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.
While our focus is on variational bounds @cite_5 @cite_15 , there are many non-variational approaches for marginal MAP as well. provide upper bounds on marginal MAP by reordering the order in which variables are eliminated, and using exact inference in the reordered join-tree; however, this is exponential in the size of the (unconstrained) treewidth, and can easily become intractable. give an approximation closely related to mini-bucket to bound the marginal MAP; however, unlike (weighted) mini-bucket, these bounds cannot be improved iteratively. The same is true for the algorithm of , which also has a strong dependence on treewidth. Other examples of marginal MAP algorithms include local search [e.g.,][] park2004complexity and Markov chain Monte Carlo methods [e.g.,][] doucet02,yuan04 .
@cite_5 @cite_15
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Marginal MAP problems are known to be very difficult tasks for graphical models and are so far solved exactly by systematic search guided by a join-tree upper bound. In this paper, we develop new AND OR branch and bound algorithms for marginal MAP that use heuristics extracted from weighted mini-buckets enhanced with message-passing updates. We demonstrate the effectiveness of the resulting search algorithms against previous join-tree based approaches, which we also extend to accommodate high induced width models, through extensive empirical evaluations. Our results show not only orders-of-magnitude improvements over the state-of-the-art, but also the ability to solve problem instances well beyond the reach of previous approaches. The MAP (maximum a posteriori hypothesis) problem in Bayesian networks is to find the most likely states of a set of variabls given partial evidence on the complement of that set. Standard structure-based inference methods for finding exact solutions to MAP, such as variable elimination and join-tree algorithms, have complexities that are exponential in the constrained treewidth of the network. A more recent algorithm, proposed by Park and Darwiche, is exponential only in the treewidth and has been shown to handle networks whose constrained treewidth is quite high. In this paper we present a new algorithm for exact MAP that is not necessarily limited in scalability even by the treewidth. This is achieved by leveraging recent advances in compilation of Bayesian networks into arithmetic circuits, which can circumvent treewidth-imposed limits by exploiting the local structure present in the network. Specifically, we implement a branch-and-bound search where the bounds are computed using linear-time operations on the compiled arithmetic circuit. On networks with local structure, we observe orders-of-magnitude improvements over the algorithm of Park and Darwiche. In particular, we are able to efficiently solve many problems where the latter algorithm runs out of memory because of high treewidth. Until recently, the lack of ground truth data has hindered the application of discriminative structured prediction techniques to the stereo problem. In this paper we use ground truth data sets that we have recently constructed to explore different model structures and parameter learning techniques. To estimate parameters in Markov random fields (MRFs) via maximum likelihood one usually needs to perform approximate probabilistic inference. Conditional random fields (CRFs) are discriminative versions of traditional MRFs. We explore a number of novel CRF model structures including a CRF for stereo matching with an explicit occlusion model. CRFs require expensive inference steps for each iteration of optimization and inference is particularly slow when there are many discrete states. We explore belief propagation, variational message passing and graph cuts as inference methods during learning and compare with learning via pseudolikelihood. To accelerate approximate inference we have developed a new method called sparse variational message passing which can reduce inference time by an order of magnitude with negligible loss in quality. Learning using sparse variational message passing improves upon previous approaches using graph cuts and allows efficient learning over large data sets when energy functions violate the constraints imposed by graph cuts. We study the quantitative geometry of graphs in terms of their genus, using the structure of certain "cut graphs," i.e. subgraphs whose removal leaves a planar graph. In particular, we give optimal bounds for random partitioning schemes, as well as various types of embeddings. Using these geometric primitives, we present exponentially improved dependence on genus for a number of problems like approximate max-flow min-cut theorems, approximations for uniform and nonuniform Sparsest Cut, treewidth approximation, Laplacian eigenvalue bounds, and Lipschitz extension theorems and related metric labeling problems. We list here a sample of these improvements. All the following statements refer to graphs of genus g, unless otherwise noted. • We show that such graphs admit an O(log g)-approximate multi-commodity max-flow min-cut theorem for the case of uniform demands. This bound is optimal, and improves over the previous bound of O(g) [KPR93, FT03]. For general demands, we show that the worst possible gap is O(log g + CP), where CP is the gap for planar graphs. This dependence is optimal, and already yields a bound of O(log g + √log n), improving over the previous bound of O(√g log n) [KLMN04]. • We give an O(√log g)-approximation for the uniform Sparsest Cut, balanced vertex separator, and treewidth problems, improving over the previous bound of O(g) [FHL05]. • If a graph G has genus g and maximum degree D, we show that the kth Laplacian eigenvalue of G is (log g)2 · O(kgD n), improving over the previous bound of g2·O(kgD n) [KLPT09]. There is a lower bound of Ω(kgD n), making this result almost tight. • We show that if (X, d) is the shortest-path metric on a graph of genus g and S ⊆ X, then every L-Lipschitz map f: S → Z into a Banach space Z admits an O(L log g)-Lipschitz extension f: X → Z. This improves over the previous bound of O(Lg) [LN05], and compares to a lower bound of Ω(L√log g). In a related way, we show that there is an O(log g)-approximation for the 0-extension problem on such graphs, improving over the previous O(g) bound. • We show that every n-vertex shortest-path metric on a graph of genus g embeds into L2 with distortion O(log g + √log n), improving over the previous bound of O(√g log n). Our result is asymptotically optimal for every dependence g = g(n).