اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدExactness of Belief Propagation for Some Graphical Models with Loops
116
0
0.0
(
0
)
تأليف
Michael Chertkov
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
It is well known that an arbitrary graphical model of statistical inference defined on a tree, i.e. on a graph without loops, is solved exactly and efficiently by an iterative Belief Propagation (BP) algorithm convergent to unique minimum of the so-called Bethe free energy functional. For a general graphical model on a loopy graph the functional may show multiple minima, the iterative BP algorithm may converge to one of the minima or may not converge at all, and the global minimum of the Bethe free energy functional is not guaranteed to correspond to the optimal Maximum-Likelihood (ML) solution in the zero-temperature limit. However, there are exceptions to this general rule, discussed in cite{05KW} and cite{08BSS} in two different contexts, where zero-temperature version of the BP algorithm finds ML solution for special models on graphs with loops. These two models share a key feature: their ML solutions can be found by an efficient Linear Programming (LP) algorithm with a Totally-Uni-Modular (TUM) matrix of constraints. Generalizing the two models we consider a class of graphical models reducible in the zero temperature limit to LP with TUM constraints. Assuming that a gedanken algorithm, g-BP, funding the global minimum of the Bethe free energy is available we show that in the limit of zero temperature g-BP outputs the ML solution. Our consideration is based on equivalence established between gapless Linear Programming (LP) relaxation of the graphical model in the $Tto 0$ limit and respective LP version of the Bethe-Free energy minimization.
قيم البحث
اقرأ أيضاً
Belief propagation is a widely used message passing method for the solution of probabilistic models on networks such as epidemic models, spin models, and Bayesian graphical models, but it suffers from the serious shortcoming that it works poorly in t
he common case of networks that contain short loops. Here we provide a solution to this long-standing problem, deriving a belief propagation method that allows for fast calculation of probability distributions in systems with short loops, potentially with high density, as well as giving expressions for the entropy and partition function, which are notoriously difficult quantities to compute. Using the Ising model as an example, we show that our approach gives excellent results on both real and synthetic networks, improving significantly on standard message passing methods. We also discuss potential applications of our method to a variety of other problems.
We study the performance of different message passing algorithms in the two dimensional Edwards Anderson model. We show that the standard Belief Propagation (BP) algorithm converges only at high temperature to a paramagnetic solution. Then, we test a
Generalized Belief Propagation (GBP) algorithm, derived from a Cluster Variational Method (CVM) at the plaquette level. We compare its performance with BP and with other algorithms derived under the same approximation: Double Loop (DL) and a two-ways message passing algorithm (HAK). The plaquette-CVM approximation improves BP in at least three ways: the quality of the paramagnetic solution at high temperatures, a better estimate (lower) for the critical temperature, and the fact that the GBP message passing algorithm converges also to non paramagnetic solutions. The lack of convergence of the standard GBP message passing algorithm at low temperatures seems to be related to the implementation details and not to the appearance of long range order. In fact, we prove that a gauge invariance of the constrained CVM free energy can be exploited to derive a new message passing algorithm which converges at even lower temperatures. In all its region of convergence this new algorithm is faster than HAK and DL by some orders of magnitude.
We consider the problem of inferring a graphical Potts model on a population of variables, with a non-uniform number of Potts colors (symbols) across variables. This inverse Potts problem generally involves the inference of a large number of paramete
rs, often larger than the number of available data, and, hence, requires the introduction of regularization. We study here a double regularization scheme, in which the number of colors available to each variable is reduced, and interaction networks are made sparse. To achieve this color compression scheme, only Potts states with large empirical frequency (exceeding some threshold) are explicitly modeled on each site, while the others are grouped into a single state. We benchmark the performances of this mixed regularization approach, with two inference algorithms, the Adaptive Cluster Expansion (ACE) and the PseudoLikelihood Maximization (PLM) on synthetic data obtained by sampling disordered Potts models on an Erdos-Renyi random graphs. We show in particular that color compression does not affect the quality of reconstruction of the parameters corresponding to high-frequency symbols, while drastically reducing the number of the other parameters and thus the computational time. Our procedure is also applied to multi-sequence alignments of protein families, with similar results.
Latent Dirichlet allocation (LDA) is an important hierarchical Bayesian model for probabilistic topic modeling, which attracts worldwide interests and touches on many important applications in text mining, computer vision and computational biology. T
his paper represents LDA as a factor graph within the Markov random field (MRF) framework, which enables the classic loopy belief propagation (BP) algorithm for approximate inference and parameter estimation. Although two commonly-used approximate inference methods, such as variational Bayes (VB) and collapsed Gibbs sampling (GS), have gained great successes in learning LDA, the proposed BP is competitive in both speed and accuracy as validated by encouraging experimental results on four large-scale document data sets. Furthermore, the BP algorithm has the potential to become a generic learning scheme for variants of LDA-based topic models. To this end, we show how to learn two typical variants of LDA-based topic models, such as author-topic models (ATM) and relational topic models (RTM), using BP based on the factor graph representation.
We derive exact equations that determine the spectra of undirected and directed sparsely connected regular graphs containing loops of arbitrary length. The implications of our results to the structural and dynamical properties of networks are discuss
ed by showing how loops influence the size of the spectral gap and the propensity for synchronization. Analytical formulas for the spectrum are obtained for specific length of the loops.
الأسئلة المقترحة
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
