Marginal Inference in MRFs using Frank-Wolfe - CMAP, Polytechnique

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Dec 10, 2013 - Curvature + Convergence Rate. Cf = sup x,s∈D;γ∈[0,1];y=x+γ(s−x). 2 γ2. (f (y) − f (x) − 〈y
Marginal Inference in MRFs using Frank-Wolfe David Belanger, Daniel Sheldon, Andrew McCallum School of Computer Science University of Massachusetts, Amherst {belanger,sheldon,mccallum}@cs.umass.edu

December 10, 2013

Table of Contents

1

Markov Random Fields

2

Frank-Wolfe for Marginal Inference

3

Optimality Guarantees and Convergence Rate

4

Beyond MRFs

5

Fancier FW

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Table of Contents

1

Markov Random Fields

2

Frank-Wolfe for Marginal Inference

3

Optimality Guarantees and Convergence Rate

4

Beyond MRFs

5

Fancier FW

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Markov Random Fields

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Markov Random Fields

Φθ (x) =

X

θc (xc )

c∈C

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Markov Random Fields

Φθ (x) =

X

θc (xc )

c∈C

P(x) =

exp (Φθ (x)) log(Z )

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Markov Random Fields

Φθ (x) =

X

θc (xc )

c∈C

P(x) =

x→µ

exp (Φθ (x)) log(Z )

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Markov Random Fields

Φθ (x) =

X

θc (xc )

c∈C

P(x) =

exp (Φθ (x)) log(Z )

x→µ Φθ (x) → hθ, µi

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Marginal Inference

µMARG = EPθ [µ]

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Marginal Inference

µMARG = EPθ [µ] µMARG = arg max hµ, θi + HM (µ) µ∈M

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Marginal Inference

µMARG = EPθ [µ] µMARG = arg max hµ, θi + HM (µ) µ∈M

µ ¯ approx = arg maxhµ, θi + HB (µ) µ∈L

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Marginal Inference

µMARG = EPθ [µ] µMARG = arg max hµ, θi + HM (µ) µ∈M

µ ¯ approx = arg maxhµ, θi + HB (µ) µ∈L

HB (µ) =

X

Wc H(µc )

c∈C

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MAP Inference

µMAP = arg max hµ, θi µ∈M

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MAP Inference

µMAP = arg max hµ, θi µ∈M



Black&Box&& MAP&Solver&

µMAP

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MAP Inference

µMAP = arg max hµ, θi µ∈M





Black&Box&& MAP&Solver&

Gray&Box&& MAP&Solver&

µMAP

µMAP

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Marginal → MAP Reductions

Hazan and Jaakkola [2012] Ermon et al. [2013]

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Table of Contents

1

Markov Random Fields

2

Frank-Wolfe for Marginal Inference

3

Optimality Guarantees and Convergence Rate

4

Beyond MRFs

5

Fancier FW

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Generic FW with Line Search

yt = arg minhx, −∇f (xt−1 )i x∈X

xt = min f ((1 − γ)xt + γyt ) γ∈[0,1]

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Generic FW with Line Search

xt

Compute& &Gradient&

rf (xt

1)

Linear&& Minimiza

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