Accelerated Message Passing for Entropy-Regularized MAP Inference

• URL: http://arxiv.org/abs/2007.00699v1
• Date: Wed, 1 Jul 2020 18:43:32 GMT
• Title: Accelerated Message Passing for Entropy-Regularized MAP Inference
• Authors: Jonathan N. Lee, Aldo Pacchiano, Peter Bartlett, Michael I. Jordan
• Abstract summary: Maximum a posteriori (MAP) inference in discrete-valued random fields is a fundamental problem in machine learning. Due to the difficulty of this problem, linear programming (LP) relaxations are commonly used to derive specialized message passing algorithms. We present randomized methods for accelerating these algorithms by leveraging techniques that underlie classical accelerated gradient.
• Score: 89.15658822319928
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Maximum a posteriori (MAP) inference in discrete-valued Markov random fields is a fundamental problem in machine learning that involves identifying the most likely configuration of random variables given a distribution. Due to the difficulty of this combinatorial problem, linear programming (LP) relaxations are commonly used to derive specialized message passing algorithms that are often interpreted as coordinate descent on the dual LP. To achieve more desirable computational properties, a number of methods regularize the LP with an entropy term, leading to a class of smooth message passing algorithms with convergence guarantees. In this paper, we present randomized methods for accelerating these algorithms by leveraging techniques that underlie classical accelerated gradient methods. The proposed algorithms incorporate the familiar steps of standard smooth message passing algorithms, which can be viewed as coordinate minimization steps. We show that these accelerated variants achieve faster rates for finding $\epsilon$-optimal points of the unregularized problem, and, when the LP is tight, we prove that the proposed algorithms recover the true MAP solution in fewer iterations than standard message passing algorithms.

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