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Approximating the Bethe partition function

Weller, Adrian; Jebara, Tony

When belief propagation (BP) converges, it does so to a stationary point of the Bethe free energy F, and is often strikingly accurate. However, it may converge only to a local optimum or may not converge at all. An algorithm was recently introduced for attractive binary pairwise MRFs which is guaranteed to return an ϵ-approximation to the global minimum of F in polynomial time provided the maximum degree Δ=O(logn), where n is the number of variables. Here we significantly improve this algorithm and derive several results including a new approach based on analyzing first derivatives of F, which leads to performance that is typically far superior and yields a fully polynomial-time approximation scheme (FPTAS) for attractive models without any degree restriction. Further, the method applies to general (non-attractive) models, though with no polynomial time guarantee in this case, leading to the important result that approximating log of the Bethe partition function, logZB=−minF, for a general model to additive ϵ-accuracy may be reduced to a discrete MAP inference problem. We explore an application to predicting equipment failure on an urban power network and demonstrate that the Bethe approximation can perform well even when BP fails to converge.

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Academic Units
Computer Science
Publisher
Department of Computer Science, Columbia University
Series
Columbia University Computer Science Technical Reports, CUCS-031-14
Published Here
February 21, 2014
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