小尺度问题中BP到AMP近似的影响

Arise Kuriya, Toshiyuki TANAKA
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引用次数: 1

摘要

近似按摩传递(AMP)算法是在信念传播(BP)算法的基础上通过引入近似而衍生出来的。虽然AMP在大型系统中的性质和行为已经得到了很好的研究和理解,但很少有研究将AMP应用于相对较小的问题,其中近似的影响既不能忽略也不能微不足道。我们在小尺度问题中研究了AMP,特别关注了近似的影响和性能下降的机制。为了观察近似的效果,我们进行了数值实验,比较了AMP算法和BP算法。我们将这些算法应用于CDMA-MUD和Ising感知器学习问题。在数值实验中,给出了通过精确计算边际得到的Bayes最优估计结果,以及作为中间步骤从BP得到AMP的近似BP算法,并对其进行了比较讨论。
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Effects of the approximations from BP to AMP for small-sized problems
Approximate Massage Passing (AMP) algorithm is derived from Belief Propagation (BP) algorithm by introducing approximations. While the properties and behaviors of AMP in large systems are well studied and understood, there are few studies about AMP applied to relatively small sized problems where the effect of the approximations are neither negligible nor trivial. We investigate AMP in small-sized problems, especially focusing on the effects of the approximations and the mechanism of the performance degradation. To observe the effects of the approximations, we conduct numerical experiments which compare AMP and BP algorithms. We apply these algorithms to the problems of CDMA-MUD and Ising perceptron learning. In the numerical experiments, the results via Bayes optimal estimation obtained via exactly calculating marginals and an approximated BP algorithm which is obtained as an intermediate step to derive AMP from BP are also provided and discussed for the comparisons.
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