概率图模型(PGM)学习笔记(一)动机与概述

本文介绍了概率图模型(PGM)的基础知识,包括贝叶斯网络和马尔可夫网络,强调了PGM在处理不确定性问题和大规模数据中的优势。通过医疗诊断和图像分割的例子,阐述了PGM的应用,并指出其在不确定性推断和学习方面的核心功能。
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本文根据Daphne Koller的课程整理。


PDM(ProbabilisticGraphiccal Models)

称为概率图模型。下面分别说明3个词对应的意义。

 

概率

-给出了不确定性的明确量度。

-给出了根据不确定性进行推断的有力工具。

-利用数据结构,建立了进行学习的方法,解决十分大规模的问题。

 

这里主要用到2种概率图,用于表示依赖关系。如图1所示。


图1


1.Bayesiannetworks

贝叶斯网络是一个有向无环图(Directed Acyclic Graph,DAG)。

由代表变量节点及连接这些节点有向边构成。节点代表随机变量,节点间的有向边代表了节点间的互相关系(由父节点指向其子节点),用条件概率进行表达关系强度,没有父节点的用先验概率进行信息表达。

Statistical learning refers to a set of tools for modeling and understanding complex datasets. It is a recently developed area in statistics and blends with parallel developments in computer science and, in particular, machine learning. The field encompasses many methods such as the lasso and sparse regression, classification and regression trees, and boosting and support vector machines. With the explosion of “Big Data” problems, statistical learning has be- come a very hot field in many scientific areas as well as marketing, finance, and other business disciplines. People with statistical learning skills are in high demand. One of the first books in this area—The Elements of Statistical Learning (ESL) (Hastie, Tibshirani, and Friedman)—was published in 2001, with a second edition in 2009. ESL has become a popular text not only in statis- tics but also in related fields. One of the reasons for ESL’s popularity is its relatively accessible style. But ESL is intended for individuals with ad- vanced training in the mathematical sciences. An Introduction to Statistical Learning (ISL) arose from the perceived need for a broader and less tech- nical treatment of these topics. In this new book, we cover many of the same topics as ESL, but we concentrate more on the applications of the methods and less on the mathematical details. We have created labs illus- trating how to implement each of the statistical learning methods using the popular statistical software package R . These labs provide the reader with valuable hands-on experience.
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