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New Closed-Form Bounds on the Partition Function

机译:分区函数的新封闭形式界

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Estimating the partition function is a key computation in graphical models that is required for important tasks like parameter estimation, model selection and structure learning. However, this computation is intractable in general. Thus, developing efficient and accurate approximations is of considerable interest. Variational methods express the computation of the partition function as an optimization problem (solving which intractable in general) and then relax the optimization problem in various ways to obtain approximations to the partition function. Two popular algorithms belonging to this framework are loopy belief propagation (LBP) and tree-reweighted belief propagation (TRW-BP). Both these algorithms are so-called message passing algorithms that work by updating local beliefs about probabilities at graph nodes by passing messages between the nodes in the graph until convergence is achieved. TRW-BP is guaranteed to give an upper bound on the partition function. However, neither algorithm is guaranteed to converge in general. Although convergent alternatives to TRW-BP have been proposed, they have no guarantees on the number of iterations required for convergence. Thus, these algorithms could be prohibitively expensive for applications requiring repeated inference on large graphs (like training large CRFs). In order to overcome this problem, Sutton et al. propose the piecewise approximation (PW) to the partition function. PW tends to be loose, but can be computed very fast, because it has a closed-form expression. Sutton et al. apply it successfully to common NLP tasks. In this paper, for a special class of potentials (that contain associative potentials), we prove that both LBP and TRW-BP converge in a single iteration. Using this fact, we obtain closed-form expressions for the TRW and LBP approximations to the partition function. In recent work, Wainwright et al. prove that LBP gives a lower bound on the partition function for binary attractive MRFs. We thus also get closed-form lower bounds for attractive associative MRFs. This enables us to obtain bounds on the error between the true partition function and these approximations for attractive associative MRFs. We also construct examples which show that TRW and LBP can give arbitrarily bad approximations to the marginal probabilities. Using the closed-form bounds for these special cases, we also develop novel closed-form upper bounds for arbitrary MRFs and closed-form lower bounds for associative binary MRFs. We also present experimental results showing that the new upper bounds are almost always tighter than the piecewise bound. The experiments also show that the novel lover bounds beat popular existing bounds like the mean-field bound on densely connected graphs.
机译:估计分区函数是图形模型中的关键计算,这是诸如参数估计,模型选择和结构学习之类的重要任务所必需的。然而,这种计算通常是棘手的。因此,开发有效且精确的近似值是相当重要的。变分方法将分区函数的计算表示为优化问题(通常解决该问题很难解决),然后以各种方式放松优化问题,以获取分区函数的近似值。属于该框架的两种流行算法是循环置信传播(LBP)和树重加权置信传播(TRW-BP)。这两种算法都是所谓的消息传递算法,它们通过在图的节点之间传递消息直到实现收敛,来更新关于图节点上概率的局部信念。保证TRW-BP给出分区函数的上限。但是,这两种算法一般都无法保证收敛。尽管已提出TRW-BP的收敛替代方案,但它们不能保证收敛所需的迭代次数。因此,对于需要在大图形上进行反复推理的应用(例如训练大型CRF),这些算法的成本可能过高。为了克服这个问题,萨顿等。对分区函数提出分段近似(PW)。 PW往往比较松散,但由于具有封闭形式的表达式,因此可以非常快速地进行计算。萨顿等。将其成功应用于常见的NLP任务。在本文中,对于一类特殊的电位(包含关联电位),我们证明LBP和TRW-BP都在一次迭代中收敛。利用这一事实,我们获得了分区函数的TRW和LBP近似值的闭式表达式。在最近的工作中,Wainwright等人。证明LBP在二进制有吸引力的MRF的划分函数上给出了下限。因此,我们还获得了有吸引力的关联MRF的闭式下界。这使我们能够获得真实的分区函数和这些近似值之间的误差界限,以得出有吸引力的关联MRF。我们还构建了一些示例,这些示例表明TRW和LBP可以对边际概率给出任意不好的近似值。使用这些特殊情况的封闭形式边界,我们还为任意MRF开发了新颖的封闭形式上限,并为关联二进制MRF开发了封闭形式下限。我们还提供了实验结果,表明新的上限几乎总是比分段上限更紧密。实验还表明,新颖的情人边界击败了流行的现有边界,例如在紧密连接的图上的均值场边界。

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