Approximate Inference by Intersecting Semidefinite Bound and Local Polytope

Inference in probabilistic graphical models can be represented as a constrained optimization problem of a free-energy functional. Substantial research has been focused on the approximation of the constraint set, also known as the marginal polytope. This paper presents a novel inference algorithm that tightens and solves the optimization problem by intersecting the popular local polytope and the semidefinite outer bound of the marginal polytope. Using dual decomposition, our method separates the optimization problem into two subproblems: a semidefinite program (SDP), which is solved by a low-rank SDP algorithm, and a free-energy based optimization problem, which is solved by convex belief propagation. Our method has a very reasonable computational complexity and its actual running time is typically within a small factor (≤10) of convex belief propagation. Tested on both synthetic data and a real-world protein sidechain packing benchmark, our method significantly outperforms tree-reweighted belief propagation in both marginal probability inference and MAP inference. Our method is competitive with the state-of-the-art in MRF inference, solving all protein tasks solved by the recently presented MPLP method [19], and beating MPLP on lattices with strong edge potentials. Appearing in Proceedings of the 15 International Conference on Artificial Intelligence and Statistics (AISTATS) 2012, La Palma, Canary Islands. Volume XX of JMLR: W&CP XX. Copyright 2012 by the authors.