Publication Type
Conference Proceeding Article
Version
publishedVersion
Publication Date
4-2012
Abstract
We address the problem of finding the most likely assignment or MAP estimation in a Markov random field. We analyze the linear programming formulation of MAP through the lens of difference of convex functions (DC) programming, and use the concave-convex procedure (CCCP) to develop efficient message-passing solvers. The resulting algorithms are guaranteed to converge to a global optimum of the well-studied local polytope, an outer bound on the MAP marginal polytope. To tighten the outer bound, we show how to combine it with the mean-field based inner bound and, again, solve it using CCCP. We also identify a useful relationship between the DC formulations and some recently proposed algorithms based on Bregman divergence. Experimentally, this hybrid approach produces optimal solutions for a range of hard OR problems and nearoptimal solutions for standard benchmarks.
Discipline
Artificial Intelligence and Robotics | Operations Research, Systems Engineering and Industrial Engineering
Research Areas
Intelligent Systems and Optimization
Publication
Proceedings of Machine Learning Research: International Conference on Artificial Intelligence and Statistics AISTATS 2012, April 21-23, La Palma, Canary Islands
Volume
22
First Page
656
Last Page
664
Publisher
JMLR
City or Country
Cambridge, MA
Citation
KUMAR, Akshat; ZILBERSTEIN, Shlomo; and TOUSSAINT, Marc.
Message Passing Algorithms for MAP Estimation using DC Programming. (2012). Proceedings of Machine Learning Research: International Conference on Artificial Intelligence and Statistics AISTATS 2012, April 21-23, La Palma, Canary Islands. 22, 656-664.
Available at: https://ink.library.smu.edu.sg/sis_research/2203
Copyright Owner and License
Authors
Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.
Additional URL
http://jmlr.org/proceedings/papers/v22/kumar12/kumar12.pdf
Included in
Artificial Intelligence and Robotics Commons, Operations Research, Systems Engineering and Industrial Engineering Commons