Field-Theoretic Methods for Intractable Probabilistic Models

We describe a general technique for estimating the intractable quantities that occur in a wide variety of largescale probabilistic models. The technique transforms intractable sums into integrals which are subsequently approximated via saddle point methods. When applied to sigmoid and noisy-OR networks, the technique yields a generic mean-field approximation as well as a second order Gaussian approximation that accounts for the pairwise correlations between random variables in the network. In two example models, we observe that our lowest order approximation is identical to expressions obtained using Plefka’s approach for deriving the TAP equations.

[1]  R. Palmer,et al.  Solution of 'Solvable model of a spin glass' , 1977 .

[2]  Nancy Reid,et al.  Saddlepoint Methods and Statistical Inference , 1988 .

[3]  Richard Durbin,et al.  An analogue approach to the travelling salesman problem using an elastic net method , 1987, Nature.

[4]  Carsten Peterson,et al.  A New Method for Mapping Optimization Problems Onto Neural Networks , 1989, Int. J. Neural Syst..

[5]  S. Lang,et al.  An Introduction to Fourier Analysis and Generalised Functions , 1959 .

[6]  Michael I. Jordan,et al.  Mean Field Theory for Sigmoid Belief Networks , 1996, J. Artif. Intell. Res..

[7]  T. Plefka Convergence condition of the TAP equation for the infinite-ranged Ising spin glass model , 1982 .

[8]  Radford M. Neal Connectionist Learning of Belief Networks , 1992, Artif. Intell..

[9]  Gene H. Golub,et al.  Matrix computations (3rd ed.) , 1996 .

[10]  Dimitri P. Bertsekas,et al.  Nonlinear Programming , 1997 .

[11]  S. Sathiya Keerthi,et al.  Mean Field Methods for a Special Class of Belief Networks , 2001, J. Artif. Intell. Res..

[12]  Carsten Peterson,et al.  Parallel Distributed Approaches to Combinatorial Optimization: Benchmark Studies on Traveling Salesman Problem , 1990, Neural Computation.

[13]  Manfred Opper,et al.  Saddle-point Methods for Intractable Graphical Models , 2001 .

[14]  Michael I. Jordan,et al.  Computing upper and lower bounds on likelihoods in intractable networks , 1996, UAI.

[15]  Judea Pearl,et al.  Probabilistic reasoning in intelligent systems , 1988 .

[16]  M. Opper,et al.  Advanced mean field methods: theory and practice , 2001 .