Papers › Probabilistic Circuits for Variational Inference in Discrete Graphical Models

Probabilistic Circuits for Variational Inference in Discrete Graphical Models

22 Oct 2020NeurIPS 2020 12arXiv:2010.11446archive 2025-07-28

Andy Shih, Stefano Ermon

Inference in discrete graphical models with variational methods is difficult because of the inability to re-parameterize gradients of the Evidence Lower Bound (ELBO). Many sampling-based methods have been proposed for estimating these gradients, but they suffer from high bias or variance. In this paper, we propose a new approach that leverages the tractability of probabilistic circuit models, such as Sum Product Networks (SPN), to compute ELBO gradients exactly (without sampling) for a certain class of densities. In particular, we show that selective-SPNs are suitable as an expressive variational distribution, and prove that when the log-density of the target model is a polynomial the corresponding ELBO can be computed analytically. To scale to graphical models with thousands of variables, we develop an efficient and effective construction of selective-SPNs with size O(kn), where n is the number of variables and k is an adjustable hyperparameter. We demonstrate our approach on three types of graphical models -- Ising models, Latent Dirichlet Allocation, and factor graphs from the UAI Inference Competition. Selective-SPNs give a better lower bound than mean-field and structured mean-field, and is competitive with approximations that do not provide a lower bound, such as Loopy Belief Propagation and Tree-Reweighted Belief Propagation. Our results show that probabilistic circuits are promising tools for variational inference in discrete graphical models as they combine tractability and expressivity.

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