TY - JOUR

T1 - MAP Inference Via $\ell _2$-Sphere Linear Program Reformulation

AU - Wu, Baoyuan

AU - Shen, Li

AU - Zhang, Tong

AU - Ghanem, Bernard

N1 - KAUST Repository Item: Exported on 2020-10-01

PY - 2020/3/4

Y1 - 2020/3/4

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 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 onto the objective function and constraints. We prove that the perturbed ADMM algorithm globally converges to the -Karush–Kuhn–Tucker (-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 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 onto the objective function and constraints. We prove that the perturbed ADMM algorithm globally converges to the -Karush–Kuhn–Tucker (-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.

UR - http://hdl.handle.net/10754/661924

UR - http://link.springer.com/10.1007/s11263-020-01313-2

UR - http://www.scopus.com/inward/record.url?scp=85081600941&partnerID=8YFLogxK

U2 - 10.1007/s11263-020-01313-2

DO - 10.1007/s11263-020-01313-2

M3 - Article

SN - 0920-5691

JO - International Journal of Computer Vision

JF - International Journal of Computer Vision

ER -