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The 25th International Conference on Machine Learning (ICML 2008)

Message-passing for Graph-structured Linear Programs

author: Alekh Agarwal, Department of Electrical Engineering and Computer Sciences

Description

Linear programming relaxations are one promising approach to solving the MAP estimation problem in Markov random fields; in particular, a body of past work has focused on the first-order tree-based LP relaxation for the MAP problem. Although a variety of algorithms with interesting connections to this LP have been proposed, to date none is guaranteed to always solve the LP for any problem. In this paper, we develop a family of provably convergent LP solvers based on proximal minimization schemes using Bregman divergences that exploit the underlying graphical structure, and so scale well to large problems. All of our algorithms have a double-loop character, with the outer loop corresponding to the proximal sequence, and an inner loop of cyclic Bregman divergences used to compute each proximal update. The inner loop updates are distributed and respect the graph structure, and thus can be cast as message-passing algorithms. We establish various convergence guarantees for our algorithms, illustrate their performance on medium to large-scale problems, and also present a tree-based rounding scheme with provable optimality guarantees.

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Slides
0:00 Message passing for Graph-Structured Linear Programs: Proximal Projections and Rounding Schemes
0:15 MAP estimation in MRFs
1:12 Previous Work
2:16 First-order LP Relaxation for MAP estimation
2:53 First-order LP Relaxation contd.
3:29 Solving the LP relaxation
4:35 MAP estimation desiderata
5:12 Proximal Minimization
6:56 Bregman Projections
8:01 Proximal minimization via Bregman Projections (1)
8:23 Proximal minimization via Bregman Projections (2)
8:26 Proximal minimization via Bregman Projections (3)
8:32 Proximal minimization via Bregman Projections (4)
9:28 Outline of algorithm (1)
9:40 Outline of algorithm (2)
9:44 Outline of algorithm (3)
9:55 Entropy Messages
11:07 MAP estimation desiderata
12:04 Rounding Schemes (1)
12:54 Rounding Schemes (2)
13:59 Rounding Schemes (3)
14:12 Rounding Schemes (4)
14:28 Rounding Schemes (5)
14:33 Optimality Certificate (1)
14:38 Optimality Certificate (2)
15:10 Optimality Certificate (3)
15:39 Rate of convergence
17:14 Experiments
17:45 Superlinear rate of convergence
18:17 Convergence of rounded solution
18:48 Convergence of rounded solution contd.
19:21 Summary
24:10 - Questions

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