Lin, Guosheng, Shen, Chunhua, Reid, Ian, Hengel, Anton van den

Deep structured output learning shows great promise in tasks like semantic image segmentation. We proffer a new, efficient deep structured model learning scheme, in which we show how deep Convolutional Neural Networks (CNNs) can be used to directly estimate the messages in message passing inference for structured prediction with Conditional Random Fields CRFs). With such CNN message estimators, we obviate the need to learn or evaluate potential functions for message calculation. This confers significant efficiency for learning, since otherwise when performing structured learning for a CRF with CNN potentials it is necessary to undertake expensive inference for every stochastic gradient iteration. The network output dimension of message estimators is the same as the number of classes, rather than exponentially growing in the order of the potentials. Hence it is more scalable for cases that a large number of classes are involved. We apply our method to semantic image segmentation and achieve impressive performance, which demonstrates the effectiveness and usefulness of our CNN message learning method.

Jampani, Varun, Eslami, S. M. Ali, Tarlow, Daniel, Kohli, Pushmeet, Winn, John

Generative models provide a powerful framework for probabilistic reasoning. However, in many domains their use has been hampered by the practical difficulties of inference. This is particularly the case in computer vision, where models of the imaging process tend to be large, loopy and layered. For this reason bottom-up conditional models have traditionally dominated in such domains. We find that widely-used, general-purpose message passing inference algorithms such as Expectation Propagation (EP) and Variational Message Passing (VMP) fail on the simplest of vision models. With these models in mind, we introduce a modification to message passing that learns to exploit their layered structure by passing 'consensus' messages that guide inference towards good solutions. Experiments on a variety of problems show that the proposed technique leads to significantly more accurate inference results, not only when compared to standard EP and VMP, but also when compared to competitive bottom-up conditional models.

Lin, Guosheng, Shen, Chunhua, Reid, Ian, Hengel, Anton van den

Deep structured output learning shows great promise in tasks like semantic image segmentation. We proffer a new, efficient deep structured model learning scheme, in which we show how deep Convolutional Neural Networks (CNNs) can be used to directly estimate the messages in message passing inference for structured prediction with Conditional Random Fields CRFs). With such CNN message estimators, we obviate the need to learn or evaluate potential functions for message calculation. This confers significant efficiency for learning, since otherwise when performing structured learning for a CRF with CNN potentials it is necessary to undertake expensive inference for every stochastic gradient iteration. The network output dimension of message estimators is the same as the number of classes, rather than exponentially growing in the order of the potentials.

Jitkrittum, Wittawat, Gretton, Arthur, Heess, Nicolas

We propose to learn a kernel-based message operator which takes as input all expectation propagation (EP) incoming messages to a factor node and produces an outgoing message. In ordinary EP, computing an outgoing message involves estimating a multivariate integral which may not have an analytic expression. Learning such an operator allows one to bypass the expensive computation of the integral during inference by directly mapping all incoming messages into an outgoing message. The operator can be learned from training data (examples of input and output messages) which allows automated inference to be made on any kind of factor that can be sampled.

Lee, Wonyeol, Yu, Hangyeol, Yang, Hongseok

We present a new algorithm for stochastic variational inference that targets at models with non-differentiable densities. One of the key challenges in stochastic variational inference is to come up with a low-variance estimator of the gradient of a variational objective. We tackle the challenge by generalizing the reparameterization trick, one of the most effective techniques for addressing the variance issue for differentiable models, so that the trick works for non-differentiable models as well. Our algorithm splits the space of latent variables into regions where the density of the variables is differentiable, and their boundaries where the density may fail to be differentiable. For each differentiable region, the algorithm applies the standard reparameterization trick and estimates the gradient restricted to the region. For each potentially non-differentiable boundary, it uses a form of manifold sampling and computes the direction for variational parameters that, if followed, would increase the boundary’s contribution to the variational objective. The sum of all the estimates becomes the gradient estimate of our algorithm. Our estimator enjoys the reduced variance of the reparameterization gradient while remaining unbiased even for non-differentiable models. The experiments with our preliminary implementation confirm the benefit of reduced variance and unbiasedness.