Learned neural solvers have successfully been used to solve combinatorial optimization and decision problems. More general counting variants of these problems, however, are still largely solved with hand-crafted solvers. To bridge this gap, we introduce belief propagation neural networks (BPNNs), a class of parameterized operators that operate on factor graphs and generalize Belief Propagation (BP). In its strictest form, a BPNN layer (BPNN-D) is a learned iterative operator that provably maintains many of the desirable properties of BP for any choice of the parameters. Empirically, we show that by training BPNN-D learns to perform the task better than the original BP: it converges 1.7x faster on Ising models while providing tighter bounds. On challenging model counting problems, BPNNs compute estimates 100's of times faster than state-of-the-art handcrafted methods, while returning an estimate of comparable quality.
KTH Royal Institute of Technology（KTH皇家理工学院）；Huawei Technologies Sweden AB（华为技术瑞典有限公司）
Belief propagation (BP) can do exact inference in loop-free graphs, but its performance could be poor in graphs with loops, and the understanding of its solution is limited. This work gives an interpretable belief propagation rule that is actually minimization of a localized $α$-divergence. We term this algorithm as $α$ belief propagation ($α$-BP). The performance of $α$-BP is tested in MAP (maximum a posterior) inference problems, where $α$-BP can outperform (loopy) BP by a significant margin even in fully-connected graphs.
University of Amsterdam（阿姆斯特丹大学）；UvA-Bosch Delta Lab（阿姆斯特丹大学博世三角洲实验室）
A graphical model is a structured representation of locally dependent random variables. A traditional method to reason over these random variables is to perform inference using belief propagation. When provided with the true data generating process, belief propagation can infer the optimal posterior probability estimates in tree structured factor graphs. However, in many cases we may only have access to a poor approximation of the data generating process, or we may face loops in the factor graph, leading to suboptimal estimates. In this work we first extend graph neural networks to factor grap…
A number of problems in statistical physics and computer science can be expressed as the computation of marginal probabilities over a Markov random field. Belief propagation, an iterative message-passing algorithm, computes exactly such marginals when the underlying graph is a tree. But it has gained its popularity as an efficient way to approximate them in the more general case, even if it can exhibits multiple fixed points and is not guaranteed to converge. In this paper, we express a new sufficient condition for local stability of a belief propagation fixed point in terms of the graph struc…
Belief propagation (BP) algorithm is a widely used message-passing method for inference in graphical models. BP on loop-free graphs converges in linear time. But for graphs with loops, BP's performance is uncertain, and the understanding of its solution is limited. To gain a better understanding of BP in general graphs, we derive an interpretable belief propagation algorithm that is motivated by minimization of a localized $α$-divergence. We term this algorithm as $α$ belief propagation ($α$-BP). It turns out that $α$-BP generalizes standard BP. In addition, this work studies the convergence p…
Belief propagation is a fundamental message-passing algorithm for numerous applications in machine learning. It is known that belief propagation algorithm is exact on tree graphs. However, belief propagation is run on loopy graphs in most applications. So, understanding the behavior of belief propagation on loopy graphs has been a major topic for researchers in different areas. In this paper, we study the convergence behavior of generalized belief propagation algorithm on graphs with motifs (triangles, loops, etc.) We show under a certain initialization, generalized belief propagation converge…
The two most important algorithms in artificial intelligence are backpropagation and belief propagation. In spite of their importance, the connection between them is poorly characterized. We show that when an input to backpropagation is converted into an input to belief propagation so that (loopy) belief propagation can be run on it, then the result of belief propagation encodes the result of backpropagation; thus backpropagation is recovered as a special case of belief propagation. In other words, we prove for apparently the first time that belief propagation generalizes backpropagation. Our …
Probabilistic graphical models are a powerful concept for modeling high-dimensional distributions. Besides modeling distributions, probabilistic graphical models also provide an elegant framework for performing statistical inference; because of the high-dimensional nature, however, one must often use approximate methods for this purpose. Belief propagation performs approximate inference, is efficient, and looks back on a long success-story. Yet, in most cases, belief propagation lacks any performance and convergence guarantees. Many realistic problems are presented by graphical models with loo…
We introduce a new class of lower bounds on the log partition function of a Markov random field which makes use of a reversed Jensen's inequality. In particular, our method approximates the intractable distribution using a linear combination of spanning trees with negative weights. This technique is a lower-bound counterpart to the tree-reweighted belief propagation algorithm, which uses a convex combination of spanning trees with positive weights to provide corresponding upper bounds. We develop algorithms to optimize and tighten the lower bounds over the non-convex set of valid parameter val…
Virginia Tech（弗吉尼亚理工大学）；University of Colorado Boulder（科罗拉多大学博尔德分校）
Traditional learning methods for training Markov random fields require doing inference over all variables to compute the likelihood gradient. The iteration complexity for those methods therefore scales with the size of the graphical models. In this paper, we propose \emph{block belief propagation learning} (BBPL), which uses block-coordinate updates of approximate marginals to compute approximate gradients, removing the need to compute inference on the entire graphical model. Thus, the iteration complexity of BBPL does not scale with the size of the graphs. We prove that the method converges t…
We apply belief propagation to a Bayesian bipartite graph composed of discrete independent hidden variables and discrete visible variables. The network is the Discrete counterpart of Independent Component Analysis (DICA) and it is manipulated in a factor graph form for inference and learning. A full set of simulations is reported for character images from the MNIST dataset. The results show that the factorial code implemented by the sources contributes to build a good generative model for the data that can be used in various inference modes.
Soochow University（苏州大学）；City University of Hong Kong（香港城市大学）
This paper presents a novel communication-efficient parallel belief propagation (CE-PBP) algorithm for training latent Dirichlet allocation (LDA). Based on the synchronous belief propagation (BP) algorithm, we first develop a parallel belief propagation (PBP) algorithm on the parallel architecture. Because the extensive communication delay often causes a low efficiency of parallel topic modeling, we further use Zipf's law to reduce the total communication cost in PBP. Extensive experiments on different data sets demonstrate that CE-PBP achieves a higher topic modeling accuracy and reduces more…
University of Michigan（密歇根大学）；DEVCOM Army Research Laboratory（DEVCOM陆军研究实验室）；BI Norwegian Business School（BI挪威商学院）；University of Brescia（布雷西亚大学）
In second-order uncertain Bayesian networks, the conditional probabilities are only known within distributions, i.e., probabilities over probabilities. The delta-method has been applied to extend exact first-order inference methods to propagate both means and variances through sum-product networks derived from Bayesian networks, thereby characterizing epistemic uncertainty, or the uncertainty in the model itself. Alternatively, second-order belief propagation has been demonstrated for polytrees but not for general directed acyclic graph structures. In this work, we extend Loopy Belief Propagat…
Toyota Technological Institute, Chicago（丰田理工学院芝加哥分校）
The belief propagation (BP) algorithm is widely applied to perform approximate inference on arbitrary graphical models, in part due to its excellent empirical properties and performance. However, little is known theoretically about when this algorithm will perform well. Using recent analysis of convergence and stability properties in BP and new results on approximations in binary systems, we derive a bound on the error in BP's estimates for pairwise Markov random fields over discrete valued random variables. Our bound is relatively simple to compute, and compares favorably with a previous meth…
We present a novel inference algorithm for arbitrary, binary, undirected graphs. Unlike loopy belief propagation, which iterates fixed point equations, we directly descend on the Bethe free energy. The algorithm consists of two phases, first we update the pairwise probabilities, given the marginal probabilities at each unit,using an analytic expression. Next, we update the marginal probabilities, given the pairwise probabilities by following the negative gradient of the Bethe free energy. Both steps are guaranteed to decrease the Bethe free energy, and since it is lower bounded, the algorithm …
This work describes a method of approximating matrix permanents efficiently using belief propagation. We formulate a probability distribution whose partition function is exactly the permanent, then use Bethe free energy to approximate this partition function. After deriving some speedups to standard belief propagation, the resulting algorithm requires $(n^2)$ time per iteration. Finally, we demonstrate the advantages of using this approximation.
DeepMind（深度思维）；Massachusetts Institute of Technology（麻省理工学院）
PGMax is an open-source Python package for (a) easily specifying discrete Probabilistic Graphical Models (PGMs) as factor graphs; and (b) automatically running efficient and scalable loopy belief propagation (LBP) in JAX. PGMax supports general factor graphs with tractable factors, and leverages modern accelerators like GPUs for inference. Compared with existing alternatives, PGMax obtains higher-quality inference results with up to three orders-of-magnitude inference time speedups. PGMax additionally interacts seamlessly with the rapidly growing JAX ecosystem, opening up new research possibil…
Restricted Boltzmann machines~(RBMs) and conditional RBMs~(CRBMs) are popular models for a wide range of applications. In previous work, learning on such models has been dominated by contrastive divergence~(CD) and its variants. Belief propagation~(BP) algorithms are believed to be slow for structured prediction on conditional RBMs~(e.g., Mnih et al. [2011]), and not as good as CD when applied in learning~(e.g., Larochelle et al. [2012]). In this work, we present a matrix-based implementation of belief propagation algorithms on CRBMs, which is easily scalable to tens of thousands of visible an…
This paper presents a new deterministic approximation technique in Bayesian networks. This method, "Expectation Propagation", unifies two previous techniques: assumed-density filtering, an extension of the Kalman filter, and loopy belief propagation, an extension of belief propagation in Bayesian networks. All three algorithms try to recover an approximate distribution which is close in KL divergence to the true distribution. Loopy belief propagation, because it propagates exact belief states, is useful for a limited class of belief networks, such as those which are purely discrete. Expectatio…
Belief propagation is a fundamental message-passing algorithm for probabilistic reasoning and inference in graphical models. While it is known to be exact on trees, in most applications belief propagation is run on graphs with cycles. Understanding the behavior of "loopy" belief propagation has been a major challenge for researchers in machine learning, and positive convergence results for BP are known under strong assumptions which imply the underlying graphical model exhibits decay of correlations. We show that under a natural initialization, BP converges quickly to the global optimum of the…
In this paper, we address the inverse problem, or the statistical machine learning problem, in Markov random fields with a non-parametric pair-wise energy function with continuous variables. The inverse problem is formulated by maximum likelihood estimation. The exact treatment of maximum likelihood estimation is intractable because of two problems: (1) it includes the evaluation of the partition function and (2) it is formulated in the form of functional optimization. We avoid Problem (1) by using Bethe approximation. Bethe approximation is an approximation technique equivalent to the loopy b…
The ability to leverage large-scale hardware parallelism has been one of the key enablers of the accelerated recent progress in machine learning. Consequently, there has been considerable effort invested into developing efficient parallel variants of classic machine learning algorithms. However, despite the wealth of knowledge on parallelization, some classic machine learning algorithms often prove hard to parallelize efficiently while maintaining convergence. In this paper, we focus on efficient parallel algorithms for the key machine learning task of inference on graphical models, in particu…
Recently, researchers have demonstrated that loopy belief propagation - the use of Pearls polytree algorithm IN a Bayesian network WITH loops OF error- correcting codes.The most dramatic instance OF this IS the near Shannon - limit performance OF Turbo Codes codes whose decoding algorithm IS equivalent TO loopy belief propagation IN a chain - structured Bayesian network. IN this paper we ask : IS there something special about the error - correcting code context, OR does loopy propagation WORK AS an approximate inference schemeIN a more general setting? We compare the marginals computed using l…
An important part of problems in statistical physics and computer science can be expressed as the computation of marginal probabilities over a Markov Random Field. The belief propagation algorithm, which is an exact procedure to compute these marginals when the underlying graph is a tree, has gained its popularity as an efficient way to approximate them in the more general case. In this paper, we focus on an aspect of the algorithm that did not get that much attention in the literature, which is the effect of the normalization of the messages. We show in particular that, for a large class of n…
In this article, we present a visual introduction to Gaussian Belief Propagation (GBP), an approximate probabilistic inference algorithm that operates by passing messages between the nodes of arbitrarily structured factor graphs. A special case of loopy belief propagation, GBP updates rely only on local information and will converge independently of the message schedule. Our key argument is that, given recent trends in computing hardware, GBP has the right computational properties to act as a scalable distributed probabilistic inference framework for future machine learning systems.
Many datasets give partial information about an ordering or ranking by indicating which team won a game, which item a user prefers, or who infected whom. We define a continuous spin system whose Gibbs distribution is the posterior distribution on permutations, given a probabilistic model of these interactions. Using the cavity method we derive a belief propagation algorithm that computes the marginal distribution of each node's position. In addition, the Bethe free energy lets us approximate the number of linear extensions of a partial order and perform model selection between competing probab…
We consider the problem of interactive partially observable Markov decision processes (I-POMDPs), where the agents are located at the nodes of a communication network. Specifically, we assume a certain message type for all messages. Moreover, each agent makes individual decisions based on the interactive belief states, the information observed locally and the messages received from its neighbors over the network. Within this setting, the collective goal of the agents is to maximize the globally averaged return over the network through exchanging information with their neighbors. We propose a d…
Carnegie Mellon University（卡内基梅隆大学）；University of Macau（澳门大学）；The University of Hong Kong（香港大学）
Gaussian belief propagation (BP) has been widely used for distributed estimation in large-scale networks such as the smart grid, communication networks, and social networks, where local measurements/observations are scattered over a wide geographical area. However, the convergence of Gaus- sian BP is still an open issue. In this paper, we consider the convergence of Gaussian BP, focusing in particular on the convergence of the information matrix. We show analytically that the exchanged message information matrix converges for arbitrary positive semidefinite initial value, and its dis- tance to…
We show how to train the fast dependency parser of Smith and Eisner (2008) for improved accuracy. This parser can consider higher-order interactions among edges while retaining O(n^3) runtime. It outputs the parse with maximum expected recall -- but for speed, this expectation is taken under a posterior distribution that is constructed only approximately, using loopy belief propagation through structured factors. We show how to adjust the model parameters to compensate for the errors introduced by this approximation, by following the gradient of the actual loss on training data. We find this g…
This paper presents a Bayesian image segmentation model based on Potts prior and loopy belief propagation. The proposed Bayesian model involves several terms, including the pairwise interactions of Potts models, and the average vectors and covariant matrices of Gauss distributions in color image modeling. These terms are often referred to as hyperparameters in statistical machine learning theory. In order to determine these hyperparameters, we propose a new scheme for hyperparameter estimation based on conditional maximization of entropy in the Potts prior. The algorithm is given based on loop…
Soochow University（苏州大学）；City University of Hong Kong（香港城市大学）
Fast convergence speed is a desired property for training latent Dirichlet allocation (LDA), especially in online and parallel topic modeling for massive data sets. This paper presents a novel residual belief propagation (RBP) algorithm to accelerate the convergence speed for training LDA. The proposed RBP uses an informed scheduling scheme for asynchronous message passing, which passes fast-convergent messages with a higher priority to influence those slow-convergent messages at each learning iteration. Extensive empirical studies confirm that RBP significantly reduces the training time until…
Situation-aware technologies enabled by multiobject tracking (MOT) methods will create new services and applications in fields such as autonomous navigation and applied ocean sciences. Belief propagation (BP) is a state-of-the-art method for Bayesian MOT but fully relies on a statistical model and preprocessed sensor measurements. In this paper, we establish a hybrid method for model-based and data-driven MOT. The proposed neural enhanced belief propagation (NEBP) approach complements BP by information learned from raw sensor data with the goal to improve data association and to reject false a…
University of Rochester（罗切斯特大学）；Columbia University（哥伦比亚大学）
Loopy belief propagation performs approximate inference on graphical models with loops. One might hope to compensate for the approximation by adjusting model parameters. Learning algorithms for this purpose have been explored previously, and the claim has been made that every set of locally consistent marginals can arise from belief propagation run on a graphical model. On the contrary, here we show that many probability distributions have marginals that cannot be reached by belief propagation using any set of model parameters or any learning algorithm. We call such marginals `unbelievable.' T…
We study text summarization from the viewpoint of maximum coverage problem. In graph theory, the task of text summarization is regarded as maximum coverage problem on bipartite graph with weighted nodes. In recent study, belief-propagation based algorithm for maximum coverage on unweighted graph was proposed using the idea of statistical mechanics. We generalize it to weighted graph for text summarization. Then we apply our algorithm to weighted biregular random graph for verification of maximum coverage performance. We also apply it to bipartite graph representing real document in open text d…
We present a "pull" approach to approximate products of Gaussian mixtures within message updates for Nonparametric Belief Propagation (NBP) inference. Existing NBP methods often represent messages between continuous-valued latent variables as Gaussian mixture models. To avoid computational intractability in loopy graphs, NBP necessitates an approximation of the product of such mixtures. Sampling-based product approximations have shown effectiveness for NBP inference. However, such approximations used within the traditional "push" message update procedures quickly become computationally prohibi…
École Polytechnique Fédérale de Lausanne (EPFL)（洛桑联邦理工学院）
Factor graphs are important models for succinctly representing probability distributions in machine learning, coding theory, and statistical physics. Several computational problems, such as computing marginals and partition functions, arise naturally when working with factor graphs. Belief propagation is a widely deployed iterative method for solving these problems. However, despite its significant empirical success, not much is known about the correctness and efficiency of belief propagation. Bethe approximation is an optimization-based framework for approximating partition functions. While i…
University of Michigan（密歇根大学）；Santa Fe Institute（圣塔菲研究所）；Center for the Study of Complex Systems, University of Michigan（密歇根大学复杂系统研究中心）
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 the 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 …
Location-aware networks will introduce innovative services and applications for modern convenience, applied ocean sciences, and public safety. In this paper, we establish a hybrid method for model-based and data-driven inference. We consider a cooperative localization (CL) scenario where the mobile agents in a wireless network aim to localize themselves by performing pairwise observations with other agents and by exchanging location information. A traditional method for distributed CL in large agent networks is belief propagation (BP) which is completely model-based and is known to suffer from…
The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was pioneeringly estimated by S. Ciliberti and M. Mézard [Eur. Phys. B. 57, 175 (2007)]; however, they have not yet developed an approximate derivation method for finding the optimal portfolio with respect to a given return set. In this study, an approximation algorithm based on belief propagation for the portfolio optimization problem is presented using the Bethe free energy formalism, and the consistency of the numerical experimental result…
