Convergence Rate Analysis of MAP Coordinate Minimization Algorithms
Ofer Meshi · Tommi Jaakkola · Amir Globerson

Tue Dec 4th 07:00 -- 11:59 PM @ Harrah’s Special Events Center 2nd Floor #None

Finding maximum aposteriori (MAP) assignments in graphical models is an important task in many applications. Since the problem is generally hard, linear programming (LP) relaxations are often used. Solving these relaxations efficiently is thus an important practical problem. In recent years, several authors have proposed message passing updates corresponding to coordinate descent in the dual LP. However,these are generally not guaranteed to converge to a global optimum. One approach to remedy this is to smooth the LP, and perform coordinate descent on the smoothed dual. However, little is known about the convergence rate of this procedure. Here we perform a thorough rate analysis of such schemes and derive primal and dual convergence rates. We also provide a simple dual to primal mapping that yields feasible primal solutions with a guaranteed rate of convergence. Empirical evaluation supports our theoretical claims and shows that the method is highly competitive with state of the art approaches that yield global optima.

Author Information

Ofer Meshi (Google)
Tommi Jaakkola (MIT)

Tommi Jaakkola is a professor of Electrical Engineering and Computer Science at MIT. He received an M.Sc. degree in theoretical physics from Helsinki University of Technology, and Ph.D. from MIT in computational neuroscience. Following a Sloan postdoctoral fellowship in computational molecular biology, he joined the MIT faculty in 1998. His research interests include statistical inference, graphical models, and large scale modern estimation problems with predominantly incomplete data.

Amir Globerson (Tel Aviv University, Google)

Amir Globerson is senior lecturer at the School of Engineering and Computer Science at the Hebrew University. He received a PhD in computational neuroscience from the Hebrew University, and was a Rothschild postdoctoral fellow at MIT. He joined the Hebrew University in 2008. His research interests include graphical models and probabilistic inference, convex optimization, robust learning and natural language processing.

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