SDCA-Powered Inexact Dual Augmented Lagrangian Method for Fast CRF Learning


Xu Hu, Guillaume Obozinski ;
Proceedings of the Twenty-First International Conference on Artificial Intelligence and Statistics, PMLR 84:988-997, 2018.


We propose an efficient dual augmented Lagrangian formulation to learn conditional random fields (CRF). Our algorithm, which can be interpreted as an inexact gradient descent algorithm on the multipliers, does not require to perform global inference iteratively and requires only a fixed number of stochastic clique-wise updates at each epoch to obtain a sufficiently good estimate of the gradient w.r.t. the Lagrange multipliers. We prove that the proposed algorithm enjoys global linear convergence for both the primal and the dual objectives. Our experiments show that the proposed algorithm outperforms state-of-the-art baselines in terms of the speed of convergence.

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