Block-Coordinate Frank-Wolfe Optimization for Structural SVMs

We propose a randomized block-coordinate variant of the classic Frank-Wolfe algorithm for convex optimization with block-separable constraints. Despite its lower iteration cost, we show that it achieves a similar convergence rate in duality gap as the full Frank-Wolfe algorithm. We also show that, when applied to the dual structural support vector machine (SVM) objective, this yields an online algorithm that has the same low iteration complexity as primal stochastic subgradient methods. However, unlike stochastic subgradient methods, the block-coordinate Frank-Wolfe algorithm allows us to compute the optimal step-size and yields a computable duality gap guarantee. Our experiments indicate that this simple algorithm outperforms competing structural SVM solvers.Comment: Appears in Proceedings of the 30th International Conference on Machine Learning (ICML 2013). 9 pages main text + 22 pages appendix. Changes from v3 to v4: 1) Re-organized appendix; improved & clarified duality gap proofs; re-drew all plots; 2) Changed convention for Cf definition; 3) Added weighted averaging experiments + convergence results; 4) Clarified main text and relationship with appendi

MAP inference via Block-Coordinate Frank-Wolfe Algorithm

We present a new proximal bundle method for Maximum-A-Posteriori (MAP) inference in structured energy minimization problems. The method optimizes a Lagrangean relaxation of the original energy minimization problem using a multi plane block-coordinate Frank-Wolfe method that takes advantage of the specific structure of the Lagrangean decomposition. We show empirically that our method outperforms state-of-the-art Lagrangean decomposition based algorithms on some challenging Markov Random Field, multi-label discrete tomography and graph matching problems

A Multi-Plane Block-Coordinate Frank-Wolfe Algorithm for Training Structural SVMs with a Costly max-Oracle

Structural support vector machines (SSVMs) are amongst the best performing models for structured computer vision tasks, such as semantic image segmentation or human pose estimation. Training SSVMs, however, is computationally costly, because it requires repeated calls to a structured prediction subroutine (called \emph{max-oracle}), which has to solve an optimization problem itself, e.g. a graph cut. In this work, we introduce a new algorithm for SSVM training that is more efficient than earlier techniques when the max-oracle is computationally expensive, as it is frequently the case in computer vision tasks. The main idea is to (i) combine the recent stochastic Block-Coordinate Frank-Wolfe algorithm with efficient hyperplane caching, and (ii) use an automatic selection rule for deciding whether to call the exact max-oracle or to rely on an approximate one based on the cached hyperplanes. We show experimentally that this strategy leads to faster convergence to the optimum with respect to the number of requires oracle calls, and that this translates into faster convergence with respect to the total runtime when the max-oracle is slow compared to the other steps of the algorithm. A publicly available C++ implementation is provided at http://pub.ist.ac.at/~vnk/papers/SVM.html

Frank-Wolfe Algorithms for Saddle Point Problems

We extend the Frank-Wolfe (FW) optimization algorithm to solve constrained smooth convex-concave saddle point (SP) problems. Remarkably, the method only requires access to linear minimization oracles. Leveraging recent advances in FW optimization, we provide the first proof of convergence of a FW-type saddle point solver over polytopes, thereby partially answering a 30 year-old conjecture. We also survey other convergence results and highlight gaps in the theoretical underpinnings of FW-style algorithms. Motivating applications without known efficient alternatives are explored through structured prediction with combinatorial penalties as well as games over matching polytopes involving an exponential number of constraints.Comment: Appears in: Proceedings of the 20th International Conference on Artificial Intelligence and Statistics (AISTATS 2017). 39 page

Efficient Linear Programming for Dense CRFs

The fully connected conditional random field (CRF) with Gaussian pairwise potentials has proven popular and effective for multi-class semantic segmentation. While the energy of a dense CRF can be minimized accurately using a linear programming (LP) relaxation, the state-of-the-art algorithm is too slow to be useful in practice. To alleviate this deficiency, we introduce an efficient LP minimization algorithm for dense CRFs. To this end, we develop a proximal minimization framework, where the dual of each proximal problem is optimized via block coordinate descent. We show that each block of variables can be efficiently optimized. Specifically, for one block, the problem decomposes into significantly smaller subproblems, each of which is defined over a single pixel. For the other block, the problem is optimized via conditional gradient descent. This has two advantages: 1) the conditional gradient can be computed in a time linear in the number of pixels and labels; and 2) the optimal step size can be computed analytically. Our experiments on standard datasets provide compelling evidence that our approach outperforms all existing baselines including the previous LP based approach for dense CRFs.Comment: 24 pages, 10 figures and 4 table

Efficient Relaxations for Dense CRFs with Sparse Higher Order Potentials

Dense conditional random fields (CRFs) have become a popular framework for modelling several problems in computer vision such as stereo correspondence and multi-class semantic segmentation. By modelling long-range interactions, dense CRFs provide a labelling that captures finer detail than their sparse counterparts. Currently, the state-of-the-art algorithm performs mean-field inference using a filter-based method but fails to provide a strong theoretical guarantee on the quality of the solution. A question naturally arises as to whether it is possible to obtain a maximum a posteriori (MAP) estimate of a dense CRF using a principled method. Within this paper, we show that this is indeed possible. We will show that, by using a filter-based method, continuous relaxations of the MAP problem can be optimised efficiently using state-of-the-art algorithms. Specifically, we will solve a quadratic programming (QP) relaxation using the Frank-Wolfe algorithm and a linear programming (LP) relaxation by developing a proximal minimisation framework. By exploiting labelling consistency in the higher-order potentials and utilising the filter-based method, we are able to formulate the above algorithms such that each iteration has a complexity linear in the number of classes and random variables. The presented algorithms can be applied to any labelling problem using a dense CRF with sparse higher-order potentials. In this paper, we use semantic segmentation as an example application as it demonstrates the ability of the algorithm to scale to dense CRFs with large dimensions. We perform experiments on the Pascal dataset to indicate that the presented algorithms are able to attain lower energies than the mean-field inference method