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We investigate the use of message-passing algorithms for the problem of finding the max-weight independent set (MWIS) in a graph. First, we study the performance of loopy max-product belief propagation. We show that, if it converges, the quality of the estimate is closely related to the tightness of an LP relaxation of the MWIS problem. We use this relationship to obtain sufficient conditions for correctness of the estimate. We then develop a modification of max-product -- one that converges to an optimal solution of the dual of the MWIS problem. We also develop a simple iterative algorithm for estimating the max-weight independent set from this dual solution. We show that the MWIS estimate obtained using these two algorithms is conjunction correct when the graph is bipartite and the MWIS is unique. Finally, we show that any problem of MAP estimation for probability distributions over finite domains can be reduced to an MWIS problem. We believe this reduction will yield new insights and algorithms for MAP estimation.
Author Information
Sujay Sanghavi (UT-Austin)
Devavrat Shah (Massachusetts Institute of Technology)
Devavrat Shah is a professor of Electrical Engineering & Computer Science and Director of Statistics and Data Science at MIT. He received PhD in Computer Science from Stanford. He received Erlang Prize from Applied Probability Society of INFORMS in 2010 and NeuIPS best paper award in 2008.
Alan S Willsky (Massachusetts Institute of Technology)
Related Events (a corresponding poster, oral, or spotlight)
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2007 Poster: Message Passing for Max-weight Independent Set »
Tue. Dec 4th 06:30 -- 06:40 PM Room
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