A generalized mean field algorithm for variational inference in exponential families

  • Authors:
  • Eric P. Xing;Michael I. Jordan;Stuart Russell

  • Affiliations:
  • Computer Science Division, University of California, Berkeley, CA;Computer Science and Statistics, University of California, Berkeley, CA;Computer Science Division, University of California, Berkeley, CA

  • Venue:
  • UAI'03 Proceedings of the Nineteenth conference on Uncertainty in Artificial Intelligence
  • Year:
  • 2002

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Abstract

We present a ciass of generalized mean field (GMF) algorithms for approximate inference in exponential family graphical models which is analogous to the generalized belief propagation (GBP) or cluster variational methods. While those methods are based on overlapping clusters, our approach is based on nonoverlapping clusters. Unlike the cluster variational methods, the approach is proved to converge to a globally consistent set of marginals and a lower bound on the likelihood, while providing much of the flexibility associated with cluster variational methods. We present experiments that analyze the effect of different choices of clustering on inference quality, and compare GMF with belief propagation on several canonical models.