TY - GEN
T1 - An alternating direction method for dual MAP LP relaxation
AU - Meshi, Ofer
AU - Globerson, Amir
PY - 2011
Y1 - 2011
N2 - Maximum a-posteriori (MAP) estimation is an important task in many applications of probabilistic graphical models. Although finding an exact solution is generally intractable, approximations based on linear programming (LP) relaxation often provide good approximate solutions. In this paper we present an algorithm for solving the LP relaxation optimization problem. In order to overcome the lack of strict convexity, we apply an augmented Lagrangian method to the dual LP. The algorithm, based on the alternating direction method of multipliers (ADMM), is guaranteed to converge to the global optimum of the LP relaxation objective. Our experimental results show that this algorithm is competitive with other state-of-the-art algorithms for approximate MAP estimation.
AB - Maximum a-posteriori (MAP) estimation is an important task in many applications of probabilistic graphical models. Although finding an exact solution is generally intractable, approximations based on linear programming (LP) relaxation often provide good approximate solutions. In this paper we present an algorithm for solving the LP relaxation optimization problem. In order to overcome the lack of strict convexity, we apply an augmented Lagrangian method to the dual LP. The algorithm, based on the alternating direction method of multipliers (ADMM), is guaranteed to converge to the global optimum of the LP relaxation objective. Our experimental results show that this algorithm is competitive with other state-of-the-art algorithms for approximate MAP estimation.
KW - Approximate Inference
KW - Augmented Lagrangian Methods
KW - Graphical Models
KW - LP Relaxation
KW - Maximum a-posteriori
UR - http://www.scopus.com/inward/record.url?scp=80052407878&partnerID=8YFLogxK
U2 - 10.1007/978-3-642-23783-6_30
DO - 10.1007/978-3-642-23783-6_30
M3 - ???researchoutput.researchoutputtypes.contributiontobookanthology.conference???
AN - SCOPUS:80052407878
SN - 9783642237829
T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
SP - 470
EP - 483
BT - Machine Learning and Knowledge Discovery in Databases - European Conference, ECML PKDD 2011, Proceedings
T2 - European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, ECML PKDD 2011
Y2 - 5 September 2011 through 9 September 2011
ER -