skip to main content


Title: Convergent Interactive Inference with Leaky Joins
One of the primary challenges in graphical models is inference, or re-constructing a marginal probability from the graphical model’s factorized representation. While tractable for some graphs, the cost of inference grows exponentially with the graphical model’s complexity, necessitating approximation for more complex graphs. For interactive applications, latency is the dominant concern, making approximate inference the only feasible option. Unfortunately, approximate inference can be wasteful for interactive applications, as exact inference can still converge faster, even for moderately complex inference problems. In this paper, we propose a new family of convergent inference algorithms (CIAs) that bridge the gap between approximations and exact solutions, providing early, incrementally improving approximations that become exact after a finite period of time. We describe two specific CIAs based on a cryptographic technique called linear congruential generators, including a novel incremental join algorithm for dense relations called Leaky Joins. We conclude with experiments that demonstrate the utility of Leaky Joins for convergent inference: On both synthetic and real-world probabilistic graphical models, Leaky Joins converge to exact marginal probabilities almost as fast as state of the art exact inference algorithms, while simultaneously achieving approximations that are almost as good as state of the art approximation algorithms.  more » « less
Award ID(s):
1640864 1409551
NSF-PAR ID:
10048375
Author(s) / Creator(s):
;
Date Published:
Journal Name:
Proceedings of the 20th International Conference on Extending Database Technology, EDBT 2017, Venice, Italy, March 21-24, 2017
Page Range / eLocation ID:
366-377
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. Jaeger, Manfred ; Nielsen, Thomas Dyhre (Ed.)
    Almost all of the work in graphical models for game theory has mirrored previous work in probabilistic graphical models. Our work considers the opposite direction: Taking advantage of advances in equilibrium computation for probabilistic inference. In particular, we present formulations of inference problems in Markov random fields (MRFs) as computation of equilibria in a certain class of game-theoretic graphical models. While some previous work explores this direction, we still lack a more precise connection between variational probabilistic inference in MRFs and correlated equilibria. This paper sharpens the connection, which helps us exploit relatively more recent theoretical and empirical results from the literature on algorithmic and computational game theory on the tractable, polynomial-time computation of exact or approximate correlated equilibria in graphical games with arbitrary, loopy graph structure. Our work discusses how to design new algorithms with equally tractable guarantees for the computation of approximate variational inference in MRFs. In addition, inspired by a previously stated game-theoretic view of tree-reweighted message-passing techniques for belief inference as a zero-sum game, we propose a different, general-sum potential game to design approximate fictitious-play techniques. Empirical evaluations on synthetic experiments and on an application to soft de-noising on real-world image datasets illustrate the performance of our proposed approach and shed some light on the conditions under which the resulting belief inference algorithms may be most effective relative to standard state-of-the-art methods. 
    more » « less
  2. For many classic structured prediction problems, probability distributions over the dependent variables can be efficiently computed using widely-known algorithms and data structures (such as forward-backward, and its corresponding trellis for exact probability distributions in Markov models). However, we know of no previ- ous work studying efficient representations of exact distributions over clusterings. This paper presents definitions and proofs for a dynamic-programming inference procedure that computes the partition function, the marginal probability of a cluster, and the MAP clustering—all exactly. Rather than the N th Bell number, these exact solutions take time and space proportional to the substantially smaller powerset of N . Indeed, we improve upon the time complexity of the algorithm introduced by Kohonen and Corander [11] for this problem by a factor of N. While still large, this previously unknown result is intellectually interesting in its own right, makes feasible exact inference for important real-world small data applications (such as medicine), and provides a natural stepping stone towards sparse-trellis approximations that enable further scalability (which we also explore). In experi- ments, we demonstrate the superiority of our approach over approximate methods in analyzing real-world gene expression data used in cancer treatment. 
    more » « less
  3. Developers of machine learning applications often apply post-training neural network optimizations, such as quantization and pruning, that approximate a neural network to speed up inference and reduce energy consumption, while maintaining high accuracy and robustness. Despite a recent surge in techniques for the robustness verification of neural networks, a major limitation of almost all state-of-the-art approaches is that the verification needs to be run from scratch every time the network is even slightly modified. Running precise end-to-end verification from scratch for every new network is expensive and impractical in many scenarios that use or compare multiple approximate network versions, and the robustness of all the networks needs to be verified efficiently. We present FANC, the first general technique for transferring proofs between a given network and its multiple approximate versions without compromising verifier precision. To reuse the proofs obtained when verifying the original network, FANC generates a set of templates – connected symbolic shapes at intermediate layers of the original network – that capture the proof of the property to be verified. We present novel algorithms for generating and transforming templates that generalize to a broad range of approximate networks and reduce the verification cost. We present a comprehensive evaluation demonstrating the effectiveness of our approach. We consider a diverse set of networks obtained by applying popular approximation techniques such as quantization and pruning on fully-connected and convolutional architectures and verify their robustness against different adversarial attacks such as adversarial patches, L 0 , rotation and brightening. Our results indicate that FANC can significantly speed up verification with state-of-the-art verifier, DeepZ by up to 4.1x. 
    more » « less
  4. A streaming probabilistic program receives a stream of observations and produces a stream of distributions that are conditioned on these observations. Efficient inference is often possible in a streaming context using Rao-Blackwellized particle filters (RBPFs), which exactly solve inference problems when possible and fall back on sampling approximations when necessary. While RBPFs can be implemented by hand to provide efficient inference, the goal of streaming probabilistic programming is to automatically generate such efficient inference implementations given input probabilistic programs. In this work, we propose semi-symbolic inference, a technique for executing probabilistic programs using a runtime inference system that automatically implements Rao-Blackwellized particle filtering. To perform exact and approximate inference together, the semi-symbolic inference system manipulates symbolic distributions to perform exact inference when possible and falls back on approximate sampling when necessary. This approach enables the system to implement the same RBPF a developer would write by hand. To ensure this, we identify closed families of distributions – such as linear-Gaussian and finite discrete models – on which the inference system guarantees exact inference. We have implemented the runtime inference system in the ProbZelus streaming probabilistic programming language. Despite an average 1.6× slowdown compared to the state of the art on existing benchmarks, our evaluation shows that speedups of 3×-87× are obtainable on a new set of challenging benchmarks we have designed to exploit closed families. 
    more » « less
  5. There has been a long-standing interest in computing diverse solutions to optimization problems. In 1995 J. Krarup [28] posed the problem of finding k-edge disjoint Hamiltonian Circuits of minimum total weight, called the peripatetic salesman problem (PSP). Since then researchers have investigated the complexity of finding diverse solutions to spanning trees, paths, vertex covers, matchings, and more. Unlike the PSP that has a constraint on the total weight of the solutions, recent work has involved finding diverse solutions that are all optimal. However, sometimes the space of exact solutions may be too small to achieve sufficient diversity. Motivated by this, we initiate the study of obtaining sufficiently-diverse, yet approximately-optimal solutions to optimization problems. Formally, given an integer k, an approximation factor c, and an instance I of an optimization problem, we aim to obtain a set of k solutions to I that a) are all c approximately-optimal for I and b) maximize the diversity of the k solutions. Finding such solutions, therefore, requires a better understanding of the global landscape of the optimization function. Given a metric on the space of solutions, and the diversity measure as the sum of pairwise distances between solutions, we first provide a general reduction to an associated budget-constrained optimization (BCO) problem, where one objective function is to optimized subject to a bound on the second objective function. We then prove that bi-approximations to the BCO can be used to give bi-approximations to the diverse approximately optimal solutions problem. As applications of our result, we present polynomial time approximation algorithms for several problems such as diverse c-approximate maximum matchings, shortest paths, global min-cut, and minimum weight bases of a matroid. The last result gives us diverse c-approximate minimum spanning trees, advancing a step towards achieving diverse c-approximate TSP tours. We also explore the connection to the field of multiobjective optimization and show that the class of problems to which our result applies includes those for which the associated DUALRESTRICT problem defined by Papadimitriou and Yannakakis [35], and recently explored by Herzel et al. [26] can be solved in polynomial ti 
    more » « less