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Many important structured prediction problems, including learning to rank items, correspondence-based natural language processing, and multi-object tracking, can be formulated as weighted bipartite matching optimizations. Existing structured prediction approaches have significant drawbacks when applied under the constraints of perfect bipartite matchings. Exponential family probabilistic models, such as the conditional random field (CRF), provide statistical consistency guarantees, but suffer computationally from the need to compute the normalization term of its distribution over matchings, which is a #P-hard matrix permanent computation. In contrast, the structured support vector machine (SSVM) provides computational efficiency, but lacks Fisher consistency, meaning that there are distributions of data for which it cannot learn the optimal matching even under ideal learning conditions (i.e., given the true distribution and selecting from all measurable potential functions). We propose adversarial bipartite matching to avoid both of these limitations. We develop this approach algorithmically, establish its computational efficiency and Fisher consistency properties, and apply it to matching problems that demonstrate its empirical benefits
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Distributionally Robust Graphical Models
In many structured prediction problems, complex relationships between variables are compactly defined using graphical structures. The most prevalent graphical prediction methods---probabilistic graphical models and large margin methods---have their own distinct strengths but also possess significant drawbacks. Conditional random fields (CRFs) are Fisher consistent, but they do not permit integration of customized loss metrics into their learning process. Large-margin models, such as structured support vector machines (SSVMs), have the flexibility to incorporate customized loss metrics, but lack Fisher consistency guarantees. We present adversarial graphical models (AGM), a distributionally robust approach for constructing a predictor that performs robustly for a class of data distributions defined using a graphical structure. Our approach enjoys both the flexibility of incorporating customized loss metrics into its design as well as the statistical guarantee of Fisher consistency. We present exact learning and prediction algorithms for AGM with time complexity similar to existing graphical models and show the practical benefits of our approach with experiments.
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- Award ID(s):
- 1652530
- PAR ID:
- 10098116
- Date Published:
- Journal Name:
- Neural Information Processing Systems
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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Accepted Manuscript1.0
- Conference Paper:
- The DOI is not currently available.
