Factor Graph - Message Passing On Factor Graphs

Message Passing On Factor Graphs

A popular message passing algorithm on factor graphs is the sum-product algorithm, which efficiently computes all the marginals of the individual variables of the function. In particular, the marginal of variable is defined as

where the notation means that the summation goes over all the variables, except . The messages of the sum-product algorithm are conceptually computed in the vertices and passed along the edges. A message from or to a variable vertex is always a function of that particular variable. For instance, when a variable is binary, the messages over the edges incident to the corresponding vertex can be represented as vectors of length 2: the first entry is the message evaluated in 0, the second entry is the message evaluated in 1. When a variable belongs to the field of real numbers, messages can be arbitrary functions, and special care needs to be taken in their representation.

In practice, the sum-product algorithm is used for statistical inference, whereby is a joint distribution or a joint likelihood function, and the factorization depends on the conditional independencies among the variables.

The Hammersley–Clifford theorem shows that other probabilistic models such as Markov networks and Bayesian networks can be represented as factor graphs; the latter representation is frequently used when performing inference over such networks using belief propagation. On the other hand, Bayesian networks are more naturally suited for generative models, as they can directly represent the causalities of the model.