nips nips2001 nips2001-192 knowledge-graph by maker-knowledge-mining

192 nips-2001-Tree-based reparameterization for approximate inference on loopy graphs


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Author: Martin J. Wainwright, Tommi Jaakkola, Alan S. Willsky

Abstract: We develop a tree-based reparameterization framework that provides a new conceptual view of a large class of iterative algorithms for computing approximate marginals in graphs with cycles. It includes belief propagation (BP), which can be reformulated as a very local form of reparameterization. More generally, we consider algorithms that perform exact computations over spanning trees of the full graph. On the practical side, we find that such tree reparameterization (TRP) algorithms have convergence properties superior to BP. The reparameterization perspective also provides a number of theoretical insights into approximate inference, including a new characterization of fixed points; and an invariance intrinsic to TRP /BP. These two properties enable us to analyze and bound the error between the TRP /BP approximations and the actual marginals. While our results arise naturally from the TRP perspective, most of them apply in an algorithm-independent manner to any local minimum of the Bethe free energy. Our results also have natural extensions to more structured approximations [e.g. , 1, 2]. 1

Reference: text


Summary: the most important sentenses genereted by tfidf model

sentIndex sentText sentNum sentScore

1 Tree-based reparameterization for approximate inference on loopy graphs Martin J. [sent-1, score-0.725]

2 edu Abstract We develop a tree-based reparameterization framework that provides a new conceptual view of a large class of iterative algorithms for computing approximate marginals in graphs with cycles. [sent-7, score-0.861]

3 It includes belief propagation (BP), which can be reformulated as a very local form of reparameterization. [sent-8, score-0.278]

4 More generally, we consider algorithms that perform exact computations over spanning trees of the full graph. [sent-9, score-0.264]

5 On the practical side, we find that such tree reparameterization (TRP) algorithms have convergence properties superior to BP. [sent-10, score-0.635]

6 The reparameterization perspective also provides a number of theoretical insights into approximate inference, including a new characterization of fixed points; and an invariance intrinsic to TRP /BP. [sent-11, score-0.836]

7 These two properties enable us to analyze and bound the error between the TRP /BP approximations and the actual marginals. [sent-12, score-0.098]

8 While our results arise naturally from the TRP perspective, most of them apply in an algorithm-independent manner to any local minimum of the Bethe free energy. [sent-13, score-0.133]

9 Our results also have natural extensions to more structured approximations [e. [sent-14, score-0.179]

10 1 Introduction Given a graphical model, one important problem is the computation of marginal distributions of variables at each node. [sent-17, score-0.126]

11 Although highly efficient algorithms exist for this task on trees, exact solutions are prohibitively complex for more general graphs of any substantial size. [sent-18, score-0.253]

12 This difficulty motivates the use of approximate inference algorithms, of which one of the best-known and most widely studied is belief propagation [3], also known as the sum-product algorithm in coding [e. [sent-19, score-0.302]

13 Recent work has yielded some insight into belief propagation (BP). [sent-22, score-0.214]

14 , 5, 6] have analyzed the single loop case, where BP can be reformulated as a matrix powering method. [sent-25, score-0.047]

15 For Gaussian processes on arbitrary graphs, two groups [7, 8] have shown that the means are exact when BP converges. [sent-26, score-0.124]

16 For graphs corresponding to turbo codes, Richardson [9] established the existence of fixed points, and gave conditions for their stability. [sent-27, score-0.19]

17 [1] showed that BP corresponds to constrained minimization of the Bethe free energy, and proposed extensions based on Kikuchi expansions [10]. [sent-29, score-0.146]

18 , 11, 12] to develop more sophisticated algorithms for minimizing the Bethe free energy. [sent-33, score-0.091]

19 The framework of this paper provides a new conceptual view of various algorithms for approximate inference, including BP. [sent-35, score-0.191]

20 The basic idea is to seek a reparameterization of the distribution that yields factors which correspond, either exactly or approximately, to the desired marginal distributions. [sent-36, score-0.571]

21 , a tree) , then there exists a unique reparameterization specified by exact marginal distributions over cliques. [sent-39, score-0.622]

22 For a graph with cycles, we consider the idea of iteratively reparameterizing different parts of the distribution, each corresponding to an acyclic subgraph. [sent-40, score-0.105]

23 As we will show, BP can be interpreted in exactly this manner , in which each reparameterization takes place over a pair of neighboring nodes. [sent-41, score-0.533]

24 More significantly, this interpretation leads to more general updates in which reparameterization is performed over arbitrary acyclic subgraphs, which we refer to as tree-based reparameterization (TRP) algorithms. [sent-43, score-1.12]

25 At a low level, the more global TRP updates can be viewed as a tree-based schedule for message-passing. [sent-44, score-0.071]

26 Indeed, a practical contribution of this paper is to demonstrate that TRP updates tend to have better convergence properties than local BP updates. [sent-45, score-0.191]

27 At a more abstract level, the reparameterization perspective provides valuable conceptual insight, including a simple tree-consistency characterization of fixed points, as well as an invariance intrinsic to TRP /BP. [sent-46, score-0.828]

28 These properties allow us to derive an exact expression for the error between the TRP /BP approximations and the actual marginals. [sent-47, score-0.184]

29 Based on this exact expression, we derive computable bounds on the error. [sent-48, score-0.204]

30 Most of these results, though they emerge very naturally in the TRP framework , apply in an algorithm-independent manner to any constrained local minimum of the Bethe free energy, whether obtained by TRP /BP or an alternative method [e. [sent-49, score-0.168]

31 1 Basic notation An undirected graph Q = (V, £) consists of a set of nodes or vertices V = {l , . [sent-54, score-0.066]

32 Lying at each node s E V is a discrete random variable Xs E {a, . [sent-58, score-0.063]

33 , 3] guarantees that the distribution factorizes as p(x) ex: [lc Ee 'l/Jc(xc) where 'l/Jc(xc) is a compatibility function depending only on the subvector Xc = {xs I SEC} of nodes in a particular clique C. [sent-65, score-0.109]

34 Note that each individual node forms a singleton clique, so that some of the factors 'l/Jc may involve functions of each individual variable. [sent-66, score-0.133]

35 As a consequence, if we have independent measurements Ys of Xs at some (or all) of the nodes, then Bayes' rule implies that the effect of including these measurements - i. [sent-67, score-0.119]

36 , the transformation from the prior distribution p(x) to the conditional distribution p(x I y) - is simply to modify the singleton factors. [sent-69, score-0.07]

37 As a result, throughout this paper, we suppress explicit mention of measurements, since the problem of computing marginals for either p(x) or p(x Iy) are of identical structure and complexity. [sent-70, score-0.129]

38 The analysis of this paper is restricted to graphs with singleton ('l/Js) and pairwise ('l/Jst} cliques. [sent-71, score-0.216]

39 However, it is straightforward to extend reparameterization to larger cliques, as in cluster variational methods [e. [sent-72, score-0.496]

40 2 Exact tree inference as reparameterization Algorithms for optimal inference on trees have appeared in the literature of various fields [e. [sent-76, score-0.779]

41 One important consequence of the junction tree representation [15] is that any exact algorithm for optimal inference on trees actually computes marginal distributions for pairs (s, t) of neighboring nodes. [sent-79, score-0.459]

42 In doing so, it produces an alternative factorization p(x) = TI sEV P s TI(s,t)E£ Pst/(PsPt ) where Ps and Pst are the single-node and pairwise marginals respectively. [sent-80, score-0.225]

43 This {Ps , Pst} representation can be deduced from a more general factorization result on junction trees [e. [sent-81, score-0.22]

44 Thus, exact inference on trees can be viewed as computing a reparameterized factorization of the distribution p(x) that explicitly exposes the local marginal distributions. [sent-84, score-0.433]

45 2 Tree-based reparameterization for graphs with cycles The basic idea of a TRP algorithm is to perform successive reparameterization updates on trees embedded within the original graph. [sent-85, score-1.293]

46 Although such updates are applicable to arbitrary acyclic substructures, here we focus on a set T 1 , . [sent-86, score-0.186]

47 To describe TRP updates, let T be a pseudomarginal probability vector consisting of single-node marginals Ts(x s ) for 8 E V; and pairwise joint distributions Tst (x s, Xt) for edges (s, t) E [. [sent-90, score-0.17]

48 Aside from positivity and normalization (Lx s Ts = 1; L xs , xt Tst = 1) constraints, a given vector T is arbitraryl , and gives rises to a parameterization of the distribution as p(x; T) ex: TI sEV Ts TI(S,t)E£ Tst/ {(L x. [sent-91, score-0.16]

49 Ultimately, we shall seek vectors T that are consistent - i. [sent-93, score-0.035]

50 , that belong to as well as upper and lower bounds on the actual marginals. [sent-95, score-0.173]

51 (a) For weak potentials, TRP /BP approximation is excellent; bounds on exact marginals are tight. [sent-96, score-0.371]

52 Bounds are looser, and for certain nodes, the TRP /BP approximation lies above the upper bounds on the actual marginal P 8 ;1 . [sent-98, score-0.28]

53 Much of the analysis of this paper -- including reparameterization, invariance, and error analysis -- can be extended [see 14] to more structured approximation algorithms [e. [sent-99, score-0.185]

54 Figure 3 illustrates the use of bounds in assessing when to use a more structured approximation. [sent-102, score-0.199]

55 For strong attractive potentials on the 3 x 3 grid, the TRP /BP approximation in panel (a) is very poor, as reflected by relatively loose bounds on the actual marginals. [sent-103, score-0.388]

56 In contrast, the Kikuchi approximation in (b) is excellent, as revealed by the tightness of the bounds. [sent-104, score-0.065]

57 4 Discussion The TRP framework of this paper provides a new view of approximate inference; and makes both practical and conceptual contributions. [sent-105, score-0.165]

58 On the practical side, we find that more global TRP updates tend to have better convergence properties than local BP updates. [sent-106, score-0.191]

59 The freedom in tree choice leads to open problems of a graphtheoretic nature: e. [sent-107, score-0.057]

60 , how to choose trees so as to guarantee convergence, or to optimize the rate of convergence? [sent-109, score-0.103]

61 Among the conceptual insights provided by the reparameterization perspective are a new characterization of fixed points; an intrinsic invariance; and analysis of the approximation error. [sent-110, score-0.83]

62 Importantly, most of these results apply to any constrained local minimum of the Bethe free energy, and have natural extensions [see 14] to more structured approximations [e. [sent-111, score-0.314]

63 Bounds on single node marginals - - - - -0 - - - -0- - Bounds on single node marginals - e- - - - M M 0. [sent-123, score-0.384]

64 (a) For strong attractive potentials on the 3 x 3 grid, BP approximation is poor, as reflected by loose bounds on the actual marginal. [sent-140, score-0.388]

65 (b) Kikuchi approximation [1] for same problem is excellent; corresponding bounds are tight. [sent-141, score-0.156]

66 Iterative decoding of compound codes by probability propagation in graphical models. [sent-154, score-0.209]

67 Correctness of local probability propagation in graphical models with loops. [sent-169, score-0.189]

68 Correctness of belief propagation in Gaussian graphical models of arbitrary topology. [sent-175, score-0.282]

69 Belief optimization: A stable alternative to loopy belief propagation. [sent-197, score-0.137]

70 A double-loop algorithm to minimize the Bethe and Kikuchi free energies. [sent-201, score-0.056]

71 Tree-based reparameterization for approximate estimation on graphs with cycles. [sent-209, score-0.611]

72 Stochastic processes on graphs with cycles: geometric and variational approaches. [sent-217, score-0.134]

73 On the optimality of solutions of the max-product belief propagation algorithm in arbitrary graphs. [sent-227, score-0.225]


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