# Generative Models

Yao Yao on April 4, 2018

public interface MixtureModel {
public Assumption asm = "If we knew how the instances from each class are distributed, we may decompose the mixture (of instances) into individual classes.";
}

public abstract class GenerativeModel {
private ConditionalProbability cp;
private PriorProbability pp;
private ClassConditionalProbabability cpp;

public ConditionalProbability calculateConditionalProbability() {
this.cp = Bayes.calculateConditionalProbabilityFrom(this.pp, this.cpp)
}

public generateXY() {
return this.cp.generate()
}
}

public class GaussianMixtureModel extends GenerativeModel implements MixtureModel {
private ParameterSet theta;

public GaussianMixtureModel(x, y) {
this.theta = Algortithm.MLE(x, y);

this.pp = new PriorProbability(new MultivariateGaussianDistribution(theta, x, y));
this.cpp = new ClassConditionalProbabability(new DiscreteDistribution(theta, y));
}
}

public class MultinomialMixtureModel extends GenerativeModel implements MixtureModel {
private ParameterSet theta;

public MultinomialMixtureModel(x, y) {
this.theta = Algortithm.MLE(x, y);

this.pp = new PriorProbability(new MultinomialDistribution(theta, x, y));
this.cpp = new ClassConditionalProbabability(new DiscreteDistribution(theta, y));
}
}

public class HiddenMarkovModel extends GenerativeModel implements MixtureModel {
// TODO
}


1. 算出所有的 $p(y=\psi_1 \mid \mathbf{x}), \dots, p(y=\psi_n \mid \mathbf{x})$，预测 label 为 $\hat y = \underset{\psi}{\operatorname{argmax}} p(y=\psi \mid \mathbf{x})$
2. 不算具体的 $p(y=\psi_1 \mid \mathbf{x}), \dots, p(y=\psi_n \mid \mathbf{x})$ 的值，只求它们之间的大小关系，预测 label 为 $\hat y = \psi_k \iff \forall j \neq k, p(y=\psi_j \mid \mathbf{x}) < (y=\psi_k \mid \mathbf{x})$

• $p(y \mid \mathbf{x})$: conditional probability (distribution)
• $p(\mathbf{x} \mid y)$: class conditional probability (distribution)
• $p(y)$: prior probability (distribution)

Furthermore, one can hypothetically “generate” i.i.d. instance-label pairs $(\mathbf{x}, y)$ from these probability distributions by repeating the following two steps, hence the name generative model:

1. Sample $y \sim p(y)$. In the alien example, one can think of $p(y)$ as the probability of heads of a biased coin. Flipping the coin then selects a gender.
2. Sample $x ∼ p(\mathbf{x} \mid y)$. In the alien example, this samples a two-dimensional feature vector to describe an alien of the gender chosen in step 1.
• 经过这两步 sample 我们最终可以得到 $p(\mathbf{x}, y) = p(\mathbf{x} \mid y) p(y)$，是为 joint distribution of instances and labels

Alien example: For a specific alien, $\mathbf{x}$ is the (weight, height) feature vector, and $p(y \mid \mathbf{x})$ is a probability distribution over two outcomes: male or female. That is, $p(y = male \mid \mathbf{x}) + p(y = female \mid \mathbf{x}) = 1$. There are infinitely many $p(y \mid \mathbf{x})$ distributions, one for each feature vector $\mathbf{x}$.

• 对 continuous feature vectors $\mathbf{x}$，最常见的 $p(\mathbf{x} \mid y)$ 是 Multivariate Gaussian Distribution。此时我们称这个 overall generative model 为 Gaussian Mixture Model (GMM)
• 对 count vectors $\mathbf{x}$ (e.g. in text categorization, $\mathbf{x}$ is the vector of word counts in a document)，常用的 $p(\mathbf{x} \mid y)$ 是 Multinomial Distribution。此时我们称这个 overall generative model 为 Multinomial Mixture Model
• Hidden Markov Model (HMM) 也是 generative model 的一种具体实现

Given training data $\mathcal{D}$, the MLE is

That is, the MLE is the parameter under which the data likelihood $p(\mathcal{D} \mid \theta)$ is the largest. We often work with log likelihood $\log p(\mathcal{D} \mid \theta)$ instead of the straight likelihood $p(\mathcal{D} \mid \theta)$. They yield the same maxima since $\log()$ is monotonic, and log likelihood will be easier to handle.

In supervised learning when $\mathcal{D} = \lbrace (\mathbf{x}_{i}, y_{i}) \rbrace_{i=1}^l$, we can rewrite the log likelihood as

where we used the fact that the probability of a set of i.i.d. events is the product of individual probabilities.

1. 根据 $Y_{train}$ 估计 $p(y)$ distribution
2. 选择（i.e. 假定） $p(\mathbf{x} \mid y)$ 的 disribution 类型
3. 根据 $X_{train}$ 和 $Y_{train}$， 用 MLE 估计 $p(\mathbf{x} \mid y)$ 的 disribution 参数
4. 得到 $p(y \mid \mathbf{x})$ distribution
5. 对 test data point $\lbrace \mathbf{x}_{test}, y_{test} \rbrace$，predict label 为 $\hat y = \underset{\psi}{\operatorname{argmax}} p(y=\psi \mid \mathbf{\mathbf{x}_{test}})$
6. 根据 $y_{test}$、$\hat y$ 和 $p(y=\hat y \mid \mathbf{\mathbf{x}_{test}})$ 计算 metrics