Total variation distance (TV distance) is a fundamental notion of distance between probability distributions. In this work, we introduce and study the problem of computing the TV distance of two product distributions over the domain {0,1}^n. In particular, we establish the following results. 1. The problem of exactly computing the TV distance of two product distributions is #P-complete. This is in stark contrast with other distance measures such as KL, Chi-square, and Hellinger which tensorize over the marginals leading to efficient algorithms. 2. There is a fully polynomial-time deterministic approximation scheme (FPTAS) for computing the TV distance of two product distributions P and Q where Q is the uniform distribution. This result is extended to the case where Q has a constant number of distinct marginals. In contrast, we show that when P and Q are Bayes net distributions the relative approximation of their TV distance is NP-hard. 

pdf/on-approximating-total-variation-distance-2p8z85o6sc.pdf

On Approximating Total Variation Distance

We consider the following constrained maximization problem in discrete probabilistic graphical models (PGMs). Given two (possibly identical) PGMsM1 and M2 defined over the same set of variables and a real number q, find an assignment of values to all variables such that the probability of the assignment is maximized w.r.t.M1 and is smaller than q w.r.t.M2. We show that several explanation and robust estimation queries over graphical models are special cases of this problem. We propose a class of approximate algorithms for solving this problem. Our algorithms are based on a graph concept called k-separator and heuristic algorithms for multiple choice knapsack and subset-sum problems. Our experiments show that our algorithms are superior to the following approach: encode the problem as a mixed integer linear program (MILP) and solve the latter using a state-of-the-art MILP solver such as SCIP.

/pdf/a-novel-approach-for-constrained-optimization-in-graphical-25kib48kkj.pdf

A Novel Approach for Constrained Optimization in Graphical Models

We consider the following nearest assignment problem (NAP): given a Bayesian network B and probability value q, find a configuration w of variables in B such that difference between q and the probability of w is minimized. NAP is much harder than conventional inference problems such as finding the most probable explanation and is NP-hard even on independent Bayesian networks (IBNs), which are networks having no edges. Therefore, in order to solve NAP on IBNs, we show how to encode it as a two-way number partitioning problem. This encoding allows us to use greedy poly-time approximation algorithms from the number partitioning literature to yield an algorithm with guarantees for solving NAP on IBNs. We extend this basic algorithm from independent networks to arbitrary probabilistic graphical models by leveraging cutset conditioning and (Rao-Blackwellised) sampling algorithms. We derive approximation and complexity guarantees for our new algorithms and show experimentally that they are quite accurate in practice.

/pdf/algorithms-for-the-nearest-assignment-problem-465n6rva6i.pdf

Algorithms for the Nearest Assignment Problem

Many graphical models, such as Markov Logic Networks (MLNs) with evidence, possess highly symmetric substructures but no exact symmetries. Unfortunately, there are few principled methods that exploit these symmetric substructures to perform efficient approximate inference. In this paper, we present a lifted variant of the Weighted Mini-Bucket elimination algorithm which provides a principled way to (i) exploit the highly symmetric substructure of MLN models, and (ii) incorporate high-order inference terms which are necessary for high quality approximate inference. Our method has significant control over the accuracy-time trade-off of the approximation, allowing us to generate any-time approximations. Experimental results demonstrate the utility of this class of approximations, especially in models with strong repulsive potentials.

/pdf/lifted-weighted-mini-bucket-amokwj32dg.pdf

Lifted Weighted Mini-Bucket

/pdf/order-statistics-for-probabilistic-graphical-models-1zzro2cp32.pdf

Order Statistics for Probabilistic Graphical Models

Due to the intractable nature of exact lifted inference, research has recently focused on the discovery of accurate and efficient approximate inference algorithms in Statistical Relational Models (SRMs), such as Lifted First-Order Belief Propagation. FOBP simulates propositional factor graph belief propagation without constructing the ground factor graph by identifying and lifting over redundant message computations. In this work, we propose a generalization of FOBP called Lifted Generalized Belief Propagation, in which both the region structure and the message structure can be lifted. This approach allows more of the inference to be performed intra-region (in the exact inference step of BP), thereby allowing simulation of propagation on a graph structure with larger region scopes and fewer edges, while still maintaining tractability. We demonstrate that the resulting algorithm converges in fewer iterations to more accurate results on a variety of SRMs.

Lifted Region-Based Belief Propagation.

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Order Statistics for Probabilistic Graphical Models

Lifted Region-Based Belief Propagation.