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Daphne Koller Message Passing BP in Practice Probabilistic Graphical Models Inference
12

BP in Practice

Jan 22, 2016

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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. - PowerPoint PPT Presentation
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Page 1: BP in Practice

Daphne Koller

Message Passing

BP in Practice

ProbabilisticGraphicalModels

Inference

Page 2: BP in Practice

Daphne Koller

Misconception Revisited

BD

C

A

Page 3: BP in Practice

Daphne Koller

Nonconvergent BP Run

Page 4: BP in Practice

Daphne Koller

Different Variants of BPSynchronous BP:all messages areupdated in parallel

synchronous

Time (seconds)2 4 6 8 10 12 140

2

4

6

# m

ess

age

s co

nve

rge

dIsing Grid

x 10

0

11 12 13

23

333231

21 22

11 12 13

23

333231

21 22

Page 5: BP in Practice

Daphne Koller

Different Variants of BPAsynchronous BP:Messages are updated one at a time

synchronous

asynchronous order 2

asynchronous

Time (seconds)2 4 6 8 10 12 140

2

4

6

# m

ess

age

s co

nve

rge

dIsing Grid

x 10

0

11 12 13

23

333231

21 22

Page 6: BP in Practice

Daphne Koller

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

Page 7: BP in Practice

Daphne Koller

Informed Message Scheduling

• Tree reparameterization (TRP)– Pick a tree and pass messages to

calibrate11 12 13

23

333231

21 22

Page 8: BP in Practice

Daphne Koller

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

Page 9: BP in Practice

Daphne Koller

Smoothing (Damping) Messages

• Dampens oscillations in messages

Page 10: BP in Practice

Daphne Koller

Page 11: BP in Practice

Daphne Koller

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

Page 12: BP in Practice

Daphne Koller

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