Gauged Mini-Bucket Elimination for Approximate Inference
Abstract
Computing the partition function of a discrete graphical model is a fundamental inference challenge. Since this is computationally intractable, variational approximations are often used in practice. Recently, so-called gauge transformations were used to improve variational lower bounds on . In this paper, we propose a new gauge-variational approach, termed WMBE-G, which combines gauge transformations with the weighted mini-bucket elimination (WMBE) method. WMBE-G can provide both upper and lower bounds on , and is easier to optimize than the prior gauge-variational algorithm. We show that WMBE-G strictly improves the earlier WMBE approximation for symmetric models including Ising models with no magnetic field. Our experimental results demonstrate the effectiveness of WMBE-G even for generic, nonsymmetric models.
Cite
@article{arxiv.1801.01649,
title = {Gauged Mini-Bucket Elimination for Approximate Inference},
author = {Sungsoo Ahn and Michael Chertkov and Jinwoo Shin and Adrian Weller},
journal= {arXiv preprint arXiv:1801.01649},
year = {2018}
}