Worst-case Optimal Submodular Extensions for Marginal Estimation

Submodular extensions of an energy function can be used to efficiently compute approximate marginals via variational inference. The accuracy of the marginals depends crucially on the quality of the submodular extension. To identify the best possible extension, we show an equivalence between the submodular extensions of the energy and the objective functions of linear programming (LP) relaxations for the corresponding MAP estimation problem. This allows us to (i) establish the worst-case optimality of the submodular extension for Potts model used in the literature; (ii) identify the worst-case optimal submodular extension for the more general class of metric labeling; and (iii) efficiently compute the marginals for the widely used dense CRF model with the help of a recently proposed Gaussian filtering method. Using synthetic and real data, we show that our approach provides comparable upper bounds on the log-partition function to those obtained using tree-reweighted message passing (TRW) in cases where the latter is computationally feasible. Importantly, unlike TRW, our approach provides the first practical algorithm to compute an upper bound on the dense CRF model.Comment: Accepted to AISTATS 201

Structured Sparsity: Discrete and Convex approaches

Compressive sensing (CS) exploits sparsity to recover sparse or compressible signals from dimensionality reducing, non-adaptive sensing mechanisms. Sparsity is also used to enhance interpretability in machine learning and statistics applications: While the ambient dimension is vast in modern data analysis problems, the relevant information therein typically resides in a much lower dimensional space. However, many solutions proposed nowadays do not leverage the true underlying structure. Recent results in CS extend the simple sparsity idea to more sophisticated {\em structured} sparsity models, which describe the interdependency between the nonzero components of a signal, allowing to increase the interpretability of the results and lead to better recovery performance. In order to better understand the impact of structured sparsity, in this chapter we analyze the connections between the discrete models and their convex relaxations, highlighting their relative advantages. We start with the general group sparse model and then elaborate on two important special cases: the dispersive and the hierarchical models. For each, we present the models in their discrete nature, discuss how to solve the ensuing discrete problems and then describe convex relaxations. We also consider more general structures as defined by set functions and present their convex proxies. Further, we discuss efficient optimization solutions for structured sparsity problems and illustrate structured sparsity in action via three applications.Comment: 30 pages, 18 figure

Planar Ultrametric Rounding for Image Segmentation

We study the problem of hierarchical clustering on planar graphs. We formulate this in terms of an LP relaxation of ultrametric rounding. To solve this LP efficiently we introduce a dual cutting plane scheme that uses minimum cost perfect matching as a subroutine in order to efficiently explore the space of planar partitions. We apply our algorithm to the problem of hierarchical image segmentation

Constraint Design Rewriting

We propose an algebraic approach to the design and transformation of constraint networks, inspired by Architectural Design Rewriting. The approach can be understood as (i) an extension of ADR with constraints, and (ii) an application of ADR to the design of reconfigurable constraint networks. The main idea is to consider classes of constraint networks as algebras whose operators are used to denote constraint networks with terms. Constraint network transformations such as constraint propagations are specified with rewrite rules exploiting the network’s structure provided by terms

Structural matching by discrete relaxation

This paper describes a Bayesian framework for performing relational graph matching by discrete relaxation. Our basic aim is to draw on this framework to provide a comparative evaluation of a number of contrasting approaches to relational matching. Broadly speaking there are two main aspects to this study. Firstly we locus on the issue of how relational inexactness may be quantified. We illustrate that several popular relational distance measures can be recovered as specific limiting cases of the Bayesian consistency measure. The second aspect of our comparison concerns the way in which structural inexactness is controlled. We investigate three different realizations ai the matching process which draw on contrasting control models. The main conclusion of our study is that the active process of graph-editing outperforms the alternatives in terms of its ability to effectively control a large population of contaminating clutter

General Bounds for Incremental Maximization

We propose a theoretical framework to capture incremental solutions to cardinality constrained maximization problems. The defining characteristic of our framework is that the cardinality/support of the solution is bounded by a value $k\in\mathbb{N}$ that grows over time, and we allow the solution to be extended one element at a time. We investigate the best-possible competitive ratio of such an incremental solution, i.e., the worst ratio over all $k$ between the incremental solution after $k$ steps and an optimum solution of cardinality $k$. We define a large class of problems that contains many important cardinality constrained maximization problems like maximum matching, knapsack, and packing/covering problems. We provide a general $2.618$-competitive incremental algorithm for this class of problems, and show that no algorithm can have competitive ratio below $2.18$ in general. In the second part of the paper, we focus on the inherently incremental greedy algorithm that increases the objective value as much as possible in each step. This algorithm is known to be $1.58$-competitive for submodular objective functions, but it has unbounded competitive ratio for the class of incremental problems mentioned above. We define a relaxed submodularity condition for the objective function, capturing problems like maximum (weighted) ($b$-)matching and a variant of the maximum flow problem. We show that the greedy algorithm has competitive ratio (exactly) $2.313$ for the class of problems that satisfy this relaxed submodularity condition. Note that our upper bounds on the competitive ratios translate to approximation ratios for the underlying cardinality constrained problems.Comment: fixed typo

Simplified Energy Landscape for Modularity Using Total Variation

Networks capture pairwise interactions between entities and are frequently used in applications such as social networks, food networks, and protein interaction networks, to name a few. Communities, cohesive groups of nodes, often form in these applications, and identifying them gives insight into the overall organization of the network. One common quality function used to identify community structure is modularity. In Hu et al. [SIAM J. App. Math., 73(6), 2013], it was shown that modularity optimization is equivalent to minimizing a particular nonconvex total variation (TV) based functional over a discrete domain. They solve this problem, assuming the number of communities is known, using a Merriman, Bence, Osher (MBO) scheme. We show that modularity optimization is equivalent to minimizing a convex TV-based functional over a discrete domain, again, assuming the number of communities is known. Furthermore, we show that modularity has no convex relaxation satisfying certain natural conditions. We therefore, find a manageable non-convex approximation using a Ginzburg Landau functional, which provably converges to the correct energy in the limit of a certain parameter. We then derive an MBO algorithm with fewer hand-tuned parameters than in Hu et al. and which is 7 times faster at solving the associated diffusion equation due to the fact that the underlying discretization is unconditionally stable. Our numerical tests include a hyperspectral video whose associated graph has 2.9x10^7 edges, which is roughly 37 times larger than was handled in the paper of Hu et al.Comment: 25 pages, 3 figures, 3 tables, submitted to SIAM J. App. Mat