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Register a new userFaster Algorithms for Max-Product Message-Passing
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Added by
Julian McAuley
Publication date
2009
fields
Informatics Engineering
and research's language is
English
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Maximum A Posteriori inference in graphical models is often solved via message-passing algorithms, such as the junction-tree algorithm, or loopy belief-propagation. The exact solution to this problem is well known to be exponential in the size of the models maximal cliques after it is triangulated, while approximate inference is typically exponential in the size of the models factors. In this paper, we take advantage of the fact that many models have maximal cliques that are larger than their constituent factors, and also of the fact that many factors consist entirely of latent variables (i.e., they do not depend on an observation). This is a common case in a wide variety of applications, including grids, trees, and ring-structured models. In such cases, we are able to decrease the exponent of complexity for message-passing by 0.5 for both exact and approximate inference.
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In this paper we treat both forms of probabilistic inference, estimating marginal probabilities of the joint distribution and finding the most probable assignment, through a unified message-passing algorithm architecture. We generalize the Belief Propagation (BP) algorithms of sum-product and max-product and tree-rewaighted (TRW) sum and max product algorithms (TRBP) and introduce a new set of convergent algorithms based on convex-free-energy and Linear-Programming (LP) relaxation as a zero-temprature of a convex-free-energy. The main idea of this work arises from taking a general perspective on the existing BP and TRBP algorithms while observing that they all are reductions from the basic optimization formula of $f + sum_i h_i$ where the function $f$ is an extended-valued, strictly convex but non-smooth and the functions $h_i$ are extended-valued functions (not necessarily convex). We use tools from convex duality to present the primal-dual ascent algorithm which is an extension of the Bregman successive projection scheme and is designed to handle optimization of the general type $f + sum_i h_i$. Mapping the fractional-free-energy variational principle to this framework introduces the norm-product message-passing. Special cases include sum-product and max-product (BP algorithms) and the TRBP algorithms. When the fractional-free-energy is set to be convex (convex-free-energy) the norm-product is globally convergent for estimating of marginal probabilities and for approximating the LP-relaxation. We also introduce another branch of the norm-product, the convex-max-product. The convex-max-product is convergent (unlike max-product) and aims at solving the LP-relaxation.
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