PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

An Alternating Direction Method for Dual MAP LP Relaxation
Ofer Meshi and Amir Globerson
Lecture Notes in Computer Science Volume 6912/2011, pp. 470-483, 2011.


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.

EPrint Type:Article
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Learning/Statistics & Optimisation
ID Code:9245
Deposited By:Ofer Meshi
Deposited On:21 February 2012