HMMs

CRF: inference

31

Exact inference for 1-D chain CRFs

𝜙 𝑦𝑖 , 𝑦𝑖−1 = exp 𝝀𝑇𝒇 𝑦𝑖 , 𝑦𝑖−1, 𝒙

𝑌1 𝑌2 𝑌𝑇

𝑿1:𝑇

… 𝑌𝑇−1

𝑌1, 𝑌2

𝑌2, 𝑌3

… 𝑌𝑇−1, 𝑌𝑇 𝑌2 𝑌𝑇−1

CRF: learning

32

𝝀∗ = argmax𝝀

𝑃 𝒚(𝑛) 𝒙(𝑛), 𝝀𝑁

𝑛=1

𝑃 𝒚(𝑛) 𝒙(𝑛), 𝝀𝑁

𝑛=1=

1

𝑍(𝒙(𝑛), 𝝀)exp 𝝀𝑇𝒇 𝑦𝑖

(𝑛), 𝑦𝑖−1

(𝑛), 𝒙(𝑛)

𝑇

𝑖=1

𝑁

𝑛=1

= exp 𝝀𝑇𝒇 𝑦𝑖(𝑛)

, 𝑦𝑖−1(𝑛)

, 𝒙(𝑛) − ln 𝑍(𝒙(𝑛), 𝝀)

𝑇

𝑖=1

𝑁

𝑛=1

𝐿 𝝀 = ln 𝑃 𝒚(𝑛) 𝒙(𝑛), 𝝀𝑁

𝑛=1

𝛻𝝀𝐿 𝝀 = 𝒇 𝑦𝑖(𝑛)

, 𝑦𝑖−1(𝑛)

, 𝒙(𝑛) − 𝛻𝝀 ln 𝑍(𝒙(𝑛), 𝝀)

𝑇

𝑖=1

𝑁

𝑛=1

𝛻𝝀 ln 𝑍(𝒙(𝑛), 𝝀) = 𝑃(𝒚|𝒙 𝑛 , 𝝀) 𝒇 𝑦𝑖 , 𝑦𝑖−1, 𝒙 𝑛

𝑇

𝑖=1𝒚

Maximum Conditional Likelihood

𝜽 = argmax𝜽

𝑃(𝒟𝑌|𝒟𝑋, 𝜽)

Gradient of the log-partition function in an exponential family is

the expectation of the sufficient statistics.

CRF: learning

33

𝛻𝝀 ln 𝑍(𝒙(𝑛), 𝝀) = 𝑃(𝒚|𝒙 𝑛 , 𝝀) 𝒇 𝑦𝑖 , 𝑦𝑖−1, 𝒙 𝑛

𝑇

𝑖=1𝒚

= 𝑃(𝒚|𝒙 𝑛 , 𝝀)𝒇 𝑦𝑖 , 𝑦𝑖−1, 𝒙 𝑛

𝒚

𝑇

𝑖=1

= 𝑃(𝑦𝑖 , 𝑦𝑖−1|𝒙 𝑛 , 𝝀)𝒇 𝑦𝑖 , 𝑦𝑖−1, 𝒙

𝑦𝑖,𝑦𝑖−1

𝑇

𝑖=1

How do we find the above expectations?

𝑃(𝑦𝑖 , 𝑦𝑖−1|𝒙 𝑛 , 𝝀) must be computed for all 𝑖 = 2, … , 𝑇

CRF: learning

Inference to find 𝑃(𝑦𝑖 , 𝑦𝑖−1|𝒙 𝑛 , 𝝀)

34

Junction tree algorithm

Initialization of clique potentials:

𝜓 𝑦𝑖 , 𝑦𝑖−1 = exp 𝝀𝑇𝒇 𝑦𝑖 , 𝑦𝑖−1, 𝒙 𝑛

𝜙 𝑦𝑖 = 1

After calibration:𝜓∗ 𝑦𝑖 , 𝑦𝑖−1

𝑃 𝑦𝑖 , 𝑦𝑖−1|𝒙(𝑛), 𝝀 =𝜓∗ 𝑦𝑖 , 𝑦𝑖−1

𝜓∗ 𝑦𝑖 , 𝑦𝑖−1𝑦𝑖,𝑦𝑖−1

𝑌1, 𝑌2

𝑌2, 𝑌3

… 𝑌𝑇−1, 𝑌𝑇 𝑌2 𝑌𝑇−1

CRF learning: gradient descent

35

𝝀𝑡 = 𝝀𝑡 + 𝜂𝛻𝝀𝐿 𝝀𝑡

In each gradient step, for each data sample, we use inference

to find 𝑃(𝑦𝑖 , 𝑦𝑖−1|𝒙 𝑛 , 𝝀) required for computing feature expectation:

𝛻𝝀 ln 𝑍(𝒙(𝑛), 𝝀) = 𝐸𝑃(𝒚|𝒙 𝑛 ,𝝀𝑡) 𝒇 𝑦𝑖 , 𝑦𝑖−1, 𝒙 𝑛

= 𝑃(𝑦𝑖 , 𝑦𝑖−1|𝒙 𝑛 , 𝝀)𝒇 𝑦𝑖 , 𝑦𝑖−1, 𝒙 𝑛

𝑦𝑖,𝑦𝑖−1

𝛻𝝀𝐿 𝝀 = 𝒇 𝑦𝑖(𝑛)

, 𝑦𝑖−1(𝑛)

, 𝒙(𝑛) − 𝛻𝝀 ln 𝑍(𝒙(𝑛), 𝝀)

𝑇

𝑖=1

𝑁

𝑛=1

Summary

36

Discriminative vs. generative

In cases where we have many correlated features, discriminative models (MEMM and CRF) are often better

avoid the challenge of explicitly modeling the distribution over features.

but, if only limited training data are available, the stronger bias of the generative model may dominate and these models may be preferred.

Learning

HMMs and MEMMs are much more easily learned.

CRF requires an iterative gradient-based approach, which is considerably more expensive

inference must be run separately for every training sequence

MEMM vs. CRF (Label bias problem of MEMM)

In many cases, CRFs are likely to be a safer choice (particularly in cases where many transitions are close to deterministic), but the computational cost may be prohibitive for large data sets.