A Brief Introduction to Generative Models

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Theoretical Neuroscience and Computer Vision A Brief Introduction to Generative Models FIAS, Goethe-Universität Frankfurt, Germany FIAS Summer School Frankfurt, August 2008

Contents Introduction Please note that this talk was supported by derivations of formulas on the blackboard (e.g., EM-related) and by numerical demonstrations of different algorithms. Introductory Examples Optimal Coding Hypothesis Generative vs. Discriminative Models Classical Examples: - Mixture of Gaussians - Probabilistic PCA - Sparse Coding / ICA Simple-Cell Receptive Fields Discussion

Introduction What are generative models? What is modelled? Data. What is generated? Data. A generative model is a model of data nothing more. So we could actually stop at this point, or couldn t we?

Introduction What are generative models used for? Inference given an input a generative model allows to extract `higher-level knowledge Example 1 c=0,1,2,...,9 c=2 y Recognition System

Introduction What are generative models used for? Inference given an input a generative model allows to extract `higher-level knowledge Example 1 c=0,1,2,...,9 c=0 or c=6? Answer should be probabilistic: y Recognition System c=0 c=1 c=2... c=6 c=7... p=0.61... p=0.0...01 p=0.0...01 p=0.38... p=0.0...01

Introduction What are generative models used for? Inference given an input a generative model allows to extract `higher-level knowledge Example 1 c=0,1,2,...,9 c=0 or c=6? Answer should be probabilistic. y Posterior probability: Recognition System p(c y)

Introduction What are generative models used for? Inference given an input a generative model allows to extract `higher-level knowledge Example 1 c=0,1,2,...,9 c=0 or c=6? y p(c y) = Generative model + Bayes rule p(y c) p(c) Σ p(y c ) p(c ) c posterior probability p(c y)

Introduction What are generative models used for? Inference given an input a generative model allows to extract `higher-level knowledge Example 2 c=car, aeroplane, tree,... c y Image taken from Bishop, ECCV 04 Posterior probability: Recognition System p(c y)

Introduction What are generative models used for? Inference given an input a generative model allows to extract `higher-level knowledge c = hills with street and sun, sandcastle with hedgehog, snake with..., synapse and transmitters... Example 2 c y Posterior probability: Recognition System p(c y)

Introduction Generative models try to infer knowledge from input using an explicit representation of the input. c y Posterior probability: Recognition System p(c y)

Introduction Generative models try to infer knowledge from input using an explicit representation of the input. c y Posterior probability: Recognition System p(c y)

Introduction Generative models try to infer knowledge from input using an explicit representation of the input. Image from "Computational Cognitive Neuroscience", RC O Reilly and Y Munakata, MIT Press, 2000.

Introduction What are generative models used for? Data analysis Example 3 e.g., c=0,1,2,3 c Answer should be probabilistic. y Posterior probability: Recognition System p(c y)

Introduction - Learning But how does our black-box generative model acquire the knowledge for internal representations? It can learn it. Internal Representation c y Generative models can learn from examples. usually unsupervised

Introduction What are generative models used for? Inference given an input a generative model allows to extract `higher-level knowledge Learning given a set of data points, a generative model can learn a data representation c=0,1,2,...,9 c y Recognition System

Optimal Coding There is an appealing theoretical result for generative models: If the right model is used, knowledge extraction is optimal. c=0,1,2,...,9 c=0 or c=6? Probabilistic answer: y Recognition System c=0 c=1 c=2... c=6 c=7... p=0.61... p=0.0...01 p=0.0...01 p=0.38... p=0.0...01

Generative vs. Discriminative recurrency Models Internal Representation generative - internal representation (for inference and learning) - recurrent processing - probabilistic - slow c y p(c y) Recognition. c y discriminative Usual Features: - no or limited internal representation - feed-forward - often deterministic - fast Classification. feed-forward processing

Generative vs. Discriminative Models There is currently a debate. The brain seems to provide evidence for both. c `Ultra Rapid feed-forward sweep (e.g. S. Thorpe). => Early classification. y `Rapid but slower recurrent processing. => Elaborate Recognition. c y

Classical Examples of Generative Models

A) Mixture of Gaussians This and following slides are taken from:

A) Mixture of Gaussians

A) Mixture of Gaussians

A) Mixture of Gaussians

A) Mixture of Gaussians

A) Mixture of Gaussians

A) Mixture of Gaussians -> also see matlab program for 1-dim, and blackboard

B) Principle Component Analysis -> matlab program, and blackboard

C) Sparse Coding / Independent Component Analysis

C) Sparse Coding / Independent Component Analysis dotted = Gaussian solid = Cauchy -> matlab program sampling from prior linear projection + noise

C) Sparse Coding / Independent Component Analysis

Discussion - Generative models provide a common principled framework - k-means is a special form of a Mixture of Gaussians model - ICA is a special form of Sparse Coding - Generative models enable optimal coding But: learning often takes too long => approximations - Generative models allow for the incorporation of ones beliefs - The brain (or part of it) might be interpretable as a generative model - Simple-cell receptive fields might be evidence for optimal coding But: Sparse Coding / ICA might be too simple

How people see the relation between generative models and neuroscience: - generative models are elaborate functional models, they are the best way to approach many problems, but leave me alone with neuroscience - generative models are a very good way to described the function of the brain or the function of a brain area, neuroscience is to study how they are implemented - generative models are a great tool that allows to study how information can be processed, good inspiration for neuroscience - generative models are a statistical / computer science tool, neuroscience is something different, the brain is best understood using other approaches

Further Reading Pattern Recognition and Machine Learning C. M. Bishop, ISBN: 978-0-387-31073-2, Springer, 2006. Theoretical Neuroscience Computational and Mathematical Modeling of Neural Systems P. Dayan and L. F. Abbott, ISBN: 0-262-04199-5, MIT Press, 2001. Information Theory, Inference, and Learning Algorithms D. MacKay, ISBN-10: 0521642981, Cambridge University Press, 2003. Computational Cognitive Neuroscience RC O Reilly and Y Munakata, ISBN-10: 0262650541, MIT Press, 2000.... and many more

Thanks.