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Bethe-ADMM for Tree Decomposition based Parallel MAP Inference

By Qiang Fu, Huahua Wang and Arindam Banerjee

Abstract

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.

Year: 2013
OAI identifier: oai:CiteSeerX.psu:10.1.1.352.8966
Provided by: CiteSeerX
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