1,315 research outputs found
The Power of Linear Programming for Valued CSPs
A class of valued constraint satisfaction problems (VCSPs) is characterised
by a valued constraint language, a fixed set of cost functions on a finite
domain. An instance of the problem is specified by a sum of cost functions from
the language with the goal to minimise the sum. This framework includes and
generalises well-studied constraint satisfaction problems (CSPs) and maximum
constraint satisfaction problems (Max-CSPs).
Our main result is a precise algebraic characterisation of valued constraint
languages whose instances can be solved exactly by the basic linear programming
relaxation. Using this result, we obtain tractability of several novel and
previously widely-open classes of VCSPs, including problems over valued
constraint languages that are: (1) submodular on arbitrary lattices; (2)
bisubmodular (also known as k-submodular) on arbitrary finite domains; (3)
weakly (and hence strongly) tree-submodular on arbitrary trees.Comment: Corrected a few typo
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
Randomized Strategies for Robust Combinatorial Optimization
In this paper, we study the following robust optimization problem. Given an
independence system and candidate objective functions, we choose an independent
set, and then an adversary chooses one objective function, knowing our choice.
Our goal is to find a randomized strategy (i.e., a probability distribution
over the independent sets) that maximizes the expected objective value. To
solve the problem, we propose two types of schemes for designing approximation
algorithms. One scheme is for the case when objective functions are linear. It
first finds an approximately optimal aggregated strategy and then retrieves a
desired solution with little loss of the objective value. The approximation
ratio depends on a relaxation of an independence system polytope. As
applications, we provide approximation algorithms for a knapsack constraint or
a matroid intersection by developing appropriate relaxations and retrievals.
The other scheme is based on the multiplicative weights update method. A key
technique is to introduce a new concept called -reductions for
objective functions with parameters . We show that our scheme
outputs a nearly -approximate solution if there exists an
-approximation algorithm for a subproblem defined by
-reductions. This improves approximation ratio in previous
results. Using our result, we provide approximation algorithms when the
objective functions are submodular or correspond to the cardinality robustness
for the knapsack problem
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