On the properties of the Bethe approximation and loopy belief propagation on binary networks

Author

J M Mooij and H J Kappen

Affiliations

Department of Biophysics, Institute for Neuroscience, Radboud University Nijmegen, Geert Grooteplein 21, 6525 EZ Nijmegen, The Netherlands

E-mail

j.mooij@science.ru.nl b.kappen@science.ru.nl

Journal

Journal of Statistical Mechanics: Theory and Experiment Create an alert RSS this journal

Issue

Volume 2005, November 2005

Citation

J M Mooij and H J Kappen J. Stat. Mech. (2005) P11012

doi: 10.1088/1742-5468/2005/11/P11012


Part of Focus on Optimization and Inference in Machine Learning and Physics

 
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Abstract

We analyse the local stability of the high-temperature fixed point of the loopy belief propagation (LBP) algorithm and how this relates to the properties of the Bethe free energy which LBP tries to minimize. We focus on the case of binary networks with pairwise interactions. In particular, we state sufficient conditions for convergence of LBP to a unique fixed point and show that these are sharp for purely ferromagnetic interactions. In contrast, in the purely antiferromagnetic case, the undamped parallel LBP algorithm is suboptimal in the sense that the stability of the fixed point breaks down much earlier than for damped or sequential LBP; we observe that the onset of instability for the latter algorithms is related to the properties of the Bethe free energy. For spin-glass interactions, damping LBP only helps slightly. We estimate analytically the temperature at which the high-temperature LBP fixed point becomes unstable for random graphs with arbitrary degree distributions and random interactions.

 
Keywords

analysis of algorithms

disordered systems (theory)

cavity and replica method

message-passing algorithms

PACS

75.10.Nr Spin-glass and other random models

75.30.Kz Magnetic phase boundaries (including magnetic transitions, metamagnetism, etc.)

02.10.Ox Combinatorics; graph theory

65.60.+a Thermal properties of amorphous solids and glasses: heat capacity, thermal expansion, etc.

02.50.Ng Distribution theory and Monte Carlo studies

MSC

65D05 Interpolation

82D40 Magnetic materials

65C05 Monte Carlo methods

05C80 Random graphs

82D30 Random media, disordered materials (including liquid crystals and spin glasses)

Subjects

Mathematical physics

Computational physics

Condensed matter: electrical, magnetic and optical

Condensed matter: structural, mechanical & thermal

Dates

Issue 11 (November 2005)

Received 19 May 2005 , accepted for publication 6 October 2005

Published 30 November 2005



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