Publication Type
Conference Proceeding Article
Version
acceptedVersion
Publication Date
7-2011
Abstract
Computing maximum a posteriori (MAP) estimation in graphical models is an important inference problem with many applications. We present message-passing algorithms for quadratic programming (QP) formulations of MAP estimation for pairwise Markov random fields. In particular, we use the concave-convex procedure (CCCP) to obtain a locally optimal algorithm for the non-convex QP formulation. A similar technique is used to derive a globally convergent algorithm for the convex QP relaxation of MAP. We also show that a recently developed expectation-maximization (EM) algorithm for the QP formulation of MAP can be derived from the CCCP perspective. Experiments on synthetic and real-world problems confirm that our new approach is competitive with max-product and its variations. Compared with CPLEX, we achieve more than an order-of-magnitude speedup in solving optimally the convex QP relaxation.
Discipline
Artificial Intelligence and Robotics | Operations Research, Systems Engineering and Industrial Engineering
Research Areas
Intelligent Systems and Optimization
Publication
Proceedings of the International Conference on Uncertainty in Artificial Intelligence 27th UAI 2011, Barcelona, Spain, July 14-17
First Page
428
Last Page
435
Publisher
AUAI Press
City or Country
Corvallis, OR
Citation
KUMAR, Akshat and ZILBERSTEIN, Shlomo.
Message-Passing Algorithms for Quadratic Programming Formulations of MAP Estimation. (2011). Proceedings of the International Conference on Uncertainty in Artificial Intelligence 27th UAI 2011, Barcelona, Spain, July 14-17. 428-435.
Available at: https://ink.library.smu.edu.sg/sis_research/2205
Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.
Included in
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