Uncertainty in Artificial Intelligence
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MAP Estimation, Linear Programming and Belief Propagation with Convex Free Energies
Yair Weiss, Chen Yanover, Talya Meltzer
Abstract:
Finding the most probable assignment (MAP) in a general graphical model is known to be NP hard but good approximations have been attained with max-product belief propagation (BP) and its variants. In particular, it is known that using BP on a single-cycle graph or tree reweighted BP on an arbitrary graph will give the MAP solution if the beliefs have no ties. In this paper we extend the setting under which BP can be used to provably extract the MAP. We define Convex BP as BP algorithms based on a convex free energy approximation and show that this class includes ordinary BP with single-cycle, tree reweighted BP and many other BP variants. We show that when there are no ties, fixed-points of convex max-product BP will provably give the MAP solution. We also show that convex sum-product BP at sufficiently small temperatures can be used to solve linear programs that arise from relaxing the MAP problem. Finally, we derive a novel condition that allows us to derive the MAP solution even if some of the convex BP beliefs have ties. In experiments, we show that our theorems allow us to find the MAP in many real-world instances of graphical models where exact inference using junction-tree is impossible.
Keywords:
Pages: 416-425
PS Link:
PDF Link: /papers/07/p416-weiss.pdf
BibTex:
@INPROCEEDINGS{Weiss07,
AUTHOR = "Yair Weiss and Chen Yanover and Talya Meltzer",
TITLE = "MAP Estimation, Linear Programming and Belief Propagation with Convex Free Energies",
BOOKTITLE = "Proceedings of the Twenty-Third Conference Annual Conference on Uncertainty in Artificial Intelligence (UAI-07)",
PUBLISHER = "AUAI Press",
ADDRESS = "Corvallis, Oregon",
YEAR = "2007",
PAGES = "416--425"
}


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