Convergence of Some Convex Message Passing Algorithms to a Fixed Point

Vaclav Voracek, Tomas Werner
Proceedings of the 41st International Conference on Machine Learning, PMLR 235:49688-49697, 2024.

Abstract

A popular approach to the MAP inference problem in graphical models is to minimize an upper bound obtained from a dual linear programming or Lagrangian relaxation by (block-)coordinate descent. This is also known as convex/convergent message passing; examples are max-sum diffusion and sequential tree-reweighted message passing (TRW-S). Convergence properties of these methods are currently not fully understood. They have been proved to converge to the set characterized by local consistency of active constraints, with unknown convergence rate; however, it was not clear if the iterates converge at all (to any point). We prove a stronger result (conjectured before but never proved): the iterates converge to a fixed point of the method. Moreover, we show that the algorithm terminates within $\mathcal{O}(1/\varepsilon)$ iterations. We first prove this for a version of coordinate descent applied to a general piecewise-affine convex objective. Then we show that several convex message passing methods are special cases of this method. Finally, we show that a slightly different version of coordinate descent can cycle.

Cite this Paper

BibTeX
@InProceedings{pmlr-v235-voracek24a, title = {Convergence of Some Convex Message Passing Algorithms to a Fixed Point}, author = {Voracek, Vaclav and Werner, Tomas}, booktitle = {Proceedings of the 41st International Conference on Machine Learning}, pages = {49688--49697}, year = {2024}, editor = {Salakhutdinov, Ruslan and Kolter, Zico and Heller, Katherine and Weller, Adrian and Oliver, Nuria and Scarlett, Jonathan and Berkenkamp, Felix}, volume = {235}, series = {Proceedings of Machine Learning Research}, month = {21--27 Jul}, publisher = {PMLR}, pdf = {https://raw.githubusercontent.com/mlresearch/v235/main/assets/voracek24a/voracek24a.pdf}, url = {https://proceedings.mlr.press/v235/voracek24a.html}, abstract = {A popular approach to the MAP inference problem in graphical models is to minimize an upper bound obtained from a dual linear programming or Lagrangian relaxation by (block-)coordinate descent. This is also known as convex/convergent message passing; examples are max-sum diffusion and sequential tree-reweighted message passing (TRW-S). Convergence properties of these methods are currently not fully understood. They have been proved to converge to the set characterized by local consistency of active constraints, with unknown convergence rate; however, it was not clear if the iterates converge at all (to any point). We prove a stronger result (conjectured before but never proved): the iterates converge to a fixed point of the method. Moreover, we show that the algorithm terminates within $\mathcal{O}(1/\varepsilon)$ iterations. We first prove this for a version of coordinate descent applied to a general piecewise-affine convex objective. Then we show that several convex message passing methods are special cases of this method. Finally, we show that a slightly different version of coordinate descent can cycle.} }
Endnote
%0 Conference Paper %T Convergence of Some Convex Message Passing Algorithms to a Fixed Point %A Vaclav Voracek %A Tomas Werner %B Proceedings of the 41st International Conference on Machine Learning %C Proceedings of Machine Learning Research %D 2024 %E Ruslan Salakhutdinov %E Zico Kolter %E Katherine Heller %E Adrian Weller %E Nuria Oliver %E Jonathan Scarlett %E Felix Berkenkamp %F pmlr-v235-voracek24a %I PMLR %P 49688--49697 %U https://proceedings.mlr.press/v235/voracek24a.html %V 235 %X A popular approach to the MAP inference problem in graphical models is to minimize an upper bound obtained from a dual linear programming or Lagrangian relaxation by (block-)coordinate descent. This is also known as convex/convergent message passing; examples are max-sum diffusion and sequential tree-reweighted message passing (TRW-S). Convergence properties of these methods are currently not fully understood. They have been proved to converge to the set characterized by local consistency of active constraints, with unknown convergence rate; however, it was not clear if the iterates converge at all (to any point). We prove a stronger result (conjectured before but never proved): the iterates converge to a fixed point of the method. Moreover, we show that the algorithm terminates within $\mathcal{O}(1/\varepsilon)$ iterations. We first prove this for a version of coordinate descent applied to a general piecewise-affine convex objective. Then we show that several convex message passing methods are special cases of this method. Finally, we show that a slightly different version of coordinate descent can cycle.
APA
Voracek, V. & Werner, T.. (2024). Convergence of Some Convex Message Passing Algorithms to a Fixed Point. Proceedings of the 41st International Conference on Machine Learning, in Proceedings of Machine Learning Research 235:49688-49697 Available from https://proceedings.mlr.press/v235/voracek24a.html.

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