september 2007 iw-smi2007, kyoto 1 a quantum-statistical-mechanical extension of gaussian mixture...

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September 2007 September 2007 IW-SMI2007, Kyoto IW-SMI2007, Kyoto 1 A Quantum-Statistical- A Quantum-Statistical- Mechanical Mechanical Extension of Gaussian Mixture Extension of Gaussian Mixture Model Model Kazuyuki Tanaka Kazuyuki Tanaka Graduate School of Information Sciences, Graduate School of Information Sciences, Tohoku University, Sendai, Japan Tohoku University, Sendai, Japan http://www.smapip.is.tohoku.ac.jp/~kazu/ http://www.smapip.is.tohoku.ac.jp/~kazu/ In collaboration with In collaboration with Koji Tsuda Koji Tsuda Max Planck Institute for Biological Cybernetics, Max Planck Institute for Biological Cybernetics, Germany Germany

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Page 1: September 2007 IW-SMI2007, Kyoto 1 A Quantum-Statistical-Mechanical Extension of Gaussian Mixture Model Kazuyuki Tanaka Graduate School of Information

September 2007September 2007 IW-SMI2007, KyotoIW-SMI2007, Kyoto 11

A Quantum-Statistical-Mechanical A Quantum-Statistical-Mechanical Extension of Gaussian Mixture ModelExtension of Gaussian Mixture Model

Kazuyuki TanakaKazuyuki TanakaGraduate School of Information Sciences,Graduate School of Information Sciences,

Tohoku University, Sendai, JapanTohoku University, Sendai, Japanhttp://www.smapip.is.tohoku.ac.jp/~kazu/http://www.smapip.is.tohoku.ac.jp/~kazu/

In collaboration withIn collaboration withKoji TsudaKoji TsudaMax Planck Institute for Biological Cybernetics,Max Planck Institute for Biological Cybernetics,    GermanyGermany

Page 2: September 2007 IW-SMI2007, Kyoto 1 A Quantum-Statistical-Mechanical Extension of Gaussian Mixture Model Kazuyuki Tanaka Graduate School of Information

September 2007September 2007 IW-SMI2007, KyotoIW-SMI2007, Kyoto 22

ContentsContents

1.1. IntroductionIntroduction

2.2. Conventional Gaussian Mixture ModelConventional Gaussian Mixture Model

3.3. Quantum Mechanical Extension of Quantum Mechanical Extension of Gaussian Mixture ModelGaussian Mixture Model

4.4. Quantum Belief PropagationQuantum Belief Propagation

5.5. Concluding RemarksConcluding Remarks

Page 3: September 2007 IW-SMI2007, Kyoto 1 A Quantum-Statistical-Mechanical Extension of Gaussian Mixture Model Kazuyuki Tanaka Graduate School of Information

September 2007September 2007 IW-SMI2007, KyotoIW-SMI2007, Kyoto 33

Information Processing Information Processing by using Quantum Statistical-Mechanicsby using Quantum Statistical-Mechanics

Quantum Annealing in OptimizationsQuantum Annealing in Optimizations

Quantum Error Correcting CodesQuantum Error Correcting Codes

etc...etc...

Massive Information Processing Massive Information Processing by means of Density Matrixby means of Density Matrix

Page 4: September 2007 IW-SMI2007, Kyoto 1 A Quantum-Statistical-Mechanical Extension of Gaussian Mixture Model Kazuyuki Tanaka Graduate School of Information

September 2007September 2007 IW-SMI2007, KyotoIW-SMI2007, Kyoto 44

MotivationsMotivations

How can we construct the quantum Gaussian mixture model?How can we construct a data-classification algorithm by using the quantum Gaussian mixture model?

Page 5: September 2007 IW-SMI2007, Kyoto 1 A Quantum-Statistical-Mechanical Extension of Gaussian Mixture Model Kazuyuki Tanaka Graduate School of Information

September 2007September 2007 IW-SMI2007, KyotoIW-SMI2007, Kyoto 55

ContentsContents

1.1. IntroductionIntroduction

2.2. Conventional Gaussian Mixture ModelConventional Gaussian Mixture Model

3.3. Quantum Mechanical Extension of Quantum Mechanical Extension of Gaussian Mixture ModelGaussian Mixture Model

4.4. Quantum Belief PropagationQuantum Belief Propagation

5.5. Concluding RemarksConcluding Remarks

Page 6: September 2007 IW-SMI2007, Kyoto 1 A Quantum-Statistical-Mechanical Extension of Gaussian Mixture Model Kazuyuki Tanaka Graduate School of Information

September 2007 IW-SMI2007, Kyoto 6

Prior of Gauss Mixture Model

1)1( iXP

2)2( iXP

3)3( iXP

N

iii xXPxXP

1

)()(

1 32

1

23

Histogram

Label xi is generated randomly and independently of each node.

3 labels

xi =1 xi =2 xi =3

One of three labels 1,2 and 3 is assigned to each node.

Page 7: September 2007 IW-SMI2007, Kyoto 1 A Quantum-Statistical-Mechanical Extension of Gaussian Mixture Model Kazuyuki Tanaka Graduate School of Information

September 2007 IW-SMI2007, Kyoto 7

Date Generating Process

Data yi are generated randomly and independently of each node.

22

)(2

1exp

2

1

)|(

kikk

iii

y

kXyYP

10,60 11

30,150 11

20,200 33

xi =1

xi =2

xi =3

Page 8: September 2007 IW-SMI2007, Kyoto 1 A Quantum-Statistical-Mechanical Extension of Gaussian Mixture Model Kazuyuki Tanaka Graduate School of Information

September 2007 IW-SMI2007, Kyoto 8

Gauss Mixture Models

ixii xXP )(

N

i kikk

N

i kiiii

yg

kXPkXyYPyYP

1

3

1

1

3

1

)(

)()|(),,|(

2

2)(

2

1exp

2

1)()|( ki

kkikiii yygkXyYP

Prior Probability

Data Generating Process

),,|(maxarg)ˆ,ˆ,ˆ(),,(

yP

Marginal Likelihoodfor Hyperparameters, and

Page 9: September 2007 IW-SMI2007, Kyoto 1 A Quantum-Statistical-Mechanical Extension of Gaussian Mixture Model Kazuyuki Tanaka Graduate School of Information

September 2007 IW-SMI2007, Kyoto 9

Conventional Gauss Mixture Models

1

0

1

0

)(

)(

N

iik

N

iiki

k

y

yy

k kk

kki μkg

μkgy

),,|(

),,|()(

ρ

1

0

1

0

2k

2

)(

)()-(

N

iik

N

iiki

k

y

yy

N

iikk y

N 1

)(1

, ,

(yi)

Data :2

1

Ny

y

y

y

Parameters :2

1

Nx

x

x

x

),,|(maxarg)ˆ,ˆ,ˆ(),,(

yP

Labels

Page 10: September 2007 IW-SMI2007, Kyoto 1 A Quantum-Statistical-Mechanical Extension of Gaussian Mixture Model Kazuyuki Tanaka Graduate School of Information

September 2007September 2007 IW-SMI2007, KyotoIW-SMI2007, Kyoto 1010

ContentsContents

1.1. IntroductionIntroduction

2.2. Conventional Gaussian Mixture ModelConventional Gaussian Mixture Model

3.3. Quantum Mechanical Extension of Quantum Mechanical Extension of Gaussian Mixture ModelGaussian Mixture Model

4.4. Quantum Belief PropagationQuantum Belief Propagation

5.5. Concluding RemarksConcluding Remarks

Page 11: September 2007 IW-SMI2007, Kyoto 1 A Quantum-Statistical-Mechanical Extension of Gaussian Mixture Model Kazuyuki Tanaka Graduate School of Information

September 2007 IW-SMI2007, Kyoto 11

Quantum Gauss Mixture Models

N

i kikk ygyYP

1

3

1

)(),,|(

)(ln00

0)(ln0

00)(ln

ln00

0ln0

00ln

expTr

)(ln00

0)(ln0

00)(ln

expTr

)(ln00

0)(ln0

00)(

Tr

)(

3

2

1

3

2

1

33

22

11

33

22

11

3

1

i

i

i

i

i

i

i

i

i

kikk

yg

yg

yg

yg

yg

yg

yg

yg

yg

yg

2

2)(

2

1exp

2

1)( ki

kkik yyg

Page 12: September 2007 IW-SMI2007, Kyoto 1 A Quantum-Statistical-Mechanical Extension of Gaussian Mixture Model Kazuyuki Tanaka Graduate School of Information

September 2007 IW-SMI2007, Kyoto 12

Quantum Gauss Mixture Models

3

2

1

ln00

0ln0

00ln

F

)(ln00

0)(ln0

00)(ln

)(

3

2

1

i

i

i

i

yg

yg

yg

yG

N

i

iyyP1 )exp(Tr

))(exp(Tr),,|(

F

GF

3

2

1

ln

ln

ln

F

N

i kikk ygyYP

1

3

1

)(),,|(

Quantum Representation

Page 13: September 2007 IW-SMI2007, Kyoto 1 A Quantum-Statistical-Mechanical Extension of Gaussian Mixture Model Kazuyuki Tanaka Graduate School of Information

September 2007 IW-SMI2007, Kyoto 13

Quantum Gauss Mixture Models

3

1

3

1

)(

33

22

11

)(ln

)(ln

)(ln

)(

k lkl

ikl

i

i

i

i

B

yg

yg

yg

y

X

H

N

i

iyyP1 )exp(Tr

))(exp(Tr),,|(

F

H

)(

)()(ln)(

lk

lkygB ikkikl

100

000

000

000

000

010

000

000

001

331211 XXX

Page 14: September 2007 IW-SMI2007, Kyoto 1 A Quantum-Statistical-Mechanical Extension of Gaussian Mixture Model Kazuyuki Tanaka Graduate School of Information

September 2007 IW-SMI2007, Kyoto 14

),,|(maxarg)ˆ,ˆ,ˆ(),,(

yP

)(

)(

)(

1

0)()()1(

)(

Tr

Tr

eTr

Tr)eTrln(

i

i

i

ii

i

yH

yHkl

y

yHkl

yHy

kl

e

eX

deXe

B

HH

and,forConditionExtremun

Linear Response Formulas

N

i

iyyP1 )exp(Tr

))(exp(Tr),,|(

F

H

Maxmum Likelihood Estimation in Quantum Gauss Mixture Model

Page 15: September 2007 IW-SMI2007, Kyoto 1 A Quantum-Statistical-Mechanical Extension of Gaussian Mixture Model Kazuyuki Tanaka Graduate School of Information

September 2007 IW-SMI2007, Kyoto 15

Quantum Gauss Mixture Models

N

iikk

N

iikki

k

y

yy

1

1

)(Tr

)(Tr

ρX

ρX

)(

)(

Tr)(

i

i

y

y

ie

ey

H

N

iikk

N

iikki

k

y

yy

1

1

2k

2

)(Tr

)(Tr)-(

ρX

ρX

N

iikkk y

N 1

)(1

lnTrexp ρX

, ,

(yi)

Data :2

1

Ny

y

y

y

Parameters :2

1

Nx

x

x

x

),,|(maxarg)ˆ,ˆ,ˆ(),,(

yP

Page 16: September 2007 IW-SMI2007, Kyoto 1 A Quantum-Statistical-Mechanical Extension of Gaussian Mixture Model Kazuyuki Tanaka Graduate School of Information

September 2007September 2007 IW-SMI2007, KyotoIW-SMI2007, Kyoto 1616

Image SegmentationImage Segmentation

Original Image

Histogram

ConventionalGauss Mixture

Model Quantum Gauss Mixture Model

= 0.2 = 0.4

0 2550 255 0 255

)exp(Tr

))(exp(Tr

),,|(

F

GF

i

i

y

yP

Page 17: September 2007 IW-SMI2007, Kyoto 1 A Quantum-Statistical-Mechanical Extension of Gaussian Mixture Model Kazuyuki Tanaka Graduate School of Information

September 2007September 2007 IW-SMI2007, KyotoIW-SMI2007, Kyoto 1717

Image SegmentationImage Segmentation

Original Image

Histogram

ConventionalGauss Mixture

Model Quantum Gauss Mixture Model

= 0.5 = 1.0

0 255 0 255 0 255)exp(Tr

))(exp(Tr

),,|(

F

GF

i

i

y

yP

Page 18: September 2007 IW-SMI2007, Kyoto 1 A Quantum-Statistical-Mechanical Extension of Gaussian Mixture Model Kazuyuki Tanaka Graduate School of Information

September 2007September 2007 IW-SMI2007, KyotoIW-SMI2007, Kyoto 1818

ContentsContents

1.1. IntroductionIntroduction

2.2. Conventional Gaussian Mixture ModelConventional Gaussian Mixture Model

3.3. Quantum Mechanical Extension of Quantum Mechanical Extension of Gaussian Mixture ModelGaussian Mixture Model

4.4. Quantum Belief PropagationQuantum Belief Propagation

5.5. Concluding RemarksConcluding Remarks

Page 19: September 2007 IW-SMI2007, Kyoto 1 A Quantum-Statistical-Mechanical Extension of Gaussian Mixture Model Kazuyuki Tanaka Graduate School of Information

September 2007September 2007 IW-SMI2007, KyotoIW-SMI2007, Kyoto 1919

Image Segmentation by Combining Image Segmentation by Combining Gauss Mixture Model with Potts Model Gauss Mixture Model with Potts Model

104321

,1924 ,1923

,1272 ,641

Belief PropagationBelief Propagation

NeighbourNearest :,

1

0

exp

)(

ijxx

N

ix

ji

i

J

xXP

== >

Potts Model

4 labels

Page 20: September 2007 IW-SMI2007, Kyoto 1 A Quantum-Statistical-Mechanical Extension of Gaussian Mixture Model Kazuyuki Tanaka Graduate School of Information

September 2007September 2007 IW-SMI2007, KyotoIW-SMI2007, Kyoto 2020

Image SegmentationImage Segmentation

Original Image Histogram Gauss Mixture

Model

Gauss Mixture

Model and

Potts Model

Belief Belief

PropagationPropagation

Page 21: September 2007 IW-SMI2007, Kyoto 1 A Quantum-Statistical-Mechanical Extension of Gaussian Mixture Model Kazuyuki Tanaka Graduate School of Information

September 2007 IW-SMI2007, Kyoto 21

Density Matrix and Reduced Density Matrix

Bij

ijHH ˆ Hρ exp

1

Z

ρρ ii \tr ρρ ijij \tr

ijii ρρ \tr

Reduced Density Matrix

Reducibility Condition

ji

Page 22: September 2007 IW-SMI2007, Kyoto 1 A Quantum-Statistical-Mechanical Extension of Gaussian Mixture Model Kazuyuki Tanaka Graduate School of Information

September 2007 IW-SMI2007, Kyoto 22

Reduced Density Matrix and Effective Fields

iBiki λρ

kiZexp

1

i\Bljl

j\Bkikijij

ji

λIIλHρ exp1

ijZ

i

jiAll effective field

are matrices

All effective field

are matrices

iB

jBi \iB j \

Page 23: September 2007 IW-SMI2007, Kyoto 1 A Quantum-Statistical-Mechanical Extension of Gaussian Mixture Model Kazuyuki Tanaka Graduate School of Information

September 2007 IW-SMI2007, Kyoto 23

Belief Propagation for Quantum Statistical Systems

i\Bljl

j\Bkikij

j\Bkikij

ji

i

λIIλH

λλ

exptrlog \iij

i

Z

Z

Propagating Rule of Effective Fields

ijii ρρ \trji

Output

Page 24: September 2007 IW-SMI2007, Kyoto 1 A Quantum-Statistical-Mechanical Extension of Gaussian Mixture Model Kazuyuki Tanaka Graduate School of Information

September 2007September 2007 IW-SMI2007, KyotoIW-SMI2007, Kyoto 2424

ContentsContents

1.1. IntroductionIntroduction

2.2. Conventional Gaussian Mixture ModelConventional Gaussian Mixture Model

3.3. Quantum Mechanical Extension of Quantum Mechanical Extension of Gaussian Mixture ModelGaussian Mixture Model

4.4. Quantum Belief PropagationQuantum Belief Propagation

5.5. Concluding RemarksConcluding Remarks

Page 25: September 2007 IW-SMI2007, Kyoto 1 A Quantum-Statistical-Mechanical Extension of Gaussian Mixture Model Kazuyuki Tanaka Graduate School of Information

September 2007September 2007 IW-SMI2007, KyotoIW-SMI2007, Kyoto 2525

SummarySummaryAn Extension to Quantum Statistical Mechanical An Extension to Quantum Statistical Mechanical Gaussian Mixture ModelGaussian Mixture ModelPractical Algorithm Practical Algorithm Linear Response Formula Linear Response Formula

Application of Potts Model and Application of Potts Model and Quantum Belief PropagationQuantum Belief Propagation

Applications to Data MiningApplications to Data MiningExtension to Quantum Deterministic Annealing

Future ProblemFuture Problem