### Part II - Department of Computer Science and Engineering

```AAAI 2014 Tutorial
Latent Tree Models
Part II: Definition and Properties
Nevin L. Zhang
Dept. of Computer Science & Engineering
The Hong Kong Univ. of Sci. & Tech.
http://www.cse.ust.hk/~lzhang
Part II: Concept and Properties


Latent Tree Models

Definition

Relationship with finite mixture models

Relationship with phylogenetic trees
Basic Properties
AAAI 2014 Tutorial Nevin L. Zhang HKUST
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Basic Latent Tree Models (LTM)

Bayesian network

All variables are discrete

Structure is a rooted tree

Leaf nodes are observed (manifest
variables)

Internal nodes are not observed
(latent variables)

Parameters:


Also known as Hierarchical
latent class (HLC) models, HLC
models (Zhang. JMLR 2004)
P(Y1), P(Y2|Y1),P(X1|Y2), P(X2|Y2), …
Semantics:
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Joint Distribution over Observed Variables


Marginalizing out the latent variables in
get a joint distribution over the observed variables
, we
.
In comparison with Bayesian network without latent variables, LTM:

Is computationally very simple to work with.

Represent complex relationships among manifest variables.

What does the structure look like without the latent variables?
AAAI 2014 Tutorial Nevin L. Zhang HKUST
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Pouch Latent Tree Models (PLTM)

An extension of basic LTM
(Poon et al. ICML 2010)

Rooted tree

Internal nodes represent discrete latent variables

Each leaf node consists of one or more continuous observed variable,
called a pouch.
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More General Latent Variable Tree Models

Some internal nodes can be observed

Internal nodes can be continuous

Forest

Primary focus of this tutorial: the basic LTM
(Choi et al. JMLR 2011)
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Part II: Concept and Properties


Latent Tree Models

Definition

Relationship with finite mixture models

Relationship with phylogenetic trees
Basic Properties
AAAI 2014 Tutorial Nevin L. Zhang HKUST
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Finite Mixture Models (FMM)

Gaussian Mixture Models (GMM): Continuous attributes

Graphical model
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Finite Mixture Models (FMM)

GMM with independence assumption


Block diagonal co-variable matrix
Graphical Model
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Finite Mixture Models

Latent class models (LCM): Discrete attributes
Graphical Model
Distribution for cluster k:
Product multinomial distribution:

All FMMs

One latent variable

Yielding one partition of data
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From FMMs to LTMs


Each based on a distinct subset of attributes

Each partitions data from a certain
perspective.

Different partitions are independent of each
other

Link them up to form a tree model

Get Pouch LTM

Consider different perspectives in a single
model

Multiple partitions of data that are correlated.
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From FMMs to LTMs


Each based on a distinct subset of attributes

Each partitions data from a certain perspective.

Different partitions are independent of each other

Link them up to form a tree model

Get LTM

Consider different perspectives in a single model

Multiple partitions of data that are correlated.
Summary: An LTM can be viewed as a collections of FMMs, with their
latent variables linked up to form a tree structure.
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Part II: Concept and Properties


Latent Tree Models

Definition

Relationship with finite mixture models

Relationship with phylogenetic trees
Basic Properties
AAAI 2014 Tutorial Nevin L. Zhang HKUST
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Phylogenetic trees

TAXA (sequences) identify species

Edge lengths represent evolution time

Usually, bifurcating tree topology

Durbin, et al. (1998). Biological Sequence Analysis: Probabilistic Models of Proteins and
Nucleic Acids. Cambridge University Press.
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Probabilistic Models of Evolution

Two assumptions

There are only substitutions, no
insertions/deletions (aligned)



Each site evolves independently and
identically
P(x|y, t) = Pi=1 to m P(x(i) | y(i), t)


One-to-one correspondence between sites in
different sequences
m is sequence length
P(x(i)|y(i), t)

Jukes-Cantor (Character Evolution) Model [1969]

Rate of substitution a
AAAI 2014 Tutorial Nevin L. Zhang HKUST
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Phylogenetic Trees are Special LTMs

When focus on one site, phylogenetic trees are special latent tree
models

The structure is a binary tree

The variables share the same state space.

Each conditional distribution is characterized by only one parameters, i.e., the
length of the corresponding edge
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Hidden Markov Models

Hidden Markov models are also special latent tree models

All latent variables share the same state space.

All observed variables share the same state space.

P(yt |st ) and P(st+1 | st )
are the same for different t ’s.
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Part II: Concept and Basic Properties


Latent Tree Models

Definition

Relationship with finite mixture models

Relationship with phylogenetic trees
Basic Properties
AAAI 2014 Tutorial Nevin L. Zhang HKUST
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Two Concepts of Models


So far, a model consists of

Observed and latent variables

Connections among the variables

Probability values
For the rest of Part II, a model consists of

Observed and latent variables

Connections among the variables

Probability parameters
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Model Inclusion
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Model Equivalence

If m includes m’ and vice versa, then they are marginally
equivalent.

If they also have the same number of free parameters, then
they are equivalent.

It is not possible to distinguish between equivalent models
based on data.
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Root Walking
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Root Walking Example
Root walks to X2;
Root walks to X3
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Root Walking

Theorem: Root walking leads to equivalent latent tree models.
(Zhang, JMLR 2004)
Special case of covered arc reversal in general Bayesian network,
Chickering, D. M. (1995). A transformational characterization of equivalent
Bayesian network structures. UAI.
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Implication

Edge orientations in latent tree models are not identifiable.


A latent tree model (LTM) is

a Markov random field over an undirected tree, or tree-structured Markov
network

where variables at leaf nodes are observed and variables at internal nodes
are hidden.
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Implication

For technical convenience, we often root an LTM at one of its latent
nodes and regard it as a directed graphical model.

Rooting the model at different latent nodes lead to equivalent
directed models.

This is why we introduced LTM as directed models.
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Regularity

|X|: Cardinality of variable X, i.e., the number of states.
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Regularity


Can focus on regular models only

Irregular models can be made regular

Regularized models better than irregular models
(Zhang, JMLR 2004)
Theorem: The set of all regular models for a given set of observed
variables is finite.
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```