ترغب بنشر مسار تعليمي؟ اضغط هنا

Orbit-Product Representation and Correction of Gaussian Belief Propagation

140   0   0.0 ( 0 )
 نشر من قبل Jason Johnson Dr.
 تاريخ النشر 2009
  مجال البحث
والبحث باللغة English




اسأل ChatGPT حول البحث

We present a new view of Gaussian belief propagation (GaBP) based on a representation of the determinant as a product over orbits of a graph. We show that the GaBP determinant estimate captures totally backtracking orbits of the graph and consider how to correct this estimate. We show that the missing orbits may be grouped into equivalence classes corresponding to backtrackless orbits and the contribution of each equivalence class is easily determined from the GaBP solution. Furthermore, we demonstrate that this multiplicative correction factor can be interpreted as the determinant of a backtrackless adjacency matrix of the graph with edge weights based on GaBP. Finally, an efficient method is proposed to compute a truncated correction factor including all backtrackless orbits up to a specified length.

قيم البحث

اقرأ أيضاً

Gaussian belief propagation (GaBP) is an iterative message-passing algorithm for inference in Gaussian graphical models. It is known that when GaBP converges it converges to the correct MAP estimate of the Gaussian random vector and simple sufficient conditions for its convergence have been established. In this paper we develop a double-loop algorithm for forcing convergence of GaBP. Our method computes the correct MAP estimate even in cases where standard GaBP would not have converged. We further extend this construction to compute least-squares solutions of over-constrained linear systems. We believe that our construction has numerous applications, since the GaBP algorithm is linked to solution of linear systems of equations, which is a fundamental problem in computer science and engineering. As a case study, we discuss the linear detection problem. We show that using our new construction, we are able to force convergence of Montanaris linear detection algorithm, in cases where it would originally fail. As a consequence, we are able to increase significantly the number of users that can transmit concurrently.
115 - Tamir Hazan , Amnon Shashua 2009
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 Pro pagation (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.
224 - Piero Barone 2010
Pencils of Hankel matrices whose elements have a joint Gaussian distribution with nonzero mean and not identical covariance are considered. An approximation to the distribution of the squared modulus of their determinant is computed which allows to g et a closed form approximation of the condensed density of the generalized eigenvalues of the pencils. Implications of this result for solving several moments problems are discussed and some numerical examples are provided.
We propose a nonparametric generalization of belief propagation, Kernel Belief Propagation (KBP), for pairwise Markov random fields. Messages are represented as functions in a reproducing kernel Hilbert space (RKHS), and message updates are simple li near operations in the RKHS. KBP makes none of the assumptions commonly required in classical BP algorithms: the variables need not arise from a finite domain or a Gaussian distribution, nor must their relations take any particular parametric form. Rather, the relations between variables are represented implicitly, and are learned nonparametrically from training data. KBP has the advantage that it may be used on any domain where kernels are defined (Rd, strings, groups), even where explicit parametric models are not known, or closed form expressions for the BP updates do not exist. The computational cost of message updates in KBP is polynomial in the training data size. We also propose a constant time approximate message update procedure by representing messages using a small number of basis functions. In experiments, we apply KBP to image denoising, depth prediction from still images, and protein configuration prediction: KBP is faster than competing classical and nonparametric approaches (by orders of magnitude, in some cases), while providing significantly more accurate results.
60 - Anthony Opipari 2021
We present a differentiable approach to learn the probabilistic factors used for inference by a nonparametric belief propagation algorithm. Existing nonparametric belief propagation methods rely on domain-specific features encoded in the probabilisti c factors of a graphical model. In this work, we replace each crafted factor with a differentiable neural network enabling the factors to be learned using an efficient optimization routine from labeled data. By combining differentiable neural networks with an efficient belief propagation algorithm, our method learns to maintain a set of marginal posterior samples using end-to-end training. We evaluate our differentiable nonparametric belief propagation (DNBP) method on a set of articulated pose tracking tasks and compare performance with a recurrent neural network. Results from this comparison demonstrate the effectiveness of using learned factors for tracking and suggest the practical advantage over hand-crafted approaches. The project webpage is available at: progress.eecs.umich.edu/projects/dnbp.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا