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arXiv:1110.1259 · Journal of Statistical Mechanics Theory and Experiment

Characterizing and improving generalized belief propagation algorithms on the 2D Edwards–Anderson model

Eduardo Domínguez, Alejandro Lage-Castellanos, Roberto Mulet, Federico Ricci‐Tersenghi, Tommaso Rizzo

Published Dec 12, 2011• 16 citations
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Abstract

We study the performance of different message passing algorithms in the two dimensional Edwards Anderson model. We show that the standard Belief Propagation (BP) algorithm converges only at high temperature to a paramagnetic solution. Then, we test a Generalized Belief Propagation (GBP) algorithm, derived from a Cluster Variational Method (CVM) at the plaquette level. We compare its performance with BP and with other algorithms derived under the same approximation: Double Loop (DL) and a two-ways message passing algorithm (HAK). The plaquette-CVM approximation improves BP in at least three ways: the quality of the paramagnetic solution at high temperatures, a better estimate (lower) for the critical temperature, and the fact that the GBP message passing algorithm converges also to non paramagnetic solutions. The lack of convergence of the standard GBP message passing algorithm at low temperatures seems to be related to the implementation details and not to the appearance of long range order. In fact, we prove that a gauge invariance of the constrained CVM free energy can be exploited to derive a new message passing algorithm which converges at even lower temperatures. In all its region of convergence this new algorithm is faster than HAK and DL by some orders of magnitude.

DOI
10.1088/1742-5468/2011/12/p12007

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We study the performance of different message passing algorithms in the two dimensional Edwards Anderson model. We show that the standard Belief Propagation (BP) algorithm converges only at high temperature to a paramagnetic solution. Then, we test a Generalized Belief Propagation (GBP) algorithm, derived from a Cluster Variational Method (CVM) at the plaquette level. We compare its performance with BP and with other algorithms derived under the same approximation: Double Loop (DL) and a two-ways message passing algorithm (HAK). The plaquette-CVM approximation improves BP in at least three ways: the quality of the paramagnetic solution at high temperatures, a better estimate (lower) for the critical temperature, and the fact that the GBP message passing algorithm converges also to non paramagnetic solutions. The lack of convergence of the standard GBP message passing algorithm at low temperatures seems to be related to the implementation details and not to the appearance of long range order. In fact, we prove that a gauge invariance of the constrained CVM free energy can be exploited to derive a new message passing algorithm which converges at even lower temperatures. In all its region of convergence this new algorithm is faster than HAK and DL by some orders of magnitude.
Starting from a cluster variational method, and inspired by the correctness of the paramagnetic ansatz [at high temperatures in general, and at any temperature in the two-dimensional (2D) Edwards-Anderson (EA) model] we propose a message-passing algorithm--the dual algorithm--to estimate the marginal probabilities of spin glasses on finite-dimensional lattices. We use the EA models in 2D and 3D as benchmarks. The dual algorithm improves the Bethe approximation, and we show that in a wide range of temperatures (compared to the Bethe critical temperature) our algorithm compares very well with Monte Carlo simulations, with the double-loop algorithm, and with exact calculation of the ground state of 2D systems with bimodal and Gaussian interactions. Moreover, it is usually 100 times faster than other provably convergent methods, as the double-loop algorithm. In 2D and 3D the quality of the inference deteriorates only where the correlation length becomes very large, i.e., at low temperatures in 2D and close to the critical temperature in 3D.
The cluster variation method has been developed into a general theoretical framework for treating short-range correlations in many-body systems after it was first proposed by Kikuchi in 1951. On the numerical side, a message-passing approach called generalized belief propagation (GBP) was proposed by Yedidia, Freeman and Weiss about a decade ago as a way of computing the minimal value of the cluster variational free energy and the marginal distributions of clusters of variables. However the GBP equations are often redundant, and it is quite a non-trivial task to make the GBP iteration converges to a fixed point. These drawbacks hinder the application of the GBP approach to finite-dimensional frustrated and disordered systems. In this work we report an alternative and simple derivation of the GBP equations starting from the partition function. Based on this derivation we propose a natural and systematic way of removing the redundance of the GBP equations. We apply the simplified generalized belief propagation (SGBP) equations to the two-dimensional and the three-dimensional ferromagnetic Ising model and Edwards-Anderson spin glass model. The numerical results confirm that the SGBP message-passing approach is able to achieve satisfactory performance on these model systems. We also suggest that a subset of the SGBP equations can be neglected in the numerical iteration process without affecting the final results.
We study two free energy approximations (Bethe and plaquette-CVM) for the Random Field Ising Model in two dimensions. We compare results obtained by these two methods in single instances of the model on the square grid, showing the difficulties arising in defining a robust critical line. We also attempt average case calculations using a replica-symmetric ansatz, and compare the results with single instances. Both, Bethe and plaquette-CVM approximations present a similar panorama in the phase space, predicting long range order at low temperatures and fields. We show that plaquette-CVM is more precise, in the sense that predicts a lower critical line (the truth being no line at all). Furthermore, we give some insight on the non-trivial structure of the fixed points of different message passing algorithms. A study of the Monte Carlo dynamics for an arbitrary sample shows that GBP states are very well correlated with states that are attractors of the stochastic dynamics.
Recent years have seen a growing interest in the use of belief propagation - an algorithm originally introduced for performing statistical inference on graphical models - for approximate, but highly efficient, tensor network contraction. Here, we detail how to apply generalized belief propagation (GBP) - where messages are passed within a hierarchy of overlapping regions of the tensor network - to approximately contract tensor networks and obtain accurate results. The original belief propagation algorithm is a corner case of this approach, corresponding to a particularly simple choice of regions of the tensor network. We implement the GBP algorithm for a number of different region choices on a range of two- and three-dimensional, infinite and finite tensor networks, solving the corresponding fixed point equations both numerically and, in certain tractable cases, analytically. Our examples include calculating the partition function of the fully frustrated Ising model, computing the ground state degeneracy of three-dimensional ice models, measuring observables on the deformed AKLT quantum state and evaluating the norm of randomly generated tensor network states.
Abstract. The cluster variation method has been developed into a general theoretical framework for treating short-range correlations in many-body systems after it was first proposed by Kikuchi in 1951. On the numerical side, a message-passing approach called generalized belief propagation (GBP) was proposed by Yedidia, Freeman and Weiss about a decade ago as a way of computing the minimal value of the cluster variational free energy and the marginal distributions of clusters of variables. However the GBP equations are often redundant, and it is quite a non-trivial task to make the GBP iteration converges to a fixed point. These drawbacks hinder the application of the GBP approach to finite-dimensional frustrated and disordered systems. In this work we report an alternative and simple derivation of the GBP equations starting from the partition function expression. Based on this derivation we propose a natural and systematic way of removing the redundance of the GBP equations. We apply the simplified generalized belief propagation (SGBP) equations to the two-dimensional and the three-dimensional ferromagnetic Ising model and Edwards-Anderson spin glass model. The numerical results confirm that the SGBP message-passing approach is able to achieve satisfactory performance on these model systems. We also suggest that a subset of the SGBP equations can be neglected in the numerical iteration process without affecting the final results. 1.
Mean field-like approximations (including naive mean field, Bethe and Kikuchi and more general Cluster Variational Methods) are known to stabilize ordered phases at temperatures higher than the thermodynamical transition. For example, in the Edwards-Anderson model in 2-dimensions these approximations predict a spin glass transition at finite TTT. Here we show that the spin glass solutions of the Cluster Variational Method (CVM) at plaquette level do describe well actual metastable states of the system. Moreover, we prove that these states can be used to predict non trivial statistical quantities, like the distribution of the overlap between two replicas. Our results support the idea that message passing algorithms can be helpful to accelerate Monte Carlo simulations in finite dimensional systems.