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arXiv cs/0508101cs.ITcs.AImath.IT
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基于最大乘积置信传播的最大权匹配算法

Maximum Weight Matching via Max-Product Belief Propagation

Mohsen Bayati, Devavrat Shah, Mayank Sharma

摘要:

最大乘积“置信传播”是一种迭代的、局部的、消息传递算法,用于找到由图形模型指定的离散概率分布的最大后验(MAP)分配。尽管该算法在许多应用领域取得了惊人的成功,如迭代解码,计算机视觉和组合优化,其中涉及许多圈的图,理论结果的正确性和收敛性的算法是已知的在少数情况下(Weiss-Freeman Wainwright,Yeddidia-Weiss-Freeman,Richardson-Urbanke}。本文研究了在带权完全二部图中求最大权匹配的问题。我们定义了一个概率分布的二部图的MAP分配对应的MWM。我们使用最大乘积算法来找到这个分布的MAP,或者等价地,在二分图上的MWM。即使底层的二分图有许多短圈,我们发现,令人惊讶的是,最大积算法总是收敛到正确的MAP分配,只要MAP分配是唯一的。我们提供了一个约束的算法所需的迭代次数,并评估算法的计算成本。我们发现,对于一个图的大小$n$,该算法的计算成本的规模为$O(n^3)$,这是最有名的算法的计算成本相同。最后,我们建立了最大积算法和著名的{ \em拍卖}算法之间的精确关系。这表明离散优化问题的对偶算法和最大乘积算法之间可能存在联系。

英文摘要:

Max-product "belief propagation" is an iterative, local, message-passing algorithm for finding the maximum a posteriori (MAP) assignment of a discrete probability distribution specified by a graphical model. Despite the spectacular success of the algorithm in many application areas such as iterative decoding, computer vision and combinatorial optimization which involve graphs with many cycles, theoretical results about both correctness and convergence of the algorithm are known in few cases (Weiss-Freeman Wainwright, Yeddidia-Weiss-Freeman, Richardson-Urbanke}. In this paper we consider the problem of finding the Maximum Weight Matching (MWM) in a weighted complete bipartite graph. We define a probability distribution on the bipartite graph whose MAP assignment corresponds to the MWM. We use the max-product algorithm for finding the MAP of this distribution or equivalently, the MWM on the bipartite graph. Even though the underlying bipartite graph has many short cycles, we find that surprisingly, the max-product algorithm always converges to the correct MAP assignment as long as the MAP assignment is unique. We provide a bound on the number of iterations required by the algorithm and evaluate the computational cost of the algorithm. We find that for a graph of size $n$, the computational cost of the algorithm scales as $O(n^3)$, which is the same as the computational cost of the best known algorithm. Finally, we establish the precise relation between the max-product algorithm and the celebrated {\em auction} algorithm proposed by Bertsekas. This suggests possible connections between dual algorithm and max-product algorithm for discrete optimization problems.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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