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BP in Practice

Inference. Probabilistic Graphical Models. Message Passing. BP in Practice. Misconception Revisited. A. D. B. C. Nonconvergent BP Run. synchronous. Different Variants of BP. Synchronous BP: all messages are updated in parallel. x 100. 6. # messages converged.  11.  11.

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BP in Practice

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  1. Inference Probabilistic Graphical Models Message Passing BP in Practice

  2. Misconception Revisited A D B C

  3. Nonconvergent BP Run

  4. synchronous Different Variants of BP Synchronous BP:all messages areupdated in parallel x 100 6 # messages converged 11 11 12 12 13 13 4 2 21 21 22 22 23 23 Ising Grid 0 2 4 6 8 10 12 14 31 31 32 32 33 33 Time (seconds)

  5. asynchronous order 2 x 100 asynchronous 6 synchronous # messages converged 4 2 Ising Grid 0 2 4 6 8 10 12 14 Time (seconds) Different Variants of BP Asynchronous BP:Messages are updated one at a time 11 12 13 21 22 23 31 32 33

  6. Observations • Convergence is a local property: • some messages converge soon • others may never converge • Synchronous BP converges considerably worse than asynchronous • Message passing order makes a difference to extent and rate of convergence

  7. Informed Message Scheduling • Tree reparameterization (TRP) • Pick a tree and pass messages to calibrate 11 12 13 21 22 23 31 32 33

  8. Informed Message Scheduling • Tree reparameterization (TRP) • Pick a tree and pass messages to calibrate • Residual belief propagation (RBP) • Pass messages between two clusters whose beliefs over the sepset disagree the most

  9. Smoothing (Damping) Messages • Dampens oscillations in messages

  10. Summary • To achieve BP convergence, two main tricks • Damping • Intelligent message ordering • Convergence doesn’t guarantee correctness • Bad cases for BP – both convergence & accuracy: • Strong potentials pulling in different directions • Tight loops • Some new algorithms have better convergence: • Optimization-based view to inference

  11. END END END

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