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Optimization and inference in machine learning and physics Workshop

Approximations with Reweighted Generalized Belief Propagation

author: Wim Wiegerinck, Radboud University Nijmegen

Description

In (Wainwright et al., 2002) a new general class of upper bounds on the log partition function of arbitrary undirected graphical models has been developed. This bound is constructed by taking convex combinations of tractable distributions. The experimental results published so far concentrates on combinations of tree-structured distributions leading to a convexified Bethe free energy, which is minimized by the tree-reweighted belief propagation algorithm. One of the favorable properties of this class of approximations is that increasing the complexity of the approximation is guaranteed to increase the precision. The lack of this guarantee is notorious in standard generalized belief propagation. We increase the complexity of the approximating distributions by taking combinations of junction trees, leading to a convexified Kikuchi free energy, which is minimized by reweighted generalized belief propagation. Experimental results for Ising grids as well as for fully connected Ising models are presented illustrating advantages and disadvantages of the reweighting method in approximate inference.

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Slides
0:02 Approximation with Reweighted Generalized Belief Propagation
0:57 Content
1:57 Motivation: Approximate interference with GBP
3:20 Aproximations
5:04 Exact model, partition function and free energy
6:14 Junction trees
9:29 Upper bound of log Z (Wainwright et al)
10:48 Upper bound using junctions trees
12:14 Convexified Kikuchi free energy
15:27 Convexified Kikuchi free energy (cont.)
17:02 Relation with Kikuchi free energy
20:10 Relation with variational mean field free energy
20:55 Reweighted Generaliized Belief Propagation (RGBP)
21:01 RGBP(2): Propagation = reparametrization
21:03 Counting numbers in some regular Ising models
24:10 Fully connected Ising models
24:47 Experimental set up
26:41 Exerimental resaults: Torus
30:19 Exerimental resaults: Fully connected model
32:46 Consistency
34:58 Summary, Conclusi

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