347 research outputs found
Hybrid approximate message passing
Gaussian and quadratic approximations of message passing algorithms on graphs have attracted considerable recent attention due to their computational simplicity, analytic tractability, and wide applicability in optimization and statistical inference problems. This paper presents a systematic framework for incorporating such approximate message passing (AMP) methods in general graphical models. The key concept is a partition of dependencies of a general graphical model into strong and weak edges, with the weak edges representing interactions through aggregates of small, linearizable couplings of variables. AMP approximations based on the Central Limit Theorem can be readily applied to aggregates of many weak edges and integrated with standard message passing updates on the strong edges. The resulting algorithm, which we call hybrid generalized approximate message passing (HyGAMP), can yield significantly simpler implementations of sum-product and max-sum loopy belief propagation. By varying the partition of strong and weak edges, a performance--complexity trade-off can be achieved. Group sparsity and multinomial logistic regression problems are studied as examples of the proposed methodology.The work of S. Rangan was supported in part by the National Science Foundation under Grants 1116589, 1302336, and 1547332, and in part by the industrial affiliates of NYU WIRELESS. The work of A. K. Fletcher was supported in part by the National Science Foundation under Grants 1254204 and 1738286 and in part by the Office of Naval Research under Grant N00014-15-1-2677. The work of V. K. Goyal was supported in part by the National Science Foundation under Grant 1422034. The work of E. Byrne and P. Schniter was supported in part by the National Science Foundation under Grant CCF-1527162. (1116589 - National Science Foundation; 1302336 - National Science Foundation; 1547332 - National Science Foundation; 1254204 - National Science Foundation; 1738286 - National Science Foundation; 1422034 - National Science Foundation; CCF-1527162 - National Science Foundation; NYU WIRELESS; N00014-15-1-2677 - Office of Naval Research
Recognizing point clouds using conditional random fields
Detecting objects in cluttered scenes is a necessary step for many robotic tasks and facilitates the interaction of the robot with its environment. Because of the availability of efficient 3D sensing devices as the Kinect, methods for the recognition of objects in 3D point clouds have gained importance during the last years. In this paper, we propose a new supervised learning approach for the recognition of objects from 3D point clouds using Conditional Random Fields, a type of discriminative, undirected probabilistic graphical model. The various features and contextual relations of the objects are described by the potential functions in the graph. Our method allows for learning and inference from unorganized point clouds of arbitrary sizes and shows significant benefit in terms of computational speed during prediction when compared to a state-of-the-art approach based on constrained optimization.Peer ReviewedPostprint (author’s final draft
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
Dynamics and Performance of Susceptibility Propagation on Synthetic Data
We study the performance and convergence properties of the Susceptibility
Propagation (SusP) algorithm for solving the Inverse Ising problem. We first
study how the temperature parameter (T) in a Sherrington-Kirkpatrick model
generating the data influences the performance and convergence of the
algorithm. We find that at the high temperature regime (T>4), the algorithm
performs well and its quality is only limited by the quality of the supplied
data. In the low temperature regime (T<4), we find that the algorithm typically
does not converge, yielding diverging values for the couplings. However, we
show that by stopping the algorithm at the right time before divergence becomes
serious, good reconstruction can be achieved down to T~2. We then show that
dense connectivity, loopiness of the connectivity, and high absolute
magnetization all have deteriorating effects on the performance of the
algorithm. When absolute magnetization is high, we show that other methods can
be work better than SusP. Finally, we show that for neural data with high
absolute magnetization, SusP performs less well than TAP inversion.Comment: 9 pages, 7 figure
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 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 or 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
Recommended from our members
Square Root Propagation
We propose a message propagation scheme for numerically stable inference in Gaussian graphical models which can otherwise be susceptible to errors caused by finite numerical precision. We adapt square root algorithms, popular in Kalman filtering, to graphs with arbitrary topologies. The method consists of maintaining potentials and generating messages that involve the square root of precision matrices. Combining this with the machinery of the junction tree algorithm leads to an efficient and numerically stable algorithm. Experiments are presented to demonstrate the robustness of the method to numerical errors that can arise in complex learning and inference problems
- …