Adaptive Belief Propagation

Georgios Papachristoudis, John Fisher
Proceedings of the 32nd International Conference on Machine Learning, PMLR 37:899-907, 2015.

Abstract

Graphical models are widely used in inference problems. In practice, one may construct a single large-scale model to explain a phenomenon of interest, which may be utilized in a variety of settings. The latent variables of interest, which can differ in each setting, may only represent a small subset of all variables. The marginals of variables of interest may change after the addition of measurements at different time points. In such adaptive settings, naive algorithms, such as standard belief propagation (BP), may utilize many unnecessary computations by propagating messages over the entire graph. Here, we formulate an efficient inference procedure, termed adaptive BP (AdaBP), suitable for adaptive inference settings. We show that it gives exact results for trees in discrete and Gaussian Markov Random Fields (MRFs), and provide an extension to Gaussian loopy graphs. We also provide extensions on finding the most likely sequence of the entire latent graph. Lastly, we compare the proposed method to standard BP and to that of (Sumer et al., 2011), which tackles the same problem. We show in synthetic and real experiments that it outperforms standard BP by orders of magnitude and explore the settings that it is advantageous over (Sumer et al., 2011).

Cite this Paper


BibTeX
@InProceedings{pmlr-v37-papachristoudis15, title = {Adaptive Belief Propagation}, author = {Papachristoudis, Georgios and Fisher, John}, booktitle = {Proceedings of the 32nd International Conference on Machine Learning}, pages = {899--907}, year = {2015}, editor = {Bach, Francis and Blei, David}, volume = {37}, series = {Proceedings of Machine Learning Research}, address = {Lille, France}, month = {07--09 Jul}, publisher = {PMLR}, pdf = {http://proceedings.mlr.press/v37/papachristoudis15.pdf}, url = {https://proceedings.mlr.press/v37/papachristoudis15.html}, abstract = {Graphical models are widely used in inference problems. In practice, one may construct a single large-scale model to explain a phenomenon of interest, which may be utilized in a variety of settings. The latent variables of interest, which can differ in each setting, may only represent a small subset of all variables. The marginals of variables of interest may change after the addition of measurements at different time points. In such adaptive settings, naive algorithms, such as standard belief propagation (BP), may utilize many unnecessary computations by propagating messages over the entire graph. Here, we formulate an efficient inference procedure, termed adaptive BP (AdaBP), suitable for adaptive inference settings. We show that it gives exact results for trees in discrete and Gaussian Markov Random Fields (MRFs), and provide an extension to Gaussian loopy graphs. We also provide extensions on finding the most likely sequence of the entire latent graph. Lastly, we compare the proposed method to standard BP and to that of (Sumer et al., 2011), which tackles the same problem. We show in synthetic and real experiments that it outperforms standard BP by orders of magnitude and explore the settings that it is advantageous over (Sumer et al., 2011).} }
Endnote
%0 Conference Paper %T Adaptive Belief Propagation %A Georgios Papachristoudis %A John Fisher %B Proceedings of the 32nd International Conference on Machine Learning %C Proceedings of Machine Learning Research %D 2015 %E Francis Bach %E David Blei %F pmlr-v37-papachristoudis15 %I PMLR %P 899--907 %U https://proceedings.mlr.press/v37/papachristoudis15.html %V 37 %X Graphical models are widely used in inference problems. In practice, one may construct a single large-scale model to explain a phenomenon of interest, which may be utilized in a variety of settings. The latent variables of interest, which can differ in each setting, may only represent a small subset of all variables. The marginals of variables of interest may change after the addition of measurements at different time points. In such adaptive settings, naive algorithms, such as standard belief propagation (BP), may utilize many unnecessary computations by propagating messages over the entire graph. Here, we formulate an efficient inference procedure, termed adaptive BP (AdaBP), suitable for adaptive inference settings. We show that it gives exact results for trees in discrete and Gaussian Markov Random Fields (MRFs), and provide an extension to Gaussian loopy graphs. We also provide extensions on finding the most likely sequence of the entire latent graph. Lastly, we compare the proposed method to standard BP and to that of (Sumer et al., 2011), which tackles the same problem. We show in synthetic and real experiments that it outperforms standard BP by orders of magnitude and explore the settings that it is advantageous over (Sumer et al., 2011).
RIS
TY - CPAPER TI - Adaptive Belief Propagation AU - Georgios Papachristoudis AU - John Fisher BT - Proceedings of the 32nd International Conference on Machine Learning DA - 2015/06/01 ED - Francis Bach ED - David Blei ID - pmlr-v37-papachristoudis15 PB - PMLR DP - Proceedings of Machine Learning Research VL - 37 SP - 899 EP - 907 L1 - http://proceedings.mlr.press/v37/papachristoudis15.pdf UR - https://proceedings.mlr.press/v37/papachristoudis15.html AB - Graphical models are widely used in inference problems. In practice, one may construct a single large-scale model to explain a phenomenon of interest, which may be utilized in a variety of settings. The latent variables of interest, which can differ in each setting, may only represent a small subset of all variables. The marginals of variables of interest may change after the addition of measurements at different time points. In such adaptive settings, naive algorithms, such as standard belief propagation (BP), may utilize many unnecessary computations by propagating messages over the entire graph. Here, we formulate an efficient inference procedure, termed adaptive BP (AdaBP), suitable for adaptive inference settings. We show that it gives exact results for trees in discrete and Gaussian Markov Random Fields (MRFs), and provide an extension to Gaussian loopy graphs. We also provide extensions on finding the most likely sequence of the entire latent graph. Lastly, we compare the proposed method to standard BP and to that of (Sumer et al., 2011), which tackles the same problem. We show in synthetic and real experiments that it outperforms standard BP by orders of magnitude and explore the settings that it is advantageous over (Sumer et al., 2011). ER -
APA
Papachristoudis, G. & Fisher, J.. (2015). Adaptive Belief Propagation. Proceedings of the 32nd International Conference on Machine Learning, in Proceedings of Machine Learning Research 37:899-907 Available from https://proceedings.mlr.press/v37/papachristoudis15.html.

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