Near-Optimal MAP Inference for Determinantal Point Processes
published: Jan. 16, 2013, recorded: December 2012, views: 614
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Determinantal point processes (DPPs) have recently been proposed as computationally efficient probabilistic models of diverse sets for a variety of applications, including document summarization, image search, and pose estimation. Many DPP inference operations, including normalization and sampling, are tractable; however, finding the most likely configuration (MAP), which is often required in practice for decoding, is NP-hard, so we must resort to approximate inference. Because DPP probabilities are log-submodular, greedy algorithms have been used in the past with some empirical success; however, these methods only give approximation guarantees in the special case of DPPs with monotone kernels. In this paper we propose a new algorithm for approximating the MAP problem based on continuous techniques for submodular function maximization. Our method involves a novel continuous relaxation of the log-probability function, which, in contrast to the multilinear extension used for general submodular functions, can be evaluated and differentiated exactly and efficiently. We obtain a practical algorithm with a 1/4-approximation guarantee for a general class of non-monotone DPPs. Our algorithm also extends to MAP inference under complex polytope constraints, making it possible to combine DPPs with Markov random fields, weighted matchings, and other models. We demonstrate that our approach outperforms greedy methods on both synthetic and real-world data.
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