Belief Propagation - Related Algorithm and Complexity Issues

Related Algorithm and Complexity Issues

A similar algorithm is commonly referred to as the Viterbi algorithm, but also known as the max-product or min-sum algorithm, which solves the related problem of maximization, or most probable explanation. Instead of attempting to solve the marginal, the goal here is to find the values that maximises the global function (i.e. most probable values in a probabilistic setting), and it can be defined using the arg max:

An algorithm that solves this problem is nearly identical to belief propagation, with the sums replaced by maxima in the definitions.

It is worth noting that inference problems like marginalization and maximization are NP-hard to solve exactly and approximately (at least for relative error) in a graphical model. More precisely, the marginalization problem defined above is #P-complete and maximization is NP-complete.

The memory usage of belief propagation can be reduced through the use of the Island algorithm (at a small cost in time complexity).

Read more about this topic:  Belief Propagation

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