Frederic Koehler
Fast Convergence of Belief Propagation to Global Optima: Beyond Correlation Decay
Frederic Koehler
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 other fields, and positive convergence results for BP are known under strong assumptions which imply the underlying graphical model exhibits decay of correlations. We show, building on previous work of Dembo and Montanari, 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 ferromagnetic (i.e.
Fast Convergence of Belief Propagation to Global Optima: Beyond Correlation Decay
Frederic Koehler
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 other fields, and positive convergence results for BP are known under strong assumptions which imply the underlying graphical model exhibits decay of correlations. We show, building on previous work of Dembo and Montanari, 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 ferromagnetic (i.e.
Information Theoretic Properties of Markov Random Fields, and their Algorithmic Applications
Linus Hamilton, Frederic Koehler, Ankur Moitra
Markov random fields are a popular model for high-dimensional probability distributions. Over the years, many mathematical, statistical and algorithmic problems on them have been studied. Until recently, the only known algorithms for provably learning them relied on exhaustive search, correlation decay or various incoherence assumptions. Bresler [4] gave an algorithm for learning general Ising models on bounded degree graphs. His approach was based on a structural result about mutual information in Ising models. Here we take a more conceptual approach to proving lower bounds on the mutual information.
Information Theoretic Properties of Markov Random Fields, and their Algorithmic Applications
Linus Hamilton, Frederic Koehler, Ankur Moitra
Markov random fields are a popular model for high-dimensional probability distributions. Over the years, many mathematical, statistical and algorithmic problems on them have been studied. Until recently, the only known algorithms for provably learning them relied on exhaustive search, correlation decay or various incoherence assumptions. Bresler [4] gave an algorithm for learning general Ising models on bounded degree graphs. His approach was based on a structural result about mutual information in Ising models. Here we take a more conceptual approach to proving lower bounds on the mutual information.