Truncating the loop series expansion for Belief Propagation

Recently, M. Chertkov and V.Y. Chernyak derived an exact expression for the partition sum (normalization constant) corresponding to a graphical model, which is an expansion around the Belief Propagation solution. By adding correction terms to the BP free energy, one for each "generalized loop" in the factor graph, the exact partition sum is obtained. However, the usually enormous number of generalized loops generally prohibits summation over all correction terms. In this article we introduce Truncated Loop Series BP (TLSBP), a particular way of truncating the loop series of M. Chertkov and V.Y. Chernyak by considering generalized loops as compositions of simple loops. We analyze the performance of TLSBP in different scenarios, including the Ising model, regular random graphs and on Promedas, a large probabilistic medical diagnostic system. We show that TLSBP often improves upon the accuracy of the BP solution, at the expense of increased computation time. We also show that the performance of TLSBP strongly depends on the degree of interaction between the variables. For weak interactions, truncating the series leads to significant improvements, whereas for strong interactions it can be ineffective, even if a high number of terms is considered.Comment: 31 pages, 12 figures, submitted to Journal of Machine Learning Researc

Cycle-based Cluster Variational Method for Direct and Inverse Inference

We elaborate on the idea that loop corrections to belief propagation could be dealt with in a systematic way on pairwise Markov random fields, by using the elements of a cycle basis to define region in a generalized belief propagation setting. The region graph is specified in such a way as to avoid dual loops as much as possible, by discarding redundant Lagrange multipliers, in order to facilitate the convergence, while avoiding instabilities associated to minimal factor graph construction. We end up with a two-level algorithm, where a belief propagation algorithm is run alternatively at the level of each cycle and at the inter-region level. The inverse problem of finding the couplings of a Markov random field from empirical covariances can be addressed region wise. It turns out that this can be done efficiently in particular in the Ising context, where fixed point equations can be derived along with a one-parameter log likelihood function to minimize. Numerical experiments confirm the effectiveness of these considerations both for the direct and inverse MRF inference.Comment: 47 pages, 16 figure

Barrier Frank-Wolfe for Marginal Inference

We introduce a globally-convergent algorithm for optimizing the tree-reweighted (TRW) variational objective over the marginal polytope. The algorithm is based on the conditional gradient method (Frank-Wolfe) and moves pseudomarginals within the marginal polytope through repeated maximum a posteriori (MAP) calls. This modular structure enables us to leverage black-box MAP solvers (both exact and approximate) for variational inference, and obtains more accurate results than tree-reweighted algorithms that optimize over the local consistency relaxation. Theoretically, we bound the sub-optimality for the proposed algorithm despite the TRW objective having unbounded gradients at the boundary of the marginal polytope. Empirically, we demonstrate the increased quality of results found by tightening the relaxation over the marginal polytope as well as the spanning tree polytope on synthetic and real-world instances.Comment: 25 pages, 12 figures, To appear in Neural Information Processing Systems (NIPS) 2015, Corrected reference and cleaned up bibliograph

Pairwise MRF Calibration by Perturbation of the Bethe Reference Point

We investigate different ways of generating approximate solutions to the pairwise Markov random field (MRF) selection problem. We focus mainly on the inverse Ising problem, but discuss also the somewhat related inverse Gaussian problem because both types of MRF are suitable for inference tasks with the belief propagation algorithm (BP) under certain conditions. Our approach consists in to take a Bethe mean-field solution obtained with a maximum spanning tree (MST) of pairwise mutual information, referred to as the \emph{Bethe reference point}, for further perturbation procedures. We consider three different ways following this idea: in the first one, we select and calibrate iteratively the optimal links to be added starting from the Bethe reference point; the second one is based on the observation that the natural gradient can be computed analytically at the Bethe point; in the third one, assuming no local field and using low temperature expansion we develop a dual loop joint model based on a well chosen fundamental cycle basis. We indeed identify a subclass of planar models, which we refer to as \emph{Bethe-dual graph models}, having possibly many loops, but characterized by a singly connected dual factor graph, for which the partition function and the linear response can be computed exactly in respectively O(N) and $O(N^2)$ operations, thanks to a dual weight propagation (DWP) message passing procedure that we set up. When restricted to this subclass of models, the inverse Ising problem being convex, becomes tractable at any temperature. Experimental tests on various datasets with refined $L_0$ or $L_1$ regularization procedures indicate that these approaches may be competitive and useful alternatives to existing ones.Comment: 54 pages, 8 figure. section 5 and refs added in V

Belief propagation algorithm for computing correlation functions in finite-temperature quantum many-body systems on loopy graphs

Belief propagation -- a powerful heuristic method to solve inference problems involving a large number of random variables -- was recently generalized to quantum theory. Like its classical counterpart, this algorithm is exact on trees when the appropriate independence conditions are met and is expected to provide reliable approximations when operated on loopy graphs. In this paper, we benchmark the performances of loopy quantum belief propagation (QBP) in the context of finite-tempereture quantum many-body physics. Our results indicate that QBP provides reliable estimates of the high-temperature correlation function when the typical loop size in the graph is large. As such, it is suitable e.g. for the study of quantum spin glasses on Bethe lattices and the decoding of sparse quantum error correction codes.Comment: 5 pages, 4 figure