Local Max-Entropy and Free Energy Principles Solved by Belief Propagation

TL;DR

This paper demonstrates that generalized belief propagation efficiently solves local variational principles related to free energy and entropy in statistical systems with local interactions, extending previous theoretical correspondences.

Contribution

It shows GBP converges to critical points of Bethe-Kikuchi approximations, linking local variational principles with global thermodynamic functions.

Findings

GBP solves local variational principles for free energy and entropy.

Convergence to critical points of Bethe-Kikuchi approximations.

Extension of Yedidia et al.'s correspondence to local variational principles.

Abstract

A statistical system is classically defined on a set of microstates $E$ by a global energy function $H : E \to \mathbb{R}$, yielding Gibbs probability measures (softmins) $\rho^\beta(H)$ for every inverse temperature $\beta = T^{-1}$. Gibbs states are simultaneously characterized by free energy principles and the max-entropy principle, with dual constraints on inverse temperature $\beta$ and mean energy ${\cal U}(\beta) = \mathbb{E}_{\rho^\beta}[H]$ respectively. The Legendre transform relates these diverse variational principles which are unfortunately not tractable in high dimension. The global energy is generally given as a sum $H(x) = \sum_{\rm a \subset \Omega} h_{\rm a}(x_{|\rm a})$ of local short-range interactions $h_{\rm a} : E_{\rm a} \to \mathbb{R}$ indexed by bounded subregions ${\rm a} \subset \Omega$, and this local structure can be used to design good approximation schemes on thermodynamic functionals. We show that the generalized belief propagation (GBP) algorithm solves a collection of local variational principles, by converging to critical points of Bethe-Kikuchi approximations of the free energy $F(\beta)$, the Shannon entropy $S(\cal U)$, and the variational free energy ${\cal F}(\beta) = {\cal U} - \beta^{-1} S(\cal U)$, extending an initial correspondence by Yedidia et al. This local form of Legendre duality yields a possible degenerate relationship between mean energy ${\cal U}$ and $\beta$.