A new class of upper bounds on the log partition function

  • Authors:
  • Martin J. Wainwright;Tommi S. Jaakkola;Alan S. Willsky

  • Affiliations:
  • Stochastic Systems Group, Dept. of EECS, MIT Cambridge, MA;Lab for Artificial Intelligence, Dept. of EECS, MIT Cambridge, MA;Stochastic Systems Croup, Dept. of EECS, MIT Cambridge, MA

  • Venue:
  • UAI'02 Proceedings of the Eighteenth conference on Uncertainty in artificial intelligence
  • Year:
  • 2002

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Abstract

Bounds on the log partition function are important in a variety of contexts, including approximate inference, model fitting, decision theory, and large deviations analysis [11, 5, 4]. We introduce a new class of upper bounds on the log partition function, based on convex combinations of distributions in the exponential domain, that is applicable to an arbitrary undirected graphical model. In the special case of convex combinations of tree-structured distributions, we obtain a family of variational problems, similar to the Bethe free energy, but distinguished by the following desirable properties: (i) they are convex, and have a unique global minimum; and (ii) the global minimum gives an upper bound on the log partition function. The global minimum is defined by stationary conditions very similar to those defining fixed points of belief propagation (BP) or tree-based reparameterization [see 13, 14]. As with BP fixed points, the elements of the minimizing argument can be used as approximations to the marginals of the original model. The analysis described here can be extended to structures of higher treewidth (e.g., hypertrees), thereby making connections with more advanced approximations (e.g., Kikuchi and variants [15, 10]).