PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Convergent message passing algorithms - a unifying view
Talya Meltzer, Amir Globerson and Yair Weiss
Proceedings of Uncertainty in Artificial Intelligence (UAI) 2009.

Abstract

Message-passing algorithms have emerged as powerful techniques for approximate inference in graphical models. When these algorithms converge, they can be shown to find local (or sometimes even global) optima of variational formulations to the inference problem. But many of the most popular algorithms are not guaranteed to converge. This has lead to recent interest in convergent message-passing algorithms. In this paper, we present a unified view of convergent message-passing algorithms. We present a simple derivation of an abstract algorithm, tree-consistency bound optimization (TCBO) that is provably convergent in both its sum and max product forms. We then show that many of the existing convergent algorithms are instances of our TCBO algorithm, and obtain novel convergent algorithms “for free” by exchanging maximizations and summations in existing algorithms. In particular, we show that Wainwright’s non-convergent sum-product algorithm for tree based variational bounds, is actually convergent with the right update order for the case where trees are monotonic chains.

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EPrint Type:Article
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Learning/Statistics & Optimisation
Theory & Algorithms
ID Code:5428
Deposited By:Amir Globerson
Deposited On:23 July 2009