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Belief Propagation Min-Sum Algorithm for Generalized Min-Cost Network Flow

2017-10-20Unverified0· sign in to hype

Andrii Riazanov, Yury Maximov, Michael Chertkov

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Abstract

Belief Propagation algorithms are instruments used broadly to solve graphical model optimization and statistical inference problems. In the general case of a loopy Graphical Model, Belief Propagation is a heuristic which is quite successful in practice, even though its empirical success, typically, lacks theoretical guarantees. This paper extends the short list of special cases where correctness and/or convergence of a Belief Propagation algorithm is proven. We generalize formulation of Min-Sum Network Flow problem by relaxing the flow conservation (balance) constraints and then proving that the Belief Propagation algorithm converges to the exact result.

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