Key Points about the Sum-Product Algorithm

  • The sum-product algorithm is not limited with inference of probabilistic graphical model. It is a general method for marginalization of high-dimensional functions [1].
  • It is required that the high-dimensional function can be factorized as a product of local functions with lower dimensionality. An intuitive representation of a factorization is factor graph.
  • Both Bayesian networks and Markov Random Fields can be represented by factor graphs (ref. Equation (8.5) and Equation (8.39) in [2], and details in Section 8.4.3).
  • Factor graphs are bipartite graphs, where edges connect variable nodes and function nodes. That is to say, neighbors of a variable node are all function nodes; neighbors of a function node are all variable nodes.
  • If there is no loop in the factor graph, sum-product on this graph is to pass messages in both ways along each edge.
  • If there are loops in the factor graph, sum-product should be done in an iterative fashion.
  • It is a good start point to understand sum-product from the specific problem of inference in a chain model (which results in the forward/backward algorithm). Then extend the chain by branches to make it a tree (e.g, the latent topics Z in supervised LDA affected by the Dirichlet prior, document rates and content words). Then extend the tree to have loops.
  • As sum-product is expressed by message-passing , it is suitable to be developed using parallel computing frameworks like MPI and BSP.

References:

  1. Factor Graphs and the Sum-Product Algorithm, Frank R. Kschischang, Senior Member, Brendan J. Frey, and Hans-Andrea Loeliger, IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 47, NO. 2, FEBRUARY 2001
  2. Pattern Recognition and Machine Learning, Christopher Bishop, 2004, Section 8.4.
  3. Mixture Modeling by Affinity Propagation, NIPS 2006
  4. Clustering by Passing Messages Between Data Points, Science, Vol 315, No 5814, pp 972-976, February 2007.