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AD3 : Alternating Directions Dual Decomposition for MAP Inference in Graphical Models

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posted on 01.03.2015, 00:00 by Andre F.T. Martins, Mario A. T. Figueiredo, Pedro M.Q. Aguiar, Noah A. Smith, Eric P Xing

We present AD3, a new algorithm for approximate maximum a posteriori (MAP) inference on factor graphs, based on the alternating directions method of multipliers. Like other dual decomposition algorithms, AD3 has a modular architecture, where local subproblems are solved independently, and their solutions are gathered to compute a global update. The key characteristic of AD3 is that each local subproblem has a quadratic regularizer, leading to faster convergence, both theoretically and in practice. We provide closed-form solutions for these AD3 subproblems for binary pairwise factors and factors imposing first-order logic constraints. For arbitrary factors (large or combinatorial), we introduce an active set method which requires only an oracle for computing a local MAP configuration, making AD3 applicable to a wide range of problems. Experiments on synthetic and real-world problems show that AD3 compares favorably with the state-of-the-art.

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Publisher Statement

Copyright 2015 Andre F. T. Martins, Mario A. T. Figueiredo, Pedro M. Q. Aguiar, Noah A. Smith, and Eric P. Xing

Date

01/03/2015

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