Scaling Structured Inference with Randomization
Proceedings of the 39th International Conference on Machine Learning, PMLR 162:6811-6828, 2022.
Deep discrete structured models have seen considerable progress recently, but traditional inference using dynamic programming (DP) typically works with a small number of states (less than hundreds), which severely limits model capacity. At the same time, across machine learning, there is a recent trend of using randomized truncation techniques to accelerate computations involving large sums. Here, we propose a family of randomized dynamic programming (RDP) algorithms for scaling structured models to tens of thousands of latent states. Our method is widely applicable to classical DP-based inference (partition, marginal, reparameterization, entropy) and different graph structures (chains, trees, and more general hypergraphs). It is also compatible with automatic differentiation: it can be integrated with neural networks seamlessly and learned with gradient-based optimizers. Our core technique approximates the sum-product by restricting and reweighting DP on a small subset of nodes, which reduces computation by orders of magnitude. We further achieve low bias and variance via Rao-Blackwellization and importance sampling. Experiments over different graphs demonstrate the accuracy and efficiency of our approach. Furthermore, when using RDP for training a structured variational autoencoder with a scaled inference network, we achieve better test likelihood than baselines and successfully prevent posterior collapse.