Inference with Minimal Communication: a Decision-Theoretic Variational Approach

Given a directed graphical model with binary-valued hidden nodes and real-valued noisy observations, consider deciding upon the maximum a-posteriori (MAP) or the maximum posterior-marginal (MPM) assignment underthe restriction that each node broadcasts only to its children exactly one single-bit message. We present a variational formulation, viewing the processing rules local to all nodes as degrees-of-freedom, that minimizes the loss in expected (MAP or MPM) performance subject to such online communication constraints. The approach leads to a novel message-passing algorithm to be executed offline, or before observations are realized, which mitigates the performance loss by iteratively coupling allrules in a manner implicitly driven by global statistics. We also provide (i) illustrative examples, (ii) assumptions that guarantee convergence andefficiency and (iii) connections to active research areas.