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Linear Programming Analysis of Loopy Belief Propagation for Weighted Matching
Sujay Sanghavi, Dmitry Malioutov, Alan S. Willsky

Citation
Sujay Sanghavi, Dmitry Malioutov, Alan S. Willsky. "Linear Programming Analysis of Loopy Belief Propagation for Weighted Matching". submitted to NIPS 2007, December, 2007.

Abstract
Loopy belief propagation has been employed in a wide variety of applications with great empirical success, but it comes with few theoretical guarantees. In this paper we investigate the use of the max-product form of belief propagation for weighted matching problems on general graphs. We show that max-product converges to the correct answer if the linear programming (LP) relaxation of the weighted matching problem is tight and does not converge if the LP relaxation is loose. This provides an exact characterization of max-product performance and reveals connections to the widely used optimization technique of LP relaxation. In addition, we demonstrate that max-product is effective in solving practical weighted matching problems in a distributed fashion by applying it to the problem of self-organization in sensor networks.

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  • HTML
    Sujay Sanghavi, Dmitry Malioutov, Alan S. Willsky. <a
    href="http://www.truststc.org/pubs/265.html"
    >Linear Programming Analysis of Loopy Belief Propagation
    for Weighted Matching</a>, submitted to NIPS 2007,
    December, 2007.
  • Plain text
    Sujay Sanghavi, Dmitry Malioutov, Alan S. Willsky.
    "Linear Programming Analysis of Loopy Belief
    Propagation for Weighted Matching". submitted to NIPS
    2007, December, 2007.
  • BibTeX
    @inproceedings{SanghaviMalioutovWillsky07_LinearProgrammingAnalysisOfLoopyBeliefPropagationFor,
        author = {Sujay Sanghavi and Dmitry Malioutov and Alan S.
                  Willsky},
        title = {Linear Programming Analysis of Loopy Belief
                  Propagation for Weighted Matching},
        booktitle = {submitted to NIPS 2007},
        month = {December},
        year = {2007},
        abstract = {Loopy belief propagation has been employed in a
                  wide variety of applications with great empirical
                  success, but it comes with few theoretical
                  guarantees. In this paper we investigate the use
                  of the max-product form of belief propagation for
                  weighted matching problems on general graphs. We
                  show that max-product converges to the correct
                  answer if the linear programming (LP) relaxation
                  of the weighted matching problem is tight and does
                  not converge if the LP relaxation is loose. This
                  provides an exact characterization of max-product
                  performance and reveals connections to the widely
                  used optimization technique of LP relaxation. In
                  addition, we demonstrate that max-product is
                  effective in solving practical weighted matching
                  problems in a distributed fashion by applying it
                  to the problem of self-organization in sensor
                  networks.},
        URL = {http://www.truststc.org/pubs/265.html}
    }
    

Posted by Dmitry Malioutov on 19 Jul 2007.
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