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用于最小化贝叶斯和菊池自由能的CCCP算法:信念传播的收敛替代方法。

CCCP algorithms to minimize the Bethe and Kikuchi free energies: convergent alternatives to belief propagation.

作者信息

Yuille A L

机构信息

Smith-Kettlewell Eye Research Institute, San Francisco, CA 94115, USA.

出版信息

Neural Comput. 2002 Jul;14(7):1691-722. doi: 10.1162/08997660260028674.

DOI:10.1162/08997660260028674
PMID:12079552
Abstract

This article introduces a class of discrete iterative algorithms that are provably convergent alternatives to belief propagation (BP) and generalized belief propagation (GBP). Our work builds on recent results by Yedidia, Freeman, and Weiss (2000), who showed that the fixed points of BP and GBP algorithms correspond to extrema of the Bethe and Kikuchi free energies, respectively. We obtain two algorithms by applying CCCP to the Bethe and Kikuchi free energies, respectively (CCCP is a procedure, introduced here, for obtaining discrete iterative algorithms by decomposing a cost function into a concave and a convex part). We implement our CCCP algorithms on two- and three-dimensional spin glasses and compare their results to BP and GBP. Our simulations show that the CCCP algorithms are stable and converge very quickly (the speed of CCCP is similar to that of BP and GBP). Unlike CCCP, BP will often not converge for these problems (GBP usually, but not always, converges). The results found by CCCP applied to the Bethe or Kikuchi free energies are equivalent, or slightly better than, those found by BP or GBP, respectively (when BP and GBP converge). Note that for these, and other problems, BP and GBP give very accurate results (see Yedidia et al., 2000), and failure to converge is their major error mode. Finally, we point out that our algorithms have a large range of inference and learning applications.

摘要

本文介绍了一类离散迭代算法,它们是经证明收敛的信念传播(BP)和广义信念传播(GBP)的替代算法。我们的工作基于Yedidia、Freeman和Weiss(2000年)的最新成果,他们表明BP和GBP算法的不动点分别对应于贝叶斯自由能和菊池自由能的极值。我们分别通过将CCCP应用于贝叶斯自由能和菊池自由能来获得两种算法(CCCP是一种通过将成本函数分解为凹部和凸部来获得离散迭代算法的过程,在此处引入)。我们在二维和三维自旋玻璃上实现了我们的CCCP算法,并将其结果与BP和GBP进行比较。我们的模拟表明,CCCP算法是稳定的,并且收敛非常快(CCCP的速度与BP和GBP的速度相似)。与CCCP不同,BP对于这些问题通常不会收敛(GBP通常会收敛,但并非总是如此)。将CCCP应用于贝叶斯或菊池自由能所得到的结果分别与BP或GBP所得到的结果相当,或者略好于后者(当BP和GBP收敛时)。请注意,对于这些以及其他问题,BP和GBP给出的结果非常准确(见Yedidia等人,2000年),无法收敛是它们的主要错误模式。最后,我们指出我们的算法有广泛的推理和学习应用。

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