Fast Convergence of Belief Propagation to Global Optima: Beyond Correlation Decay

May 24, 2019 ยท Declared Dead ยท ๐Ÿ› Neural Information Processing Systems

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Authors Frederic Koehler arXiv ID 1905.09992 Category cs.LG: Machine Learning Cross-listed cs.DS, math.PR, stat.ML Citations 14 Venue Neural Information Processing Systems Last Checked 4 months ago
Abstract
Belief propagation is a fundamental message-passing algorithm for probabilistic reasoning and inference in graphical models. While it is known to be exact on trees, in most applications belief propagation is run on graphs with cycles. Understanding the behavior of "loopy" belief propagation has been a major challenge for researchers in machine learning, and positive convergence results for BP are known under strong assumptions which imply the underlying graphical model exhibits decay of correlations. We show that under a natural initialization, BP converges quickly to the global optimum of the Bethe free energy for Ising models on arbitrary graphs, as long as the Ising model is \emph{ferromagnetic} (i.e. neighbors prefer to be aligned). This holds even though such models can exhibit long range correlations and may have multiple suboptimal BP fixed points. We also show an analogous result for iterating the (naive) mean-field equations; perhaps surprisingly, both results are dimension-free in the sense that a constant number of iterations already provides a good estimate to the Bethe/mean-field free energy.
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