| Presentation | 2008-03-12 An Extension of CCCP Algorithm for Bethe Free Energy Yu NISHIYAMA, Sumio WATANABE, |
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| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | Belief Propagation (BP) is an efficient algorithm for computing marginal probabilities of a high-dimensional probability distribution. The marginals computed by BP are equivalent to the extrema of Bethe free energy. Concave convex procedure (CCCP) has been studied for the optimization of Bethe free energy. In this paper, we extend the CCCP algorithm for Bethe free energy and present a new CCCP (NCCCP) algorithm. We practically apply NCCCP algorithm to multi-dimensional Gaussian distributions. As a result, NCCCP algorithm enables inner loop to converge even if all Lagrange multipliers in the loop are simultaneously updated. Moreover, we find that there exists an optimal point of the parameters introduced to NCCCP that can reduce the expensive computational cost. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Loopy Belief Propagation / Bethe Free Energy / CCCP / Gaussian Distribution |
| Paper # | NC2007-126 |
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| Committee | NC |
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| Conference Date | 2008/3/5(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Registration To | Neurocomputing (NC) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | An Extension of CCCP Algorithm for Bethe Free Energy |
| Sub Title (in English) | |
| Keyword(1) | Loopy Belief Propagation |
| Keyword(2) | Bethe Free Energy |
| Keyword(3) | CCCP |
| Keyword(4) | Gaussian Distribution |
| 1st Author's Name | Yu NISHIYAMA |
| 1st Author's Affiliation | Department of Computational Intelligence and Systems Science, Tokyo Institute of Technology() |
| 2nd Author's Name | Sumio WATANABE |
| 2nd Author's Affiliation | Precision and Intelligence Laboratory, Tokyo Institute of Technology |
| Date | 2008-03-12 |
| Paper # | NC2007-126 |
| Volume (vol) | vol.107 |
| Number (no) | 542 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |