Tighter Relaxations for MAP-MRF Inference: A Local Primal-Dual Gap based Separation Algorithm

We propose an efficient and adaptive method for MAP-MRF inference that provides increasingly tighter upper and lower bounds on the optimal objective. Similar to Sontag et al. (2008b), our method starts by solving the first-order LOCAL(G) linear programming relaxation. This is followed by an adaptive tightening of the relaxation where we incrementally add higher-order interactions to enforce proper marginalization over groups of variables. Computing the best interaction to add is an NP-hard problem. We show good solutions to this problem can be readily obtained from “local primal-dual gaps” given the current primal solution and a dual reparameterization vector. This is not only extremely efficient, but in contrast to previous approaches, also allows us to search over prohibitively large sets of candidate interactions to add. We demonstrate the superiority of our approach on MAP-MRF inference problems encountered in computer vision.

[1]  Ashish Raj,et al.  A graph cut algorithm for generalized image deconvolution , 2005, Tenth IEEE International Conference on Computer Vision (ICCV'05) Volume 1.

[2]  Vladimir Kolmogorov,et al.  Optimizing Binary MRFs via Extended Roof Duality , 2007, 2007 IEEE Conference on Computer Vision and Pattern Recognition.

[3]  Tomás Werner,et al.  High-arity interactions, polyhedral relaxations, and cutting plane algorithm for soft constraint optimisation (MAP-MRF) , 2008, 2008 IEEE Conference on Computer Vision and Pattern Recognition.

[4]  David Zuckerman,et al.  Electronic Colloquium on Computational Complexity, Report No. 100 (2005) Linear Degree Extractors and the Inapproximability of MAX CLIQUE and CHROMATIC NUMBER , 2005 .

[5]  Tommi S. Jaakkola,et al.  Tree Block Coordinate Descent for MAP in Graphical Models , 2009, AISTATS.

[6]  Tommi S. Jaakkola,et al.  Fixing Max-Product: Convergent Message Passing Algorithms for MAP LP-Relaxations , 2007, NIPS.

[7]  William T. Freeman,et al.  Comparison of graph cuts with belief propagation for stereo, using identical MRF parameters , 2003, Proceedings Ninth IEEE International Conference on Computer Vision.

[8]  Joseph Naor,et al.  A Linear Programming Formulation and Approximation Algorithms for the Metric Labeling Problem , 2005, SIAM J. Discret. Math..

[9]  Vladimir Kolmogorov,et al.  Convergent Tree-Reweighted Message Passing for Energy Minimization , 2006, IEEE Transactions on Pattern Analysis and Machine Intelligence.

[10]  Nikos Komodakis,et al.  Beyond Loose LP-Relaxations: Optimizing MRFs by Repairing Cycles , 2008, ECCV.

[11]  Martin J. Wainwright,et al.  MAP estimation via agreement on (hyper)trees: Message-passing and linear programming , 2005, ArXiv.

[12]  Yair Weiss,et al.  Linear Programming Relaxations and Belief Propagation - An Empirical Study , 2006, J. Mach. Learn. Res..

[13]  Tommi S. Jaakkola,et al.  Tightening LP Relaxations for MAP using Message Passing , 2008, UAI.

[14]  Martin J. Wainwright,et al.  MAP estimation via agreement on trees: message-passing and linear programming , 2005, IEEE Transactions on Information Theory.

[15]  Arie M. C. A. Koster,et al.  The partial constraint satisfaction problem: Facets and lifting theorems , 1998, Oper. Res. Lett..

[16]  Tomás Werner,et al.  A Linear Programming Approach to Max-Sum Problem: A Review , 2007, IEEE Transactions on Pattern Analysis and Machine Intelligence.

[17]  Nir Friedman,et al.  Probabilistic Graphical Models - Principles and Techniques , 2009 .

[18]  Tommi S. Jaakkola,et al.  Approximate inference in graphical models using lp relaxations , 2010 .

[19]  John N. Tsitsiklis,et al.  Introduction to linear optimization , 1997, Athena scientific optimization and computation series.

[20]  Yair Weiss,et al.  Globally optimal solutions for energy minimization in stereo vision using reweighted belief propagation , 2005, Tenth IEEE International Conference on Computer Vision (ICCV'05) Volume 1.

[21]  Michael I. Jordan,et al.  Graphical Models, Exponential Families, and Variational Inference , 2008, Found. Trends Mach. Learn..

[22]  Solomon Eyal Shimony,et al.  Finding MAPs for Belief Networks is NP-Hard , 1994, Artif. Intell..

[23]  Tommi S. Jaakkola,et al.  Clusters and Coarse Partitions in LP Relaxations , 2008, NIPS.