Scaling Probabilistic Inference through Message Contraction Optimization

Jul 26, 2023·
Martin Roa Villescas
Martin Roa Villescas
,
Jin guo liu
,
Patrick wijnings
,
Sander stuijk
,
Henk corporaal
· 0 min read
Abstract
Within the realm of probabilistic graphical models, message-passing algorithms offer a powerful framework for efficient inference. When dealing with discrete variables, these algorithms essentially amount to the addition and multiplication of multidimensional arrays with labeled dimensions, known as factors. The complexity of these algorithms is dictated by the highest-dimensional factor appearing across all computations, a metric known as the induced tree width. Although state-of-the-art methods aimed at minimizing this metric have expanded the feasibility of exact inference, many real-world problems continue to be intractable. In this paper, we introduce a novel method for adding and multiplying factors that results in a substantial improvement in the inference performance, especially for increasingly complex models. Our approach aligns well with existing state-of-the-art methods designed to minimize the induced tree width, thereby further expanding the tractability spectrum of exact inference for more complex models. To demonstrate the efficacy of our method, we conduct a comparative evaluation against two other open-source libraries for probabilistic inference. Our approach exhibits an average speedup of 23 times for the UAI 2014 benchmark set. For the 10 most complex problems, the average speedup increases to 64 times, demonstrating its scalability.
Publication
In the 2023 World Congress in Computer Science, Computer Engineering, & Applied Computing (CSCE'23)
Martin Roa Villescas
Authors
Teacher & Researcher
Martin Roa Villescas holds a BSc in Electronic Engineering from the National University of Colombia and an MSc in Embedded Systems from Eindhoven University of Technology (TU/e). He worked at Philips Research as an embedded software designer from 2013 to 2018. He later returned to TU/e for his doctoral research in model-based machine learning, carried out within the PhD-Teaching Assistant trajectory combining research and teaching. Since 2023, he has been working at Fontys University of Applied Sciences in the Netherlands, where he teaches in the Information and Communication Technology program and conducts research in robotics and smart industry.