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On the Power of Belief Propagation: A Constraint Propagation Perspective Rina Dechter Bozhena Bidyuk Robert Mateescu Emma Rollon
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On the Power of Belief Propagation: A Constraint Propagation Perspective Rina Dechter Bozhena Bidyuk Robert Mateescu Emma Rollon.

Dec 22, 2015

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Page 1: On the Power of Belief Propagation: A Constraint Propagation Perspective Rina Dechter Bozhena Bidyuk Robert Mateescu Emma Rollon.

On the Power of Belief Propagation:A Constraint Propagation Perspective

Rina Dechter

BozhenaBidyuk

RobertMateescu

EmmaRollon

Page 2: On the Power of Belief Propagation: A Constraint Propagation Perspective Rina Dechter Bozhena Bidyuk Robert Mateescu Emma Rollon.

Distributed Belief Propagation

Page 3: On the Power of Belief Propagation: A Constraint Propagation Perspective Rina Dechter Bozhena Bidyuk Robert Mateescu Emma Rollon.

Distributed Belief Propagation

1 2 3 4

4 3 2 155

5 5 5

How many people?

Page 4: On the Power of Belief Propagation: A Constraint Propagation Perspective Rina Dechter Bozhena Bidyuk Robert Mateescu Emma Rollon.

Distributed Belief Propagation

Causal support

Diagnostic support

Page 5: On the Power of Belief Propagation: A Constraint Propagation Perspective Rina Dechter Bozhena Bidyuk Robert Mateescu Emma Rollon.

Belief Propagation in Polytrees

Page 6: On the Power of Belief Propagation: A Constraint Propagation Perspective Rina Dechter Bozhena Bidyuk Robert Mateescu Emma Rollon.

BP on Loopy Graphs

Pearl (1988): use of BP to loopy networks

McEliece, et. Al 1988: IBP’s success on coding networks

Lots of research into convergence … and accuracy (?), but:

Why IBP works well for coding networks Can we characterize other good problem classes Can we have any guarantees on accuracy (even if

converges)

)( 11uX

1U 2U 3U

2X1X

)( 12xU

)( 12uX

)( 13xU

Page 7: On the Power of Belief Propagation: A Constraint Propagation Perspective Rina Dechter Bozhena Bidyuk Robert Mateescu Emma Rollon.

Arc-consistency

Sound

Incomplete

Always converges(polynomial)

A B

CD

3

2

1

A

3

2

1

B

3

2

1

D

3

2

1

C

<

<<

=

A < B

1 2

2 3

A < D

1 2

2 3

D < C

1 2

2 3

B = C

1 1

2 2

3 3

Page 8: On the Power of Belief Propagation: A Constraint Propagation Perspective Rina Dechter Bozhena Bidyuk Robert Mateescu Emma Rollon.

A

AB AC

ABD BCF

DFG

B

4 5

3

6

2

B

D F

A

A

A

C

1

A P(A)1 .22 .53 .3… 0

A B P(B|A)1 2 .31 3 .72 1 .42 3 .63 1 .13 2 .9… … 0

A B D P(D|A,B)1 2 3 11 3 2 12 1 3 12 3 1 13 1 2 13 2 1 1… … … 0

D F G P(G|D,F)1 2 3 12 1 3 1… … … 0

B C F P(F|B,C)1 2 3 13 2 1 1… … … 0

A C P(C|A)1 2 13 2 1… … 0

A123

A B1 21 32 12 33 13 2

A B D1 2 31 3 22 1 32 3 13 1 23 2 1

D F G1 2 32 1 3

B C F1 2 33 2 1

A C1 23 2A

AB AC

ABD BCF

DFG

B

4 5

3

6

2

B

D F

A

A

A

C

1

Belief network Flat constraint network

Flattening the Bayesian Network

Page 9: On the Power of Belief Propagation: A Constraint Propagation Perspective Rina Dechter Bozhena Bidyuk Robert Mateescu Emma Rollon.

j)elim(i, inek

iki

ji

j

hph ))(()}({

)) ( ( )(ikinekil

ji hRh

ij

A BP(B|A)

1 2 >01 3 >02 1 >02 3 >03 1 >03 2 >0… … 0

A B1 21 32 12 33 13 2

Ah1

2(A)

1 >02 >03 >0… 0

21h

24h

25h

Bh1

2(B)

1 >02 >03 >0… 0

Bh1

2(B)

1 >03 >0… 0

A123

21h

24h

25h

B123

B13

Updated belief: Updated relation:

25

24

21)|(),( hhhABPBABel

25

24

21 ),(),( hhhBARBAR

A BBel

(A,B)1 3 >02 1 >02 3 >03 1 >0… … 0

A B1 32 12 33 1

A

AB AC

ABD BCF

DFG

B

4 5

3

6

2

B

D F

A

A

A

C

1

Belief Zero Propagation = Arc-Consistency

Page 10: On the Power of Belief Propagation: A Constraint Propagation Perspective Rina Dechter Bozhena Bidyuk Robert Mateescu Emma Rollon.

A P(A)

1 .2

2 .5

3 .3

… 0

A C P(C|A)

1 2 1

3 2 1

… … 0

A B P(B|A)

1 2 .3

1 3 .7

2 1 .4

2 3 .6

3 1 .1

3 2 .9

… … 0

B C F P(F|B,C)

1 2 3 1

3 2 1 1

… … … 0

A B D P(D|A,B)

1 2 3 1

1 3 2 1

2 1 3 1

2 3 1 1

3 1 2 1

3 2 1 1

… … … 0D F G P(G|D,F)

1 2 3 1

2 1 3 1

… … … 0

1R

2R

4R

3R

5R

6R

A

AB AC

ABD BCF

DFG

B

4 5

3

6

2

B

D F

A

A

A

C

1

Flat Network - Example

Page 11: On the Power of Belief Propagation: A Constraint Propagation Perspective Rina Dechter Bozhena Bidyuk Robert Mateescu Emma Rollon.

A P(A)

1 >0

3 >0

… 0

A C P(C|A)

1 2 1

3 2 1

… … 0

A B P(B|A)

1 3 1

2 1 >0

2 3 >0

3 1 1

… … 0

B C F P(F|B,C)

1 2 3 1

3 2 1 1

… … … 0

A B D P(D|A,B)

1 3 2 1

2 3 1 1

3 1 2 1

3 2 1 1

… … … 0

D F G P(G|D,F)

2 1 3 1

… … … 0

2R

4R

3R

5R

6R

A

AB AC

ABD BCF

DFG

B

4 5

3

6

2

B

D F

A

A

A

C

1

IBP Example – Iteration 1

1R

Page 12: On the Power of Belief Propagation: A Constraint Propagation Perspective Rina Dechter Bozhena Bidyuk Robert Mateescu Emma Rollon.

A P(A)

1 >0

3 >0

… 0

A C P(C|A)

1 2 1

3 2 1

… … 0

A B P(B|A)

1 3 1

3 1 1

… … 0

B C F P(F|B,C)

3 2 1 1

… … … 0

A B D P(D|A,B)

1 3 2 1

3 1 2 1

… … … 0

D F G P(G|D,F)

2 1 3 1

… … … 0

2R

4R

3R

5R

6R

A

AB AC

ABD BCF

DFG

B

4 5

3

6

2

B

D F

A

A

A

C

1

IBP Example – Iteration 21R

Page 13: On the Power of Belief Propagation: A Constraint Propagation Perspective Rina Dechter Bozhena Bidyuk Robert Mateescu Emma Rollon.

A P(A)

1 >0

3 >0

… 0

A C P(C|A)

1 2 1

3 2 1

… … 0

A B P(B|A)

1 3 1

… … 0

B C F P(F|B,C)

3 2 1 1

… … … 0

A B D P(D|A,B)

1 3 2 1

3 1 2 1

… … … 0

D F G P(G|D,F)

2 1 3 1

… … … 0

2R

4R

3R

5R

6R

A

AB AC

ABD BCF

DFG

B

4 5

3

6

2

B

D F

A

A

A

C

1

IBP Example – Iteration 31R

Page 14: On the Power of Belief Propagation: A Constraint Propagation Perspective Rina Dechter Bozhena Bidyuk Robert Mateescu Emma Rollon.

A P(A)

1 1

… 0

A C P(C|A)

1 2 1

3 2 1

… … 0

A B P(B|A)

1 3 1

… … 0

B C F P(F|B,C)

3 2 1 1

… … … 0

A B D P(D|A,B)

1 3 2 1

… … … 0

D F G P(G|D,F)

2 1 3 1

… … … 0

IBP Example – Iteration 4

2R

4R

3R

5R

6R

A

AB AC

ABD BCF

DFG

B

4 5

3

6

2

B

D F

A

A

A

C

1

1R

Page 15: On the Power of Belief Propagation: A Constraint Propagation Perspective Rina Dechter Bozhena Bidyuk Robert Mateescu Emma Rollon.

A P(A)

1 1

… 0

A C P(C|A)

1 2 1

… … 0

A B P(B|A)

1 3 1

… … 0

B C F P(F|B,C)

3 2 1 1

… … … 0

A B D P(D|A,B)

1 3 2 1

… … … 0

D F G P(G|D,F)

2 1 3 1

… … … 0

A B C D F G Belief

1 3 2 2 1 3 1

… … … … … … 0

IBP Example – Iteration 5

2R

4R

3R

5R

6R

A

AB AC

ABD BCF

DFG

B

4 5

3

6

2

B

D F

A

A

A

C

1

1R

Page 16: On the Power of Belief Propagation: A Constraint Propagation Perspective Rina Dechter Bozhena Bidyuk Robert Mateescu Emma Rollon.

IBP – Inference Power for Zero Beliefs

Theorem: Iterative BP performs arc-consistency on the flat network.

Soundness: Inference of zero beliefs by IBP converges All the inferred zero beliefs are correct

Incompleteness: Iterative BP is as weak and as strong as arc-consistency

Continuity Hypothesis: IBP is sound for zero - IBP is accurate for extreme beliefs? Tested empirically

Page 17: On the Power of Belief Propagation: A Constraint Propagation Perspective Rina Dechter Bozhena Bidyuk Robert Mateescu Emma Rollon.

Experimental Results

Algorithms: IBP IJGP

Measures: Exact/IJGP

histogram Recall absolute

error Precision

absolute error

Network types: Coding Linkage analysis* Grids* Two-layer noisy-

OR* CPCS54, CPCS360

We investigated empirically if the results for zero beliefs extend to ε-small beliefs (ε > 0)

* Instances from the UAI08 competition

Have d

ete

rmin

ism

?

YES

NO

Page 18: On the Power of Belief Propagation: A Constraint Propagation Perspective Rina Dechter Bozhena Bidyuk Robert Mateescu Emma Rollon.

Networks with Determinism: Coding

N=200, 1000 instances, w*=15

Page 19: On the Power of Belief Propagation: A Constraint Propagation Perspective Rina Dechter Bozhena Bidyuk Robert Mateescu Emma Rollon.

Nets w/o Determinism: bn2o

w* = 24

w* = 27

w* = 26

Page 20: On the Power of Belief Propagation: A Constraint Propagation Perspective Rina Dechter Bozhena Bidyuk Robert Mateescu Emma Rollon.

Nets with Determinism: LinkageP

erce

nta

ge

Ab

solu

te E

rro

r

pedigree1, w* = 21

Exact Histogram IJGP Histogram Recall Abs. Error Precision Abs. Error

Per

cen

tag

e

Ab

solu

te E

rro

r

pedigree37, w* = 30

i-bound = 3 i-bound = 7

Page 21: On the Power of Belief Propagation: A Constraint Propagation Perspective Rina Dechter Bozhena Bidyuk Robert Mateescu Emma Rollon.

The Cutset Phenomena & irrelevant nodes

Observed variables break the flow of inference

IBP is exact when evidence variables form a cycle-cutset

Unobserved variables without observed descendents send zero-information to the parent variables – it is irrelevant

In a network without evidence, IBP converges in one iteration top-down

X

X

Y

Page 22: On the Power of Belief Propagation: A Constraint Propagation Perspective Rina Dechter Bozhena Bidyuk Robert Mateescu Emma Rollon.

Nodes with extreme support

Observed variables with xtreme priors or xtreme support can nearly-cut information flow:

0

0.00005

0.0001

0.00015

0.0002

0.00001 0.01 0.2 0.5 0.8 0.99 0.99999prior

Root

B1

C1

B2

C2

Sink

D

B1

ED

A

B2

EBEC

EB EC

C1

C2

Average Error vs. Priors

Page 23: On the Power of Belief Propagation: A Constraint Propagation Perspective Rina Dechter Bozhena Bidyuk Robert Mateescu Emma Rollon.

Conclusion: For Networks with Determinism

IBP converges & sound for zero beliefs

IBP’s power to infer zeros is as weak or as strong as arc-consistency

However: inference of extreme beliefs can be wrong.

Cutset property (Bidyuk and Dechter, 2000): Evidence and inferred singleton act like cutset If zeros are cycle-cutset, all beliefs are exact Extensions to epsilon-cutset were supported empirically.