Local Rules for Global MAP: When Do They Work ?

Neural Information Processing Systems 

We consider the question of computing Maximum A Posteriori (MAP) assignment in an arbitrary pair-wise Markov Random Field (MRF). We present a randomized iterative algorithm based on simple local updates. The algorithm, starting with an arbitrary initial assignment, updates it in each iteration by first, picking a random node, then selecting an (appropriately chosen) random local neighborhood and optimizing over this local neighborhood. Somewhat surprisingly, we show that this algorithm finds a near optimal assignment within 2n\ln n iterations on average and with high probability for {\em any} n node pair-wise MRF with {\em geometry} (i.e. MRF graph with polynomial growth) with the approximation error depending on (in a reasonable manner) the geometric growth rate of the graph and the average radius of the local neighborhood -- this allows for a graceful tradeoff between the complexity of the algorithm and the approximation error.