Tomas Werner

Vaclav Voracek, Tomas Werner

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.

Tomas Werner

A popular class of algorithms to optimize the dual LP relaxation of the discrete energy minimization problem (a.k.a.\ MAP inference in graphical models or valued constraint satisfaction) are convergent message-passing algorithms, such as max-sum diffusion, TRW-S, MPLP and SRMP. These algorithms are successful in practice, despite the fact that they are a version of coordinate minimization applied to a convex piecewise-affine function, which is not guaranteed to converge to a global minimizer. These algorithms converge only to a local minimizer, characterized by local consistency known from constraint programming. We generalize max-sum diffusion to a version of coordinate minimization applicable to an arbitrary convex piecewise-affine function, which converges to a local consistency condition. This condition can be seen as the sign relaxation of the global optimality condition.

Tomas Werner

It is known that fixed points of loopy belief propagation (BP) correspond to stationary points of the Bethe variational problem, where we minimize the Bethe free energy subject to normalization and marginalization constraints. Unfortunately, this does not entirely explain BP because BP is a dual rather than primal algorithm to solve the Bethe variational problem -- beliefs are infeasible before convergence. Thus, we have no better understanding of BP than as an algorithm to seek for a common zero of a system of non-linear functions, not explicitly related to each other. In this theoretical paper, we show that these functions are in fact explicitly related -- they are the partial derivatives of a single function of reparameterizations. That means, BP seeks for a stationary point of a single function, without any constraints. This function has a very natural form: it is a linear combination of local log-partition functions, exactly as the Bethe entropy is the same linear combination of local entropies.