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图形结构化线性程序的消息传递

Message-passing for Graph-structured Linear Programs
课程网址: http://videolectures.net/icml08_agarwal_mpg/  
主讲教师: Alekh Agarwal
开课单位: 微软公司
开课时间: 2008-08-01
课程语种: 英语
中文简介:
线性规划松弛是求解马尔可夫随机场中地图估计问题的一种有前途的方法,特别是过去的研究主要集中在一阶树型线性规划松弛问题上。尽管已经提出了与此LP有有趣连接的各种算法,但迄今为止,没有任何一种算法可以保证始终解决LP的任何问题。在本文中,我们开发了一系列基于近端最小化方案的可证明收敛的LP解算器,使用Bregman发散,利用底层的图形结构,从而很好地扩展到大问题。我们所有的算法都有一个双循环特征,外循环对应于近端序列,内循环的Bregman发散用于计算每个近端更新。内部循环更新是分布式的,并且尊重图结构,因此可以被转换为消息传递算法。我们为算法建立了各种收敛保证,说明了它们在大中型问题上的性能,并提出了一种基于树的取整方案,并给出了可证明的最优性保证。
课程简介: Linear programming relaxations are one promising approach to solving the MAP estimation problem in Markov random fields; in particular, a body of past work has focused on the first-order tree-based LP relaxation for the MAP problem. Although a variety of algorithms with interesting connections to this LP have been proposed, to date none is guaranteed to always solve the LP for any problem. In this paper, we develop a family of provably convergent LP solvers based on proximal minimization schemes using Bregman divergences that exploit the underlying graphical structure, and so scale well to large problems. All of our algorithms have a double-loop character, with the outer loop corresponding to the proximal sequence, and an inner loop of cyclic Bregman divergences used to compute each proximal update. The inner loop updates are distributed and respect the graph structure, and thus can be cast as message-passing algorithms. We establish various convergence guarantees for our algorithms, illustrate their performance on medium to large-scale problems, and also present a tree-based rounding scheme with provable optimality guarantees.
关 键 词: 线性规划; 马尔可夫随机场; 算法
课程来源: 视频讲座网
最后编审: 2020-04-16:chenxin
阅读次数: 34