We consider the problem of estimating a signal from measurements obtained via a generalized linear model. We focus on estimators based on approximate message passing (AMP), a family of iterative algorithms with many appealing features: the performance of AMP in the high-dimensional limit can be succinctly characterized under suitable model assumptions; AMP can also be tailored to the empirical distribution of the signal entries, and for a wide class of estimation problems, AMP is conjectured to be optimal among all polynomial-time algorithms.
However, a major issue of AMP is that in many models (such as phase retrieval), it requires an initialization correlated with the ground-truth signal and independent from the measurement matrix. Assuming that such an initialization is available is typically not realistic. In this paper, we solve this problem by proposing an AMP algorithm initialized with a spectral estimator. With such an initialization, the standard AMP analysis fails since the spectral estimator depends in a complicated way on the design matrix. Our main contribution is a rigorous characterization of the performance of AMP with spectral initialization in the high-dimensional limit. The key technical idea is to define and analyze a two-phase artificial AMP algorithm that first produces the spectral estimator, and then closely approximates the iterates of the true AMP. We also provide numerical results that demonstrate the validity of the proposed approach.
We consider a broad class of Approximate Message Passing (AMP) algorithms defined as a Lipschitzian functional iteration in terms of an $n\times n$ random symmetric matrix $A$. We establish universality in noise for this AMP in the $n$-limit and validate this behavior in a number of AMPs popularly adapted in compressed sensing, statistical inferences, and optimizations in spin glasses.
This paper is concerned with the problem of reconstructing an unknown rank-one matrix with prior structural information from noisy observations. While computing the Bayes-optimal estimator seems intractable in general due to its nonconvex nature, Approximate Message Passing (AMP) emerges as an efficient first-order method to approximate the Bayes-optimal estimator. However, the theoretical underpinnings of AMP remain largely unavailable when it starts from random initialization, a scheme of critical practical utility. Focusing on a prototypical model called $\mathbb{Z}_{2}$ synchronization, we…
We study the problem of estimating a rank-$1$ signal in the presence of rotationally invariant noise-a class of perturbations more general than Gaussian noise. Principal Component Analysis (PCA) provides a natural estimator, and sharp results on its performance have been obtained in the high-dimensional regime. Recently, an Approximate Message Passing (AMP) algorithm has been proposed as an alternative estimator with the potential to improve the accuracy of PCA. However, the existing analysis of AMP requires an initialization that is both correlated with the signal and independent of the noise…
Over the last decade or so, Approximate Message Passing (AMP) algorithms have become extremely popular in various structured high-dimensional statistical problems. The fact that the origins of these techniques can be traced back to notions of belief propagation in the statistical physics literature lends a certain mystique to the area for many statisticians. Our goal in this work is to present the main ideas of AMP from a statistical perspective, to illustrate the power and flexibility of the AMP framework. Along the way, we strengthen and unify many of the results in the existing literature.
Demystifying Topological Message-Passing with Relational Structures: A Case Study on Oversquashing in Simplicial Message-Passing
Max Planck Institute for Mathematics in the Sciences（马克斯·普朗克数学研究所）；UCLA（加州大学洛杉矶分校）；Center for Scalable Data Analytics and Artificial Intelligence（可扩展数据与人工智能中心）；University of Oxford（牛津大学）
The message passing framework is the foundation of the immense success enjoyed by graph neural networks (GNNs) in recent years. In spite of its elegance, there exist many problems it provably cannot solve over given input graphs. This has led to a surge of research on going "beyond message passing", building GNNs which do not suffer from those limitations -- a term which has become ubiquitous in regular discourse. However, have those methods truly moved beyond message passing? In this position paper, I argue about the dangers of using this term -- especially when teaching graph representation …
For the problem of multi-class linear classification and feature selection, we propose approximate message passing approaches to sparse multinomial logistic regression (MLR). First, we propose two algorithms based on the Hybrid Generalized Approximate Message Passing (HyGAMP) framework: one finds the maximum a posteriori (MAP) linear classifier and the other finds an approximation of the test-error-rate minimizing linear classifier. Then we design computationally simplified variants of these two algorithms. Next, we detail methods to tune the hyperparameters of their assumed statistical models…
We study the misclassification error for community detection in general heterogeneous stochastic block models (SBM) with noisy or partial label information. We establish a connection between the misclassification rate and the notion of minimum energy on the local neighborhood of the SBM. We develop an optimally weighted message passing algorithm to reconstruct labels for SBM based on the minimum energy flow and the eigenvectors of a certain Markov transition matrix. The general SBM considered in this paper allows for unequal-size communities, degree heterogeneity, and different connection prob…
Message passing on a factor graph is a powerful paradigm for the coding of approximate inference algorithms for arbitrarily graphical large models. The notion of a factor graph fragment allows for compartmentalization of algebra and computer code. We show that the Inverse G-Wishart family of distributions enables fundamental variational message passing factor graph fragments to be expressed elegantly and succinctly. Such fragments arise in models for which approximate inference concerning covariance matrix or variance parameters is made, and are ubiquitous in contemporary statistics and machin…
Carnegie Mellon University（卡内基梅隆大学）；University of Alberta（阿尔伯塔大学）
Boolean matrix factorization and Boolean matrix completion from noisy observations are desirable unsupervised data-analysis methods due to their interpretability, but hard to perform due to their NP-hardness. We treat these problems as maximum a posteriori inference problems in a graphical model and present a message passing approach that scales linearly with the number of observations and factors. Our empirical study demonstrates that message passing is able to recover low-rank Boolean matrices, in the boundaries of theoretically possible recovery and compares favorably with state-of-the-art …
The mechanism of message passing in graph neural networks (GNNs) is still mysterious. Apart from convolutional neural networks, no theoretical origin for GNNs has been proposed. To our surprise, message passing can be best understood in terms of power iteration. By fully or partly removing activation functions and layer weights of GNNs, we propose subspace power iteration clustering (SPIC) models that iteratively learn with only one aggregator. Experiments show that our models extend GNNs and enhance their capability to process random featured networks. Moreover, we demonstrate the redundancy …
Knowledge graph completion aims to predict missing relations between entities in a knowledge graph. In this work, we propose a relational message passing method for knowledge graph completion. Different from existing embedding-based methods, relational message passing only considers edge features (i.e., relation types) without entity IDs in the knowledge graph, and passes relational messages among edges iteratively to aggregate neighborhood information. Specifically, two kinds of neighborhood topology are modeled for a given entity pair under the relational message passing framework: (1) Relat…
University College London（伦敦大学学院）；Google Deepmind（谷歌DeepMind）
We propose to learn a kernel-based message operator which takes as input all expectation propagation (EP) incoming messages to a factor node and produces an outgoing message. In ordinary EP, computing an outgoing message involves estimating a multivariate integral which may not have an analytic expression. Learning such an operator allows one to bypass the expensive computation of the integral during inference by directly mapping all incoming messages into an outgoing message. The operator can be learned from training data (examples of input and output messages) which allows automated inferenc…
We present a hierarchical neural message passing architecture for learning on molecular graphs. Our model takes in two complementary graph representations: the raw molecular graph representation and its associated junction tree, where nodes represent meaningful clusters in the original graph, e.g., rings or bridged compounds. We then proceed to learn a molecule's representation by passing messages inside each graph, and exchange messages between the two representations using a coarse-to-fine and fine-to-coarse information flow. Our method is able to overcome some of the restrictions known from…
We propose a novel multi-scale message passing neural network algorithm for learning the solutions of time-dependent PDEs. Our algorithm possesses both temporal and spatial multi-scale resolution features by incorporating multi-scale sequence models and graph gating modules in the encoder and processor, respectively. Benchmark numerical experiments are presented to demonstrate that the proposed algorithm outperforms baselines, particularly on a PDE with a range of spatial and temporal scales.
We propose a general framework for solving the group synchronization problem, where we focus on the setting of adversarial or uniform corruption and sufficiently small noise. Specifically, we apply a novel message passing procedure that uses cycle consistency information in order to estimate the corruption levels of group ratios and consequently solve the synchronization problem in our setting. We first explain why the group cycle consistency information is essential for effectively solving group synchronization problems. We then establish exact recovery and linear convergence guarantees for t…
We address the problem of computing approximate marginals in Gaussian probabilistic models by using mean field and fractional Bethe approximations. We define the Gaussian fractional Bethe free energy in terms of the moment parameters of the approximate marginals, derive a lower and an upper bound on the fractional Bethe free energy and establish a necessary condition for the lower bound to be bounded from below. It turns out that the condition is identical to the pairwise normalizability condition, which is known to be a sufficient condition for the convergence of the message passing algorithm…
Stanford University（斯坦福大学）；University of California, Berkeley（加州大学伯克利分校）
Maximum a posteriori (MAP) inference in discrete-valued Markov random fields is a fundamental problem in machine learning that involves identifying the most likely configuration of random variables given a distribution. Due to the difficulty of this combinatorial problem, linear programming (LP) relaxations are commonly used to derive specialized message passing algorithms that are often interpreted as coordinate descent on the dual LP. To achieve more desirable computational properties, a number of methods regularize the LP with an entropy term, leading to a class of smooth message passing al…
A general graph-structured neural network architecture operates on graphs through two core components: (1) complex enough message functions; (2) a fixed information aggregation process. In this paper, we present the Policy Message Passing algorithm, which takes a probabilistic perspective and reformulates the whole information aggregation as stochastic sequential processes. The algorithm works on a much larger search space, utilizes reasoning history to perform inference, and is robust to noisy edges. We apply our algorithm to multiple complex graph reasoning and prediction tasks and show that…
Graph neural networks have recently achieved great successes in predicting quantum mechanical properties of molecules. These models represent a molecule as a graph using only the distance between atoms (nodes). They do not, however, consider the spatial direction from one atom to another, despite directional information playing a central role in empirical potentials for molecules, e.g. in angular potentials. To alleviate this limitation we propose directional message passing, in which we embed the messages passed between atoms instead of the atoms themselves. Each message is associated with a …
Graph Neural Networks (GNNs) are the subject of intense focus by the machine learning community for problems involving relational reasoning. GNNs can be broadly divided into spatial and spectral approaches. Spatial approaches use a form of learned message-passing, in which interactions among vertices are computed locally, and information propagates over longer distances on the graph with greater numbers of message-passing steps. Spectral approaches use eigendecompositions of the graph Laplacian to produce a generalization of spatial convolutions to graph structured data which access informatio…
Message-passing has proved to be an effective way to design graph neural networks, as it is able to leverage both permutation equivariance and an inductive bias towards learning local structures in order to achieve good generalization. However, current message-passing architectures have a limited representation power and fail to learn basic topological properties of graphs. We address this problem and propose a powerful and equivariant message-passing framework based on two ideas: first, we propagate a one-hot encoding of the nodes, in addition to the features, in order to learn a local contex…
University of Cambridge（剑桥大学）；ENS Paris-Saclay, Université Paris-Saclay（巴黎萨克雷大学巴黎萨克雷高等师范学院）；University of British Columbia（不列颠哥伦比亚大学）
Creating fast and accurate force fields is a long-standing challenge in computational chemistry and materials science. Recently, several equivariant message passing neural networks (MPNNs) have been shown to outperform models built using other approaches in terms of accuracy. However, most MPNNs suffer from high computational cost and poor scalability. We propose that these limitations arise because MPNNs only pass two-body messages leading to a direct relationship between the number of layers and the expressivity of the network. In this work, we introduce MACE, a new equivariant MPNN model th…
In recent years, contrastive learning achieves impressive results on self-supervised visual representation learning, but there still lacks a rigorous understanding of its learning dynamics. In this paper, we show that if we cast a contrastive objective equivalently into the feature space, then its learning dynamics admits an interpretable form. Specifically, we show that its gradient descent corresponds to a specific message passing scheme on the corresponding augmentation graph. Based on this perspective, we theoretically characterize how contrastive learning gradually learns discriminative f…
Recent efforts on combining deep models with probabilistic graphical models are promising in providing flexible models that are also easy to interpret. We propose a variational message-passing algorithm for variational inference in such models. We make three contributions. First, we propose structured inference networks that incorporate the structure of the graphical model in the inference network of variational auto-encoders (VAE). Second, we establish conditions under which such inference networks enable fast amortized inference similar to VAE. Finally, we derive a variational message passin…
