Optimization Methods

Mean-Field Inference for Conditional Random Fields

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Mean-field variational  inference is one  of the  most popular approaches to inference in discrete random fields.  Standard mean-field optimization is based on coordinate descent and in many situations can be impractical. Thus, in practice, various parallel  techniques are used, which  either rely on ad hoc smoothing with heuristically set parameters, or put strong constraints on the type of models.

To remove these limitations, we have proposed a novel proximal gradient-based approach to optimizing the variational objective. It is naturally parallelizable and easy to implement. We have proved  its convergence, and demonstrated that,  in practice,  it yields faster  convergence and often  finds better optima than  more traditional mean-field optimization techniques. Moreover, our method is less sensitive to the choice of parameters.

References

Principled Parallel Mean-Field Inference for Discrete Random Fields

P. B. Baqué; T. Bagautdinov; F. Fleuret; P. Fua 

2016. Computer Vision and Pattern Recognition (CVPR), Las Vegas, p. 5848-5857. DOI : 10.1109/CVPR.2016.630.