1. MAP Inference Via $$\ell _2$$-Sphere Linear Program Reformulation
- Author
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Baoyuan Wu, Li Shen, Tong Zhang, and Bernard Ghanem
- Subjects
Linear programming ,Inference ,Polytope ,02 engineering and technology ,Linear programming relaxation ,Exact solutions in general relativity ,Rate of convergence ,Artificial Intelligence ,0202 electrical engineering, electronic engineering, information engineering ,Maximum a posteriori estimation ,Applied mathematics ,020201 artificial intelligence & image processing ,Computer Vision and Pattern Recognition ,Graphical model ,Software ,Mathematics - Abstract
Maximum a posteriori (MAP) inference is an important task for graphical models. Due to complex dependencies among variables in realistic models, finding an exact solution for MAP inference is often intractable. Thus, many approximation methods have been developed, among which the linear programming (LP) relaxation based methods show promising performance. However, one major drawback of LP relaxation is that it is possible to give fractional solutions. Instead of presenting a tighter relaxation, in this work we propose a continuous but equivalent reformulation of the original MAP inference problem, called LS–LP. We add the $$\ell _2$$-sphere constraint onto the original LP relaxation, leading to an intersected space with the local marginal polytope that is equivalent to the space of all valid integer label configurations. Thus, LS–LP is equivalent to the original MAP inference problem. We propose a perturbed alternating direction method of multipliers (ADMM) algorithm to optimize the LS–LP problem, by adding a sufficiently small perturbation $$\epsilon $$ onto the objective function and constraints. We prove that the perturbed ADMM algorithm globally converges to the $$\epsilon $$-Karush–Kuhn–Tucker ($$\epsilon $$-KKT) point of the LS–LP problem. The convergence rate will also be analyzed. Experiments on several benchmark datasets from Probabilistic Inference Challenge (PIC 2011) and OpenGM 2 show competitive performance of our proposed method against state-of-the-art MAP inference methods.
- Published
- 2020
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