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Bethe-ADMM for Tree Decomposition based Parallel MAP Inference
Proceedings of the 29th Conference on Uncertainty in Artificial Intelligence, PMLR R11:105-114, 2013.
Abstract
We consider the problem of maximum a pos- teriori (MAP) inference in discrete graphical models. We present a parallel MAP infer- ence algorithm called Bethe-ADMM based on two ideas: tree-decomposition of the graph and the alternating direction method of multi- pliers (ADMM). However, unlike the standard ADMM, we use an inexact ADMM augmented with a Bethe-divergence based proximal func- tion, which makes each subproblem in ADMM easy to solve in parallel using the sum-product algorithm. We rigorously prove global conver- gence of Bethe-ADMM. The proposed algorithm is extensively evaluated on both synthetic and real datasets to illustrate its effectiveness. Fur- ther, the parallel Bethe-ADMM is shown to scale almost linearly with increasing number of cores.