# 15 dene tij q1t t qt1 i qt j in the following

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Unformatted text preview: dient descent (cont. II) Say we’re interested in ∂/∂aij . Lets expand the numerator above: numerator = ∂ ∂aij p(x1:T , q1:T |λ) = q1:T ∂ ∂aij p(xt |qt )p(qt |qt−1 ) q1:T t (4.15) ∆ Deﬁne Tij (q1:T ) = {t : qt−1 = i, qt = j } in the following: numerator = ∂ ∂aij p(xt |qt ) q1:T t aij t∈Tij (q1:T ) p(qt |qt−1 ) t∈Tij (q1:T ) (4.16) Prof. Jeﬀ Bilmes EE596A/Winter 2013/DGMs – Lecture 4 - Jan 23rd, 2013 page 4-23 (of 239) HMMs HMMs as GMs Other HMM queries What HMMs can do MPE Summ HMM - learning with gradient descent We get p(xt |qt ) num = q1:T t |T (q1:T )|−1 q1:T t q1:T 1 = aij t p(x1:T , q1:T ) t 1 aij |Tij (q1:T )| = aij q p(x1:T , q1:T ) 1:T q1:T 1 aij p(qt |qt−1 ) t∈Tij (q1:T ) p(xt |qt )p(qt |qt−1 ) = = p(qt |qt−1 ) t∈Tij (q1:T ) p(xt |qt )|Tij (q1:T )|aij ij = = ∂ |Tij (q1:T )| a ∂aij ij |Tij (q1:T )| aij 1{qt−1 = i, qt = j } t t Prof. Jeﬀ Bilmes p(x1:T , q1:T )1{qt−1 = i, qt = j } q1:T p(x1:T , qt−1 = i, qt = j ) EE596A/Winter 2013/DGMs – Lecture 4 - Jan 23rd, 2013 page 4-24 (of 239) HMMs HMMs as GMs Other HMM queries What HMMs can do MPE Summ HMM - learning with gradient descent ∂ f (λ) = ∂aij ∂ ∂aij q1:T p(x1:T , q1:T |λ) p(x1:T |λ) = 1 aij t pλ (x1:T , qt−1 = i, qt = j ) pλ (x1:T |λ) (4.17) 1 = aij pλ (qt−1 = i, qt = j |x1:T ) (4.18) t This means that, like in EM, for gradient descent learning, we also need for all t the queries p(Qt = j, Qt−1 = i|x1:T ) from the HMM. A similar analysis shows that we also need ∀t p(Qt = i|x1:T ). These are also needed when performing discriminative training. So clique posteriors are fundamental, we must have a procedure that produces them quickly. Prof. Jeﬀ Bilmes EE596A/Winter 2013/DGMs – Lecture 4 - Jan 23rd, 2013 page 4-25 (of 239) HMMs HMMs as GMs Other HMM queries What HMMs can do MPE Summ Main point: inference is important Main point of last few slides: probabilistic “inference” (computing probabilities of certain sets of random variables) is needed by many operations, including: Decision Making (e.g., random variables that have the highest probability) Prof. Jeﬀ Bilmes EE596A/Winter 2013/DGMs – Lecture 4 - Jan 23rd, 2013 page 4-26 (of 239) HMMs HMMs as GMs Other HMM queries What HMMs can do MPE Summ Main point: inference is important Main point of last few slides: probabilistic “inference” (computing probabilities of certain sets of random variables) is needed by many operations, including: Decision Making (e.g., random variables that have the highest probability) Analysis and debugging Prof. Jeﬀ Bilmes EE596A/Winter 2013/DGMs – Lecture 4 - Jan 23rd, 2013 page 4-26 (of 239) HMMs HMMs as GMs Other HMM queries What HMMs can do MPE Summ Main point: inference is important Main point of last few slides: probabilistic “inference” (computing probabilities of certain sets of random variables) is needed by many operations, including: Decision Making (e.g., random variables that have the highest probability) Analysis and debugging Learning the parameters of the model in response to training data. Prof. Jeﬀ Bilmes EE596A/Winter 2...
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## This document was uploaded on 04/05/2014.

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