Continuous Relaxation of MAP Inference: A Nonconvex Perspective

02/21/2018
by   D. Khuê Lê-Huu, et al.
0

In this paper, we study a nonconvex continuous relaxation of MAP inference in discrete Markov random fields (MRFs). We show that for arbitrary MRFs, this relaxation is tight, and a discrete stationary point of it can be easily reached by a simple block coordinate descent algorithm. In addition, we study the resolution of this relaxation using popular gradient methods, and further propose a more effective solution using a multilinear decomposition framework based on the alternating direction method of multipliers (ADMM). Experiments on many real-world problems demonstrate that the proposed ADMM significantly outperforms other nonconvex relaxation based methods, and compares favorably with state of the art MRF optimization algorithms in different settings.

READ FULL TEXT

page 8

page 16

research
10/10/2016

Stochastic Alternating Direction Method of Multipliers with Variance Reduction for Nonconvex Optimization

In the paper, we study the stochastic alternating direction method of mu...
research
08/04/2020

Faster Stochastic Alternating Direction Method of Multipliers for Nonconvex Optimization

In this paper, we propose a faster stochastic alternating direction meth...
research
12/08/2017

Nonconvex Sparse Spectral Clustering by Alternating Direction Method of Multipliers and Its Convergence Analysis

Spectral Clustering (SC) is a widely used data clustering method which f...
research
05/19/2014

Scalable Semidefinite Relaxation for Maximum A Posterior Estimation

Maximum a posteriori (MAP) inference over discrete Markov random fields ...
research
06/13/2018

MAP inference via Block-Coordinate Frank-Wolfe Algorithm

We present a new proximal bundle method for Maximum-A-Posteriori (MAP) i...
research
01/01/2021

Semi-Definite Relaxation Based ADMM for Cooperative Planning and Control of Connected Autonomous Vehicles

This paper investigates the cooperative planning and control problem for...
research
11/17/2020

The alternating direction method of multipliers for finding the distance between ellipsoids

We study several versions of the alternating direction method of multipl...

Please sign up or login with your details

Forgot password? Click here to reset