TY - JOUR
T1 - MAP Inference Via ℓ2 -Sphere Linear Program Reformulation
AU - Wu, Baoyuan
AU - Shen, Li
AU - Zhang, Tong
AU - Ghanem, Bernard
N1 - Baoyuan Wu was partially supported by Tencent AI Lab and King Abdullah University of Science and Technology (KAUST). Li Shen was supported by Tencent AI Lab. Bernard Ghanem was supported by the King Abdullah University of Science and Technology (KAUST) Office of Sponsored Research (OSR). Tong Zhang was supported by the Hong Kong University of Science and Technology (HKUST). Li Shen is the corresponding author.
PY - 2020/7/1
Y1 - 2020/7/1
N2 - 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 ℓ2-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 ϵ onto the objective function and constraints. We prove that the perturbed ADMM algorithm globally converges to the ϵ-Karush–Kuhn–Tucker (ϵ-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.
AB - 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 ℓ2-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 ϵ onto the objective function and constraints. We prove that the perturbed ADMM algorithm globally converges to the ϵ-Karush–Kuhn–Tucker (ϵ-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.
KW - Continuous reformulation
KW - MAP inference
KW - Non-convex optimization
UR - https://www.scopus.com/pages/publications/85081600941
UR - https://www.scopus.com/pages/publications/85081600941#tab=citedBy
U2 - 10.1007/s11263-020-01313-2
DO - 10.1007/s11263-020-01313-2
M3 - Article
AN - SCOPUS:85081600941
SN - 0920-5691
VL - 128
SP - 1913
EP - 1936
JO - International Journal of Computer Vision
JF - International Journal of Computer Vision
IS - 7
ER -