Marginal MAP inference involves making MAP predictions in systems defined with latent variables or missing information. It is significantly more difficult than pure marginalization and MAP tasks, for which a large class of efficient and convergent variational algorithms, such as dual decomposition, exist. In this work, we generalize dual decomposition to a generic power sum inference task, which includes marginal MAP, along with pure marginalization and MAP, as special cases. Our method is based on a block coordinate descent algorithm on a new convex decomposition bound, that is guaranteed to converge monotonically, and can be parallelized efficiently. We demonstrate our approach on marginal MAP queries defined on real-world problems from the UAI approximate inference challenge, showing that our framework is faster and more reliable than previous methods.
Thus, most algorithms do not satisfy all the desirable properties listed in the introduction. For example, many works have developed convergent message-passing algorithms for convex free energies [e.g.,][] hazan08, hazan10 . However, by optimizing the dual they do not provide a bound until convergence, and the representation and constraints on the counting numbers do not facilitate optimizing the bound over these parameters. To optimize counting numbers, @cite_14 adopt a more restrictive free energy form requiring positive counting numbers on the entropies; but this cannot represent marginal MAP, whose free energy involves conditional entropies (equivalent to the difference between two entropy terms).
@cite_14
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We introduce a new technique that can reduce any higher-order Markov random field with binary labels into a first-order one that has the same minima as the original. Moreover, we combine the reduction with the fusion-move and QPBO algorithms to optimize higher-order multi-label problems. While many vision problems today are formulated as energy minimization problems, they have mostly been limited to using first-order energies, which consist of unary and pairwise clique potentials, with a few exceptions that consider triples. This is because of the lack of efficient algorithms to optimize energies with higher-order interactions. Our algorithm challenges this restriction that limits the representational power of the models, so that higher-order energies can be used to capture the rich statistics of natural scenes. To demonstrate the algorithm, we minimize a third-order energy, which allows clique potentials with up to four pixels, in an image restoration problem. The problem uses the fields of experts model, a learned spatial prior of natural images that has been used to test two belief propagation algorithms capable of optimizing higher-order energies. The results show that the algorithm exceeds the BP algorithms in both optimization performance and speed. We consider computation of the permanent of a positive (N × N) non-negative matrix, P = (Pji|i, j = 1, ..., N), or equivalently the problem of weighted counting of the perfect matchings over the complete bipartite graph KN, N. The problem is known to be of likely exponential complexity. Stated as the partition function Z of a graphical model, the problem allows for exact loop calculus representation (Chertkov M and Chernyak V 2006 Phys. Rev. E 72 065102) in terms of an interior minimum of the Bethe free energy functional over non-integer doubly stochastic matrix of marginal beliefs, β = (βji|i, j = 1, ..., N), also correspondent to a fixed point of the iterative message-passing algorithm of the belief propagation (BP) type. Our main result is an explicit expression of the exact partition function (permanent) in terms of the matrix of BP marginals, β, as Z = Perm(P) = ZBP Perm(βji(1 − βji)) ∏i, j(1 − βji), where ZBP is the BP expression for the permanent stated explicitly in terms of β. We give two derivations of the formula, a direct one based on the Bethe free energy and an alternative one combining the Ihara graph-ζ function and the loop calculus approaches. Assuming that the matrix β of the BP marginals is calculated, we provide two lower bounds and one upper bound to estimate the multiplicative term. Two complementary lower bounds are based on the Gurvits–van der Waerden theorem and on a relation between the modified permanent and determinant, respectively. We study an energy conservation problem where a variable-speed processor is equipped with a sleep state. Executing jobs at high speeds and then setting the processor asleep is an approach that can lead to further energy savings compared to standard dynamic speed scaling. We consider classical deadline-based scheduling, i.e. each job is specified by a release time, a deadline and a processing volume. For general convex power functions, [12] devised an offline 2-approximation algorithm. Roughly speaking, the algorithm schedules jobs at a critical speed Scrit that yields the smallest energy consumption while jobs are processed. For power functions P(s) = sα + γ, where s is the processor speed, [11] gave an (αα + 2)-competitive online algorithm. We investigate the offline setting of speed scaling with a sleep state. First we prove NP-hardness of the optimization problem. Additionally, we develop lower bounds, for general convex power functions: No algorithm that constructs Scrit-schedules, which execute jobs at speeds of at least scrit, can achieve an approximation factor smaller than 2. Furthermore, no algorithm that minimizes the energy expended for processing jobs can attain an approximation ratio smaller than 2. We then present an algorithmic framework for designing good approximation algorithms. For general convex power functions, we derive an approximation factor of 4 3. For power functions P(s) = βsα + γ, we obtain an approximation of 137 117 < 1.171. We finally show that our framework yields the best approximation guarantees for the class of Scrit-schedules. For general convex power functions, we give another 2-approximation algorithm. For functions P(s) = βsα + γ, we present tight upper and lower bounds on the best possible approximation factor. The ratio is exactly eW−1(−e−1−1 e) (eW−1(−e−1−1 e) + 1) < 1.211, where W--1 is the lower branch of the Lambert W function. We propose a general dual-fitting technique for analyzing online scheduling algorithms in the unrelated machines setting where the objective function involves weighted flow-time, and we allow the machines of the on-line algorithm to have (1 + e)-extra speed than the offline optimum (the so-called speed augmentation model). Typically, such algorithms are analyzed using non-trivial potential functions which yield little insight into the proof technique. We propose that one can often analyze such algorithms by looking at the dual (or Lagrangian dual) of the linear (or convex) program for the corresponding scheduling problem, and finding a feasible dual solution as the on-line algorithm proceeds. As representative cases, we get the following results: • For the problem of minimizing weighted flow-time, we give an O (1 e)-competitive greedy algorithm. This is an improvement by a factor of 1 e on the competitive ratio of the greedy algorithm of Chadha-Garg-Kumar-Muralidhara. • For the problem of minimizing weighted lk norm of flow-time, we show that a greedy algorithm gives an O (1 e)-competitive ratio. This marginally improves the result of Im and Moseley. • For the problem of minimizing weighted flow-time plus energy, and when the energy function f(s) is equal to sγ, γ > 1, we show that a natural greedy algorithm is O(γ2)-competitive. Prior to our work, such a result was known for the related machines setting only (Gupta-Krishnaswamy-Pruhs). Markov Random Field is now ubiquitous in many formulations of various vision problems. Recently, optimization of higher-order potentials became practical using higher-order graph cuts: the combination of i) the fusion move algorithm, ii) the reduction of higher-order binary energy minimization to first-order, and iii) the QPBO algorithm. In the fusion move, it is crucial for the success and efficiency of the optimization to provide proposals that fits the energies being optimized. For higher-order energies, it is even more so because they have richer class of null potentials. In this paper, we focus on the efficiency of the higher-order graph cuts and present a simple technique for generating proposal labelings that makes the algorithm much more efficient, which we empirically show using examples in stereo and image denoising. We consider the problem of online scheduling of jobs on unrelated machines with dynamic speed scaling to minimize the sum of energy and weighted flow time. We give an algorithm with an almost optimal competitive ratio for arbitrary power functions. (No earlier results handled arbitrary power functions for minimizing flow time plus energy with unrelated machines.) For power functions of the form f(s) = sα for some constant α > 1, we get a competitive ratio of O(α log α), improving upon a previous competitive ratio of O(α2) by [3], along with a matching lower bound of Ω(α log α). Further, in the resource augmentation model, with a 1 + e speed up, we give a 2(1 e + 1) competitive algorithm, with essentially the same techniques, improving the bound of 1 + O(1 e2) by [15] and matching the bound of [3] for the special case of fixed speed unrelated machines. Unlike the previous results most of which used an amortized local competitiveness argument or dual fitting methods, we use a primal-dual method, which is useful not only to analyze the algorithms but also to design the algorithm itself. We investigate the convergence properties of the self-organizing feature map algorithm for a simple, but very instructive case: the formation of a topographic representation of the unit interval [0,1] by a linear chain of neurons. We extend the proofs of convergence of Kohonen and of Cottrell and Fort to hold in any case where the neighborhood function, which is used to scale the change in the weight values at each neuron, is a monotonically decreasing function of distance from the winner neuron. We prove that the learning dynamics cannot be described by a gradient descent on a single energy function, but may be described using a set of potential functions, one for each neuron, which are independently minimized following a stochastic gradient descent. We derive the correct potential functions for the oneand multi-dimensional case, and show that the energy functions given by Tolat (1990) are an approximation which is no longer valid in the case of highly disordered maps or steep neighborhood functions. Algorithms for discrete energy minimization are of fundamental importance in computer vision. In this paper, we focus on the recent technique proposed by (Nov. 2005)- tree-reweighted max-product message passing (TRW). It was inspired by the problem of maximizing a lower bound on the energy. However, the algorithm is not guaranteed to increase this bound - it may actually go down. In addition, TRW does not always converge. We develop a modification of this algorithm which we call sequential tree-reweighted message passing. Its main property is that the bound is guaranteed not to decrease. We also give a weak tree agreement condition which characterizes local maxima of the bound with respect to TRW algorithms. We prove that our algorithm has a limit point that achieves weak tree agreement. Finally, we show that, our algorithm requires half as much memory as traditional message passing approaches. Experimental results demonstrate that on certain synthetic and real problems, our algorithm outperforms both the ordinary belief propagation and tree-reweighted algorithm in (M. J. Wainwright, et al, Nov. 2005). In addition, on stereo problems with Potts interactions, we obtain a lower energy than graph cuts This paper deals with the design of efficiently computable incentive-compatible mechanisms for combinatorial optimization problems with single-minded agents each possibly having multiple private parameters. We focus on approximation algorithms for NP-hard mechanism design problems. These algorithms need to satisfy certain monotonicity properties to ensure truthfulness. Since most of the known approximation techniques do not fulfill these properties, we study alternative techniques. Our first contribution is a quite general method to transform a pseudopolynomial algorithm into a monotone fully polynomial time approximation scheme (FPTAS). This can be applied to various problems like, e.g., knapsack, constrained shortest path, or job scheduling with deadlines. For example, the monotone FPTAS for the knapsack problem gives a very efficient, truthful mechanism for single-minded multiunit auctions. The best previous result for such auctions was a 2-appro-xi-ma-tion. In addition, we present a monotone PTAS for the generalized assignment problem with any constant number of private parameters per agent. The most efficient way to solve packing integer programs (PIPs) is linear programming-based randomized rounding, which also is in general not monotone. We show that primal-dual greedy algorithms achieve almost the same approximation ratios for PIPs as randomized rounding. The advantage is that these algorithms are inherently monotone. This way, we can significantly improve the approximation ratios of truthful mechanisms for various fundamental mechanism design problems like single-minded combinatorial auctions (CAs), unsplittable flow routing, and multicast routing. Our primal-dual approximation algorithms can also be used for the winner determination in CAs with general bidders specifying their bids through an oracle. We consider the linear programming relaxation of an energy minimization problem for Markov Random Fields. The dual objective of this problem can be treated as a concave and unconstrained, but non-smooth function. The idea of smoothing the objective prior to optimization was recently proposed in a series of papers. Some of them suggested the idea to decrease the amount of smoothing (so called temperature) while getting closer to the optimum. However, no theoretical substantiation was provided. We propose an adaptive smoothing diminishing algorithm based on the duality gap between relaxed primal and dual objectives and demonstrate the efficiency of our approach with a smoothed version of Sequential Tree-Reweighted Message Passing (TRW-S) algorithm. The strategy is applicable to other algorithms as well, avoids ad-hoc tuning of the smoothing during iterations, and provably guarantees convergence to the optimum. We consider energy minimization for undirected graphical models, also known as the MAP-inference problem for Markov random fields. Although combinatorial methods, which return a provably optimal integral solution of the problem, made a significant progress in the past decade, they are still typically unable to cope with large-scale datasets. On the other hand, large scale datasets are often defined on sparse graphs and convex relaxation methods, such as linear programming relaxations then provide good approximations to integral solutions. We propose a novel method of combining combinatorial and convex programming techniques to obtain a global solution of the initial combinatorial problem. Based on the information obtained from the solution of the convex relaxation, our method confines application of the combinatorial solver to a small fraction of the initial graphical model, which allows to optimally solve much larger problems. We demonstrate the efficacy of our approach on a computer vision energy minimization benchmark. Prediction of three-dimensional structures of proteins and peptides by global optimization of the free energy estimate has been attempted without much success for over thirty years. The key problems were the insufficient accuracy of the free energy estimate and the giant size of the conformational space. Global optimization of the free energy function of a peptide in internal coordinate space is a powerful method of structure prediction that outperforms both Molecular Dynamics, bound by the continuity requirement, and Monte Carlo, bound by the Boltzmann ensemble generation requirement. We demonstrate that stochastic global optimization algorithms of the first order, i.e., with local minimization after each iteration (e.g., Monte Carlo-Minimization), have a greater chance of finding the global minimum after a fixed number of function evaluations. Recently, the principle of optimal bias was mathematically justified and the Optimal-Bias Monte Carlo-Minimization algorithm (a.k.a. Biased Probability Monte Carlo-minimization) was successfully applied to theoreticalab initiofolding of several peptides, resulting in more than a 10-fold increase in efficiency compared to the Monte Carlo-Minimization method. The square-root bias is shown to be comparable in performance with the previously derived linear bias. A 23-residue peptide of beta-beta-alpha structure can be predicted from any random starting conformation. Given an arc-weighted directed graph G = (V, A, spl lscr ) and a pair of nodes s, t, we seek to find an s-t walk of length at most B that maximizes some given function f of the set of nodes visited by the walk. The simplest case is when we seek to maximize the number of nodes visited: this is called the orienteering problem. Our main result is a quasi-polynomial time algorithm that yields an O(log OPT) approximation for this problem when f is a given submodular set function. We then extend it to the case when a node v is counted as visited only if the walk reaches v in its time window [R(v), D(v)]. We apply the algorithm to obtain several new results. First, we obtain an O(log OPT) approximation for a generalization of the orienteering problem in which the profit for visiting each node may vary arbitrarily with time. This captures the time window problem considered earlier for which, even in undirected graphs, the best approximation ratio known [Bansal, (2004)] is O(log sup 2 OPT). The second application is an O(log sup 2 k) approximation for the k-TSP problem in directed graphs (satisfying asymmetric triangle inequality). This is the first non-trivial approximation algorithm for this problem. The third application is an O(log sup 2 k) approximation (in quasi-poly time) for the group Steiner problem in undirected graphs where k is the number of groups. This improves earlier ratios (Garg, ) by a logarithmic factor and almost matches the inapproximability threshold on trees (Halperin and Krauthgamer, 2003). This connection to group Steiner trees also enables us to prove that the problem we consider is hard to approximate to a ratio better than spl Omega (log sup 1- spl epsi OPT), even in undirected graphs. Even though our algorithm runs in quasi-poly time, we believe that the implications for the approximability of several basic optimization problems are interesting. We consider the energy minimization problem for undirected graphical models, also known as MAP-inference problem for Markov random fields which is NP-hard in general. We propose a novel polynomial time algorithm to obtain a part of its optimal non-relaxed integral solution. Our algorithm is initialized with variables taking integral values in the solution of a convex relaxation of the MAP-inference problem and iteratively prunes those, which do not satisfy our criterion for partial optimality. We show that our pruning strategy is in a certain sense theoretically optimal. Also empirically our method outperforms previous approaches in terms of the number of persistently labelled variables. The method is very general, as it is applicable to models with arbitrary factors of an arbitrary order and can employ any solver for the considered relaxed problem. Our method's runtime is determined by the runtime of the convex relaxation solver for the MAP-inference problem. We discuss schemes for exact and approximate computations of permanents, and compare them with each other. Specifically, we analyze and generalize the Belief Propagation (BP) approach to computing the permanent of a non-negative matrix. Known bounds and conjectures are verified in experiments, and some new theoretical relations, bounds and conjectures are proposed. We introduce a fractional free energy functional parameterized by a scalar parameter @math , where @math corresponds to the BP limit and @math corresponds to the exclusion principle Mean-Field (MF) limit, and show monotonicity and continuity of the functional with @math . We observe that the optimal value of @math , where the @math -parameterized functional is equal to the exact free energy (defined as the minus log of the permanent), lies in the @math range, with the low and high values from the range producing provable low and upper bounds for the permanent. Our experimental analysis suggests that the optimal @math varies for different ensembles considered but it always lies in the @math interval. Besides, for all ensembles considered the behavior of the optimal @math is highly distinctive, thus offering a lot of practical potential for estimating permanents of non-negative matrices via the fractional free energy functional approach. In this paper, we investigate a distributed learning scheme for a broad class of stochastic optimization problems and games that arise in signal processing and wireless communications. The proposed algorithm relies on the method of matrix exponential learning (MXL) and only requires locally computable gradient observations that are possibly imperfect. To analyze it, we introduce the notion of a stable Nash equilibrium and we show that the algorithm is globally convergent to such equilibria—or locally convergent when an equilibrium is only locally stable. To complement our convergence analysis, we also derive explicit bounds for the algorithm's convergence speed and we test it in realistic multicarrier multiple-antenna wireless scenarios where several users seek to maximize their energy efficiency. Our results show that learning allows users to attain a net increase between @math and @math in energy efficiency, even under very high uncertainty. This paper deals with the design of efficiently computable incentive compatible, or truthful, mechanisms for combinatorial optimization problems with multi-parameter agents. We focus on approximation algorithms for NP-hard mechanism design problems. These algorithms need to satisfy certain monotonicity properties to ensure truthfulness. Since most of the known approximation techniques do not fulfill these properties, we study alternative techniques.Our first contribution is a quite general method to transform a pseudopolynomial algorithm into a monotone FPTAS. This can be applied to various problems like, e.g., knapsack, constrained shortest path, or job scheduling with deadlines. For example, the monotone FPTAS for the knapsack problem gives a very efficient, truthful mechanism for single-minded multi-unit auctions. The best previous result for such auctions was a 2-approximation. In addition, we present a monotone PTAS for the generalized assignment problem with any bounded number of parameters per agent.The most efficient way to solve packing integer programs (PIPs) is LP-based randomized rounding, which also is in general not monotone. We show that primal-dual greedy algorithms achieve almost the same approximation ratios for PIPs as randomized rounding. The advantage is that these algorithms are inherently monotone. This way, we can significantly improve the approximation ratios of truthful mechanisms for various fundamental mechanism design problems like single-minded combinatorial auctions (CAs), unsplittable flow routing and multicast routing. Our approximation algorithms can also be used for the winner determination in CAs with general bidders specifying their bids through an oracle. We consider the optimal online packet scheduling problem in a single-user energy harvesting wireless communication system, where energy is harvested from natural renewable sources, making future energy arrivals instants and amounts random in nature. The most general case of arbitrary energy arrivals is considered where neither the future energy arrival instants or amount, nor their distribution is known. The problem considered is to adaptively change the transmission rate according to the causal energy arrival information, such that the time by which all packets are delivered is minimized. We assume that all bits have arrived and are ready at the source before the transmission begins. For a minimization problem, the utility of an online algorithm is tested by finding its competitive ratio or competitiveness that is defined to be the maximum of the ratio of the gain of the online algorithm with the optimal offline algorithm over all input sequences. We derive a lower and upper bound on the competitive ratio of any online algorithm to minimize the total transmission time in an energy harvesting system. The upper bound is obtained using a lazy' transmission policy that chooses its transmission power to minimize the transmission time assuming that no further energy arrivals are going to occur in future. The lazy transmission policy is shown to be strictly two-competitive. We also derive an adversarial lower bound that shows that competitive ratio of any online algorithm is at least 1.325. We present an unified approach to study online scheduling problems in the resource augmentation speed scaling models. Potential function method is extensively used for analyzing algorithms in these models; however, they yields little insight on how to construct potential functions and how to design algorithms for related problems. In the paper, we generalize and strengthen the dual-fitting technique proposed by [1]. The approach consists of considering a possibly non-convex relaxation and its Lagrangian dual; then constructing dual variables such that the Lagrangian dual has objective value within a desired factor of the primal optimum. The competitive ratio follows by the standard Lagrangian weak duality. This approach is simple yet powerful and it is seemingly a right tool to study problems with resource augmentation or speed scaling. We illustrate the approach through the following results. 1 We revisit algorithms EQUI and LAPS in Non-clairvoyant Scheduling to minimize total flow-time. We give simple analyses to prove known facts on the competitiveness of such algorithms. Not only are the analyses much simpler than the previous ones, they also explain why LAPS is a natural extension of EQUI to design a scalable algorithm for the problem. 2 We consider the online scheduling problem to minimize total weighted flow-time plus energy where the energy power f(s) is a function of speed s and is given by s α for α ≥ 1. For a single machine, we showed an improved competitive ratio for a non-clairvoyant memoryless algorithm. For unrelated machines, we give an O(α logα)-competitive algorithm. The currently best algorithm for unrelated machines is O(α 2)-competitive. 3 We consider the online scheduling problem on unrelated machines with the objective of minimizing ∑ i,j w ij f(F j ) where F j is the flow-time of job j and f is an arbitrary non-decreasing cost function with some nice properties. We present an algorithm which is ( 1 1-3 )-speed, ( 2K( ) )-competitive where K(e) is a function depending on f and e. The algorithm does not need to know the speed (1 + e) a priori. A corollary is a (1 + e)-speed, ( k ^ 1+1 k )-competitive algorithm (which does not know e a priori) for the objective of minimizing the weighted l k -norm of flow-time. An unsupervised video object segmentation algorithm, which discovers a primary object in a video sequence automatically, is proposed in this work. We introduce three energies in terms of foreground and background probability distributions: Markov, spatiotemporal, and antagonistic energies. Then, we minimize a hybrid of the three energies to separate a primary object from its background. However, the hybrid energy is nonconvex. Therefore, we develop the alternate convex optimization (ACO) scheme, which decomposes the nonconvex optimization into two quadratic programs. Moreover, we propose the forward-backward strategy, which performs the segmentation sequentially from the first to the last frames and then vice versa, to exploit temporal correlations. Experimental results on extensive datasets demonstrate that the proposed ACO algorithm outperforms the state-of-the-art techniques significantly.