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arxiv: 1309.6829 · v1 · pith:7ODQ6WUEnew · submitted 2013-09-26 · 💻 cs.AI · cs.LG· stat.ML

Bethe-ADMM for Tree Decomposition based Parallel MAP Inference

classification 💻 cs.AI cs.LGstat.ML
keywords admmbethe-admmparallelalgorithminferencealmostalternatingaugmented
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We consider the problem of maximum a posteriori (MAP) inference in discrete graphical models. We present a parallel MAP inference algorithm called Bethe-ADMM based on two ideas: tree-decomposition of the graph and the alternating direction method of multipliers (ADMM). However, unlike the standard ADMM, we use an inexact ADMM augmented with a Bethe-divergence based proximal function, which makes each subproblem in ADMM easy to solve in parallel using the sum-product algorithm. We rigorously prove global convergence of Bethe-ADMM. The proposed algorithm is extensively evaluated on both synthetic and real datasets to illustrate its effectiveness. Further, the parallel Bethe-ADMM is shown to scale almost linearly with increasing number of cores.

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