nips nips2007 nips2007-123 knowledge-graph by maker-knowledge-mining
Source: pdf
Author: Alan S. Willsky, Erik B. Sudderth, Martin J. Wainwright
Abstract: Variational methods are frequently used to approximate or bound the partition or likelihood function of a Markov random field. Methods based on mean field theory are guaranteed to provide lower bounds, whereas certain types of convex relaxations provide upper bounds. In general, loopy belief propagation (BP) provides often accurate approximations, but not bounds. We prove that for a class of attractive binary models, the so–called Bethe approximation associated with any fixed point of loopy BP always lower bounds the true likelihood. Empirically, this bound is much tighter than the naive mean field bound, and requires no further work than running BP. We establish these lower bounds using a loop series expansion due to Chertkov and Chernyak, which we show can be derived as a consequence of the tree reparameterization characterization of BP fixed points. 1
Reference: text
sentIndex sentText sentNum sentScore
1 In general, loopy belief propagation (BP) provides often accurate approximations, but not bounds. [sent-11, score-0.233]
2 We prove that for a class of attractive binary models, the so–called Bethe approximation associated with any fixed point of loopy BP always lower bounds the true likelihood. [sent-12, score-0.483]
3 We establish these lower bounds using a loop series expansion due to Chertkov and Chernyak, which we show can be derived as a consequence of the tree reparameterization characterization of BP fixed points. [sent-14, score-0.657]
4 The variational framework provides a suite of candidate methods, including mean field approximations [3, 9], the sum–product or belief propagation (BP) algorithm [11, 14], Kikuchi and cluster variational methods [23], and related convex relaxations [21]. [sent-17, score-0.308]
5 The likelihood or partition function of an undirected graphical model is of fundamental interest in many contexts, including parameter estimation, error bounds in hypothesis testing, and combinatorial enumeration. [sent-18, score-0.296]
6 In rough terms, particular variational methods can be understood as solving optimization problems whose optima approximate the log partition function. [sent-19, score-0.249]
7 Although “convexified” relaxations of the Bethe problem yield upper bounds [21], to date the best known lower bounds on the partition function are based on mean field theory. [sent-22, score-0.379]
8 Recent work has studied loop series expansions [2, 4] of the partition function, which generate better approximations but not, in general, bounds. [sent-23, score-0.524]
9 Such models often encode “smoothness” priors, and thus have attractive interactions which encourage connected variables to share common values. [sent-26, score-0.215]
10 The first main contribution of this paper is to demonstrate a family of attractive models for which the Bethe variational method always yields lower bounds on the true likelihood. [sent-27, score-0.372]
11 For such models, these lower bounds are easily computed from any fixed point of loopy BP, and empirically improve substantially on naive mean field bounds. [sent-29, score-0.267]
12 3 uses the reparameterization characterization of BP fixed points [20] to provide a simple derivation for the loop series expansion of Chertkov and Chernyak [2]. [sent-32, score-0.506]
13 The Bethe approximation is the first term in this representation of the true partition function. [sent-33, score-0.199]
14 4 then identifies attractive models for which all terms in this expansion are positive, thus establishing the Bethe lower bound. [sent-35, score-0.33]
15 2 Undirected Graphical Models Given an undirected graph G = (V, E), with edges (s, t) ∈ E connecting n vertices s ∈ V , a graphical model associates each node with a random variable Xs taking values xs ∈ X . [sent-37, score-0.785]
16 Letting xc := {xs | s ∈ c}, the corresponding joint distribution equals 1 ψc (xc ) (2) p(x) = ψs (xs ) Z(ψ) c∈C s∈V where as before Z(ψ) = x∈X n s ψs (xs ) c ψc (xc ). [sent-41, score-0.292]
17 Computationally tractable families of bounds on the true partition function are thus of great practical interest. [sent-49, score-0.285]
18 We say that a pairwise MRF, with compatibility functions ψst : {0, 1}2 → R+, has attractive interactions if ψst (0, 0) ψst (1, 1) ≥ ψst (0, 1) ψst (1, 0) (3) for each edge (s, t) ∈ E. [sent-52, score-0.365]
19 In the statistical physics literature, Ising models are typically expressed by coupling random spins zs ∈ {−1, +1} with symmetric potentials log ψst (zs , zt ) = θst zs zt . [sent-59, score-0.379]
20 Furthermore, pairwise MRFs satisfy the regularity condition of [10], and thus allow tractable MAP estimation via graph cuts [5], if and only if they are attractive. [sent-62, score-0.218]
21 Even for attractive models, however, calculation of the partition function in non–planar graphs is #P–complete [8]. [sent-63, score-0.395]
22 To define families of higher–order attractive potentials, we first consider a probability distribution τc (xc ) on k = |c| binary variables. [sent-64, score-0.242]
23 Given these definitions, we say that a probability distribution τc (xc ) is attractive if the central moments associated with all subsets a ⊆ c of binary variables are non–negative (κa ≥ 0). [sent-69, score-0.278]
24 Similarly, a compatibility function ψc (xc ) is attractive if the probability distribution attained by normalizing its values has non–negative central moments. [sent-70, score-0.253]
25 Loopy belief propagation (BP) approximates these marginals via a series of messages passed among nodes of the graphical model [14, 23]. [sent-76, score-0.419]
26 The BP algorithm then iterates the following message updates: msc (xs ) ← ψs (xs ) ¯ mcs (xs ) ← mds (xs ) ψc (xc ) xc\s d∈Γ(s)\c mtc (xt ) ¯ (8) t∈c\s The left–hand expression updates the message msc (xs ) passed from variable node s to factor c. [sent-78, score-0.239]
27 A wide range of inference algorithms can be derived via variational approximations [9] to the true partition function. [sent-83, score-0.265]
28 (2): 1 τc (xc ) p(x) = τs (xs ) (11) Z(τ ) t∈c τt (xt ) s∈V c∈C For pairwise MRFs, the reparameterized compatibility functions equal τst (xs , xt )/τs (xs )τt (xt ). [sent-89, score-0.432]
29 (10), it is easily shown that the Bethe approximation Zβ (τ ; τ ) = 1 for any joint distribution defined by reparameterized potentials as in eq. [sent-94, score-0.264]
30 For simplicity, the remainder of this paper focuses on reparameterized models of this form, and analyzes properties of the corresponding exact partition function Z(τ ). [sent-96, score-0.289]
31 The resulting expansions and bounds are then related to the original MRF’s partition function via the positive constant Z(ψ)/Z(τ ) = Zβ (ψ; τ ) of eq. [sent-97, score-0.285]
32 Recently, Chertkov and Chernyak proposed a finite loop series expansion [2] of the partition function, whose first term coincides with the Bethe approximation. [sent-99, score-0.574]
33 1 Pairwise Loop Series Expansions We begin by developing a loop series expansion for pairwise MRFs. [sent-105, score-0.529]
34 Given an undirected graph G = (V, E), and some subset F ⊆ E of the graph’s edges, let ds (F ) denote the degree (number of neighbors) of node s in the subgraph induced by F . [sent-106, score-0.236]
35 1, any subset F for which all nodes s ∈ V have degree ds (F ) = 1 defines a generalized loop [2]. [sent-108, score-0.465]
36 The partition function for any binary, pairwise MRF can then be expanded via an associated set of loop corrections. [sent-109, score-0.492]
37 Consider a pairwise MRF defined on an undirected G = (V, E), with reparameterized potentials as in eq. [sent-111, score-0.378]
38 The associated partition function then equals Z(τ ) = 1 + Eτs (Xs − τs )ds (F ) βF β F := s∈V ∅=F ⊆E βst (12) (s,t)∈F τst − τs τt Covτst (Xs , Xt ) = τs (1 − τs )τt (1 − τt ) Varτs (Xs ) Varτt (Xt ) where only generalized loops F lead to non–zero terms in the sum of eq. [sent-113, score-0.303]
39 (12), we exploit the following polynomial representation of reparameterized pairwise compatibility functions: τst (xs , xt ) = 1 + βst (xs − τs )(xt − τt ) (15) τs (xs )τt (xt ) As verified in [17], this expression is satisfied for any (xs , xt ) ∈ {0, 1}2 if βst is defined as in eq. [sent-117, score-0.566]
40 There is thus one loop correction for each generalized loop F , in which all connected nodes have degree at least two. [sent-124, score-0.645]
41 4 Figure 1: A pairwise MRF coupling ten binary variables (left), and the nine generalized loops in its loop series expansion (right). [sent-125, score-0.716]
42 For attractive potentials, two of the generalized loops may have negative signs (second & third from right), while the core graph of Thm. [sent-126, score-0.438]
43 Figure 1 illustrates the set of generalized loops associated with a particular pairwise MRF. [sent-128, score-0.238]
44 These loops effectively define corrections to the Bethe estimate Z(τ ) ≈ 1 of the partition function for reparameterized models. [sent-129, score-0.417]
45 Tree–structured graphs do not contain any non–trivial generalized loops, and the Bethe variational approximation is thus exact. [sent-130, score-0.208]
46 The loop expansion formulas of [2] can be precisely recovered by transforming binary variables to a spin representation, and refactoring terms from the denominator of edge weights βst to adjacent vertices. [sent-131, score-0.458]
47 Explicit computation of these loop corrections is in general intractable; for example, fully connected graphs with n ≥ 5 nodes have more than 2n generalized loops. [sent-132, score-0.507]
48 In some cases, accounting for a small set of significant loop corrections may lead to improved approximations to Z(ψ) [4], or more accurate belief estimates for LDPC codes [1]. [sent-133, score-0.361]
49 2 Factor Graph Loop Series Expansions We now extend the loop series expansion to higher–order MRFs defined on hypergraphs G = (V, C). [sent-137, score-0.446]
50 2, we define a generalized loop to be a subset F ⊆ E of edges such that all connected factor and variable nodes have degree at least two. [sent-140, score-0.534]
51 Consider any factor graph G = (V, C) with reparameterized potentials as in eq. [sent-142, score-0.378]
52 The partition function then equals Z(τ ) = 1 + Eτs (Xs − τs )ds (F ) βF ∅=F ⊆E β F := s∈V βac (F ) (18) c∈C Eτ (Xs − τs ) κa = c s∈a (19) t∈a τt (1 − τt ) t∈a Varτt (Xt ) where ac (F ) := {s ∈ c | (s, c) ∈ F } denotes the subset of variables linked to factor node c by the edges in F . [sent-144, score-0.382]
53 (11): τc (xc ) =1+ βa (xs − τs ) (20) t∈c τt (xt ) s∈a βa := a⊆c,|a|≥2 For factor graphs with attractive reparameterized potentials, the constant βa ≥ 0 for all a ⊆ c. [sent-149, score-0.426]
54 (16)), we may express the partition function of the reparameterized factor graph as follows: τc (Xc ) 1+ Z(τ ) = Eτ = Eτ βa (Xs − τs ) (21) ˜ ˜ t∈c τt (Xt ) s∈a c∈C c∈C ∅=a⊆c Note that βa = 0 for any subset where |a| = 1. [sent-156, score-0.444]
55 For a term ˜ in this loop series to be non–zero, there must be no degree one variables, since Eτs [Xs − τs ] = 0. [sent-160, score-0.324]
56 5 Figure 2: A factor graph (left) with three binary variables (circles) and four factor nodes (squares), and the thirteen generalized loops in its loop series expansion (right, along with the full graph). [sent-162, score-0.876]
57 4 Lower Bounds in Attractive Binary Models The Bethe approximation underlying loopy BP differs from mean field methods [9], which lower bound the true log partition function Z(ψ), in two key ways. [sent-163, score-0.418]
58 Nevertheless, we now show that for a large family of attractive graphical models, the Bethe approximation Zβ (ψ; τ ) of eq. [sent-167, score-0.235]
59 We then define the core graph H = (VH , EH ) as the node–induced subgraph obtained by discarding edges from nodes outside VH , so that EH = {(s, t) ∈ E | s, t ∈ VH }. [sent-174, score-0.266]
60 The unique core graph H underlying any graph G can be efficiently constructed by iteratively pruning degree one nodes, or leaves, until all remaining nodes have two or more neighbors. [sent-175, score-0.332]
61 The following theorem identifies conditions under which all terms in the loop series expansion must be non–negative. [sent-176, score-0.44]
62 Let H = (VH , EH ) be the core graph for a pairwise binary MRF, with attractive potentials satisfying eq. [sent-178, score-0.589]
63 Consider any BP fixed point for which all nodes s ∈ VH with three or 1 more neighbors in H have marginals τs ≤ 2 (or equivalently, τs ≥ 1 ). [sent-180, score-0.196]
64 The corresponding Bethe 2 variational approximation Zβ (ψ; τ ) then lower bounds the true partition function Z(ψ). [sent-181, score-0.372]
65 It is sufficient to show that Z(τ ) ≥ 1 for any reparameterized pairwise MRF, as in eq. [sent-183, score-0.244]
66 (9), note that loopy BP estimates the pseudo–marginal τst (xs , xt ) via the product of ψst (xs , xt ) with message functions of single variables. [sent-186, score-0.409]
67 For this reason, attractive pairwise compatibilities always lead to BP fixed points with attractive pseudo–marginals satisfying τst ≥ τs τt . [sent-187, score-0.508]
68 (13), attractive models lead to edge weights βst ≥ 0. [sent-191, score-0.202]
69 It is thus sufficient to show that s Eτs (Xs − τs )ds (F ) ≥ 0 for each generalized loop F ⊆ E. [sent-192, score-0.284]
70 Suppose first that the graph has a single cycle, and thus exactly one non–zero generalized loop F . [sent-193, score-0.369]
71 More generally, we clearly have Z(τ ) ≥ 1 in graphs where every generalized loop F associates an even number of neighbors ds (F ) with each node. [sent-195, score-0.417]
72 Focusing on generalized loops containing nodes with odd degree d ≥ 3, eq. [sent-196, score-0.242]
73 In particular, the symmetric fixed point τs = 2 leads to uniformly positive generalized loop corrections. [sent-199, score-0.284]
74 More generally, the marginals of nodes s for which ds (F ) ≤ 2 for every generalized loop F do not influence the expansion’s positivity. [sent-200, score-0.509]
75 Theorem 1 discards these nodes by examining the topology of the core graph H (see Fig. [sent-201, score-0.218]
76 1 For fixed points where τs ≥ 2 for all nodes, we rewrite the polynomial in the loop expansion of eq. [sent-203, score-0.354]
77 (15) as (1 + βst (τs − xs )(τt − xt )), and employ an analogous line of reasoning. [sent-204, score-0.693]
78 1, our arguments show that the true partition function monotonically increases as additional edges, with attractive reparameterized potentials as in eq. [sent-206, score-0.596]
79 For such models, the accumulation of particular loop corrections, as explored by [4], produces a sequence of increasingly tight bounds on Z(ψ). [sent-208, score-0.306]
80 1 For attractive Ising models in which some nodes have marginals τs > 1 and others τt < 2 , the loop 2 series expansion may contain negative terms. [sent-212, score-0.772]
81 1, it is possible to use upper bounds on the edge weights βst , which follow from τst ≤ min(τs , τt ), to cancel negative loop corrections with larger positive terms. [sent-214, score-0.387]
82 3, the lower bound Z(ψ) ≥ Zβ (ψ; τ ) thus continues to hold for many (perhaps all) attractive Ising models with less homogeneous marginal biases. [sent-217, score-0.251]
83 2 Partition Function Bounds for Factor Graphs Given a factor graph G = (V, C) relating binary variables, define a core graph H = (VH , CH ) by excluding variable and factor nodes which are not members of any generalized loops. [sent-219, score-0.495]
84 2, let Γ(s) denote the set of factor nodes neighboring variable node s in the core graph H. [sent-222, score-0.296]
85 Let H = (VH , CH ) be the core graph for a binary factor graph, and consider an attractive BP fixed point for which one of the following conditions holds: (i) τs ≤ (ii) τs ≥ 1 2 1 2 for all nodes s ∈ VH with |Γ(s)| ≥ 3, and κa ≥ 0 for all a ⊆ c, c ∈ CH . [sent-224, score-0.5]
86 The Bethe approximation Zβ (ψ; τ ) then lower bounds the true partition function Z(ψ). [sent-226, score-0.306]
87 When τs ≥ 2 , we replace all (xs − τs ) terms by (τs − xs ) in the expansion of eq. [sent-230, score-0.684]
88 For factor graphs, it is more challenging to determine which compatibility functions ψc (xc ) necessarily lead to attractive fixed points. [sent-234, score-0.279]
89 Using the spin representation zs ∈ {−1, +1}, we examine Ising models with attractive pairwise potentials log ψst (zs , zt ) = θst zs zt of varying strengths θst ≥ 0. [sent-240, score-0.64]
90 We also consider a set of random 10 × 10 nearest–neighbor grids, with inhomogeneous pairwise ¯ potentials sampled according to |θst | ∼ N 0, θ 2 , and observation potentials log ψs (zs ) = θs zs , 2 ¯ we sample 100 random MRFs, and plot the average differ|θs | ∼ N 0, 0. [sent-250, score-0.46]
91 For each candidate θ, ence log Zβ (ψ; τ ) − log Z(ψ) between the true partition function and the BP (or mean field) fixed point reached from a random initialization. [sent-252, score-0.255]
92 Although this sometimes leads to BP fixed points with negative associated loop corrections, the Bethe variational approximation nevertheless always lower bounds the true partition function in these examples. [sent-259, score-0.601]
93 5 Discussion We have provided an alternative, direct derivation of the partition function’s loop series expansion, based on the reparameterization characterization of BP fixed points. [sent-261, score-0.535]
94 We use this expansion to prove that the Bethe approximation lower bounds the true partition function in a family of binary attractive 7 −10 −20 −30 −40 −50 −60 Belief Propagation Mean Field 0. [sent-262, score-0.643]
95 8 1 (c) Figure 3: Bethe (dark blue, top) and naive mean field (light green, bottom) lower bounds on log Z(ψ) for three families of attractive, pairwise Ising models. [sent-278, score-0.316]
96 Acknowledgments The authors thank Yair Weiss for suggesting connections to loop series expansions, and helpful conversations. [sent-287, score-0.295]
97 On the uniqueness of loopy belief propagation fixed points. [sent-336, score-0.233]
98 Loop series and Bethe variational bounds in attractive graphical models. [sent-425, score-0.423]
99 Comparison of graph cuts with belief propagation for stereo, using identical MRF parameters. [sent-432, score-0.223]
100 A new class of upper bounds on the log partition function. [sent-459, score-0.26]
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