$\alpha$ Belief Propagation for Approximate Inference
- URL: http://arxiv.org/abs/2006.15363v1
- Date: Sat, 27 Jun 2020 13:32:06 GMT
- Title: $\alpha$ Belief Propagation for Approximate Inference
- Authors: Dong Liu, Minh Th\`anh Vu, Zuxing Li, and Lars K. Rasmussen
- Abstract summary: Belief propagation (BP) algorithm is a widely used message-passing method for inference in graphical models.
We derive an interpretable belief propagation algorithm that is motivated by minimization of a localized $alpha$-divergence.
It turns out that $alpha$-BP generalizes standard BP.
- Score: 16.258304175469917
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Belief propagation (BP) algorithm is a widely used message-passing method for
inference in graphical models. BP on loop-free graphs converges in linear time.
But for graphs with loops, BP's performance is uncertain, and the understanding
of its solution is limited. To gain a better understanding of BP in general
graphs, we derive an interpretable belief propagation algorithm that is
motivated by minimization of a localized $\alpha$-divergence. We term this
algorithm as $\alpha$ belief propagation ($\alpha$-BP). It turns out that
$\alpha$-BP generalizes standard BP. In addition, this work studies the
convergence properties of $\alpha$-BP. We prove and offer the convergence
conditions for $\alpha$-BP. Experimental simulations on random graphs validate
our theoretical results. The application of $\alpha$-BP to practical problems
is also demonstrated.
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