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 semidefinite programming hierarchy


Inference in Graphical Models via Semidefinite Programming Hierarchies

Neural Information Processing Systems

Popular inference algorithms such as belief propagation (BP) and generalized belief propagation (GBP) are intimately related to linear programming (LP) relaxation within the Sherali-Adams hierarchy. Despite the popularity of these algorithms, it is well understood that the Sum-of-Squares (SOS) hierarchy based on semidefinite programming (SDP) can provide superior guarantees. Unfortunately, SOS relaxations for a graph with $n$ vertices require solving an SDP with $n^{\Theta(d)}$ variables where $d$ is the degree in the hierarchy. In practice, for $d\ge 4$, this approach does not scale beyond a few tens of variables. In this paper, we propose binary SDP relaxations for MAP inference using the SOS hierarchy with two innovations focused on computational efficiency. Firstly, in analogy to BP and its variants, we only introduce decision variables corresponding to contiguous regions in the graphical model. Secondly, we solve the resulting SDP using a non-convex Burer-Monteiro style method, and develop a sequential rounding procedure. We demonstrate that the resulting algorithm can solve problems with tens of thousands of variables within minutes, and outperforms BP and GBP on practical problems such as image denoising and Ising spin glasses. Finally, for specific graph types, we establish a sufficient condition for the tightness of the proposed partial SOS relaxation.


Reviews: Inference in Graphical Models via Semidefinite Programming Hierarchies

Neural Information Processing Systems

The authors show how SDP methods based on the Sum-of-Squares (SOS) hierarchy may be used for MAP inference in discrete graphical models, focusing on binary pairwise models. Specifically, an approximate method for binary pairwise models is introduced to solve what is called PSOS(4), then the solution is rounded to an integer solution using a recursive scheme called CLAP (for Confidence Lift And Project). Preliminary empirical results are presented which appear encouraging. This is an interesting direction but I was confused by several aspects. Please could the authors clarify/note the following: 1. l.60-67 Optimizing an LP over a relaxation in the Sherali-Adams hierarchy, and relation to Theorem 1.


Inference in Graphical Models via Semidefinite Programming Hierarchies

Neural Information Processing Systems

Popular inference algorithms such as belief propagation (BP) and generalized belief propagation (GBP) are intimately related to linear programming (LP) relaxation within the Sherali-Adams hierarchy. Despite the popularity of these algorithms, it is well understood that the Sum-of-Squares (SOS) hierarchy based on semidefinite programming (SDP) can provide superior guarantees. Unfortunately, SOS relaxations for a graph with $n$ vertices require solving an SDP with $n {\Theta(d)}$ variables where $d$ is the degree in the hierarchy. In practice, for $d\ge 4$, this approach does not scale beyond a few tens of variables. In this paper, we propose binary SDP relaxations for MAP inference using the SOS hierarchy with two innovations focused on computational efficiency.