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J. Mach. Learn. Res. 6, 905-36 (2005)
We derive novel conditions that guarantee convergence of the Sum-Product algorithm (also known as Loopy Belief Propagation or simply Belief Propagation) to a unique fixed point, irrespective of the initial messages. The computational complexity of the conditions is polynomial in the number of variables. In contrast with previously existing conditions, our results are directly applicable to arbitrary factor graphs (with discrete variables) and are shown to be valid also in the case of factors containing zeros, under some additional conditions. We compare our bounds with existing ones, numerically and, if possible, analytically. For binary variables with pairwise interactions, we derive sufficient conditions that take into account local evidence (i.e., single variable factors) and the type of pair interactions (attractive or repulsive). It is shown empirically that this bound outperforms existing bounds.
We address the question of convergence in the sum-product algorithm. Specifically, we relate convergence of the sum-product algorithm to the existence of a weak limit for a sequence of Gibbs measures defined on the associated computation tree. Using tools from the theory of Gibbs measures we develop easily testable sufficient conditions for convergence. The failure of convergence of the sum-product algorithm implies the existence of multiple phases for the associated Gibbs specification. These results give new insight into the mechanics of the algorithm.
On the Uniqueness of Loopy Belief Propagation Fixed Points
Neural Computation 16 (11), 2379 (2004)
Local belief propagation rules of the sort proposed by Pearl (1988) are guaranteed to converge to the optimal beliefs for singly connected networks. Recently, a number of researchers have empirically demonstrated good performance of these same algorithms on networks with loops, but a theoretical understanding of this performance has yet to be achieved. Here we lay a foundation for an understanding of belief propagation in networks with loops. For networks with a single loop, we derive an...
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