67,794 research outputs found
A Factor Graph Approach to Automated Design of Bayesian Signal Processing Algorithms
The benefits of automating design cycles for Bayesian inference-based
algorithms are becoming increasingly recognized by the machine learning
community. As a result, interest in probabilistic programming frameworks has
much increased over the past few years. This paper explores a specific
probabilistic programming paradigm, namely message passing in Forney-style
factor graphs (FFGs), in the context of automated design of efficient Bayesian
signal processing algorithms. To this end, we developed "ForneyLab"
(https://github.com/biaslab/ForneyLab.jl) as a Julia toolbox for message
passing-based inference in FFGs. We show by example how ForneyLab enables
automatic derivation of Bayesian signal processing algorithms, including
algorithms for parameter estimation and model comparison. Crucially, due to the
modular makeup of the FFG framework, both the model specification and inference
methods are readily extensible in ForneyLab. In order to test this framework,
we compared variational message passing as implemented by ForneyLab with
automatic differentiation variational inference (ADVI) and Monte Carlo methods
as implemented by state-of-the-art tools "Edward" and "Stan". In terms of
performance, extensibility and stability issues, ForneyLab appears to enjoy an
edge relative to its competitors for automated inference in state-space models.Comment: Accepted for publication in the International Journal of Approximate
Reasonin
Efficient Triangle Counting in Large Graphs via Degree-based Vertex Partitioning
The number of triangles is a computationally expensive graph statistic which
is frequently used in complex network analysis (e.g., transitivity ratio), in
various random graph models (e.g., exponential random graph model) and in
important real world applications such as spam detection, uncovering of the
hidden thematic structure of the Web and link recommendation. Counting
triangles in graphs with millions and billions of edges requires algorithms
which run fast, use small amount of space, provide accurate estimates of the
number of triangles and preferably are parallelizable.
In this paper we present an efficient triangle counting algorithm which can
be adapted to the semistreaming model. The key idea of our algorithm is to
combine the sampling algorithm of Tsourakakis et al. and the partitioning of
the set of vertices into a high degree and a low degree subset respectively as
in the Alon, Yuster and Zwick work treating each set appropriately. We obtain a
running time
and an approximation (multiplicative error), where is the number
of vertices, the number of edges and the maximum number of
triangles an edge is contained.
Furthermore, we show how this algorithm can be adapted to the semistreaming
model with space usage and a constant number of passes (three) over the graph
stream. We apply our methods in various networks with several millions of edges
and we obtain excellent results. Finally, we propose a random projection based
method for triangle counting and provide a sufficient condition to obtain an
estimate with low variance.Comment: 1) 12 pages 2) To appear in the 7th Workshop on Algorithms and Models
for the Web Graph (WAW 2010
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