nips nips2012 nips2012-111 knowledge-graph by maker-knowledge-mining

111 nips-2012-Efficient Sampling for Bipartite Matching Problems


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Author: Maksims Volkovs, Richard S. Zemel

Abstract: Bipartite matching problems characterize many situations, ranging from ranking in information retrieval to correspondence in vision. Exact inference in realworld applications of these problems is intractable, making efficient approximation methods essential for learning and inference. In this paper we propose a novel sequential matching sampler based on a generalization of the PlackettLuce model, which can effectively make large moves in the space of matchings. This allows the sampler to match the difficult target distributions common in these problems: highly multimodal distributions with well separated modes. We present experimental results with bipartite matching problems—ranking and image correspondence—which show that the sequential matching sampler efficiently approximates the target distribution, significantly outperforming other sampling approaches. 1

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Summary: the most important sentenses genereted by tfidf model

sentIndex sentText sentNum sentScore

1 edu Abstract Bipartite matching problems characterize many situations, ranging from ranking in information retrieval to correspondence in vision. [sent-7, score-0.435]

2 In this paper we propose a novel sequential matching sampler based on a generalization of the PlackettLuce model, which can effectively make large moves in the space of matchings. [sent-9, score-0.589]

3 This allows the sampler to match the difficult target distributions common in these problems: highly multimodal distributions with well separated modes. [sent-10, score-0.51]

4 We present experimental results with bipartite matching problems—ranking and image correspondence—which show that the sequential matching sampler efficiently approximates the target distribution, significantly outperforming other sampling approaches. [sent-11, score-1.083]

5 1 Introduction Bipartite matching problems (BMPs), which involve mapping one set of items to another, are ubiquitous, with applications ranging from computational biology to information retrieval to computer vision. [sent-12, score-0.636]

6 The features for any two items do not provide a natural measure of compatibility between the items, i. [sent-15, score-0.326]

7 Consequently the goal of learning is to create a mapping from the item features to the target matches such that when an unlabeled instance is presented the same mapping can be applied to accurately infer the matches. [sent-18, score-0.294]

8 Recently there has been a flurry of new methods for sampling for bipartite matching problems. [sent-26, score-0.428]

9 However, to the best of our knowledge, even for simple versions of bipartite matching problems, no efficient sampler exists. [sent-28, score-0.631]

10 We compare the efficiency and performance of our sampler to others on two applications. [sent-30, score-0.25]

11 1 2 Problem Formulation A standard BMP consists of the two sets of N items U = {u1 , . [sent-31, score-0.298]

12 The goal is to find an assignment of the items so that every item in U is matched to exactly one item in V and no two items share the same match. [sent-38, score-1.171]

13 In this problem an assignment corresponds to a permutation π where π is a bijection {1, . [sent-39, score-0.366]

14 , N }, mapping each item in U to its match in V ; we use the terms assignment and permutation interchangeably. [sent-45, score-0.637]

15 We define π(i) = j to denote the index of a match vπ(i) = vj for item ui in π and use π −1 (j) = i to denote the reverse. [sent-46, score-0.663]

16 Permutations have a useful property that any subset of the permutation also constitutes a valid permutation with respect to the items in the subset. [sent-47, score-0.778]

17 Given a full permutation π we define π1:t (π1:0 = ∅) as a partial permutation of only the first t items in U . [sent-49, score-0.759]

18 The energy of a given assignment is typically formulated as a combination of ranks and the model’s output from the query-document features. [sent-55, score-0.416]

19 For example in [12] the energy is defined as: E(π, θ) = − 1 N N θi (N − π(i) + 1) (2) i=1 where θi is a score assigned by the model to ui . [sent-56, score-0.278]

20 For example in [17] the energy is given by: E(π, θ) = 1 |ψ| N u v θ, (ψi − ψπ(i) )2 (3) i=1 u v where ψi and ψπ(i) are feature descriptors for points ui and vπ(i) . [sent-59, score-0.307]

21 It is important to note here that for all models where the energy is additive we can compute the energy E(π1:t , θ) for any partial permutation π1:t by summing the potentials only over the t assignments in π1:t . [sent-61, score-0.74]

22 A particular instance of BMP that has been studied extensively is the maximum weight bipartite matching problem (WBMP). [sent-69, score-0.381]

23 Finding the assignment with the maximum energy is tractable and can be solved in O(N 3 ) [16]. [sent-71, score-0.343]

24 The majority of the proposed samplers are designed for 2 WBMPs and cannot be applied to the more general BMPs where the energy includes higher order potentials. [sent-73, score-0.315]

25 There is thus an evident need to develop an effective sampler applicable to any BMP distribution. [sent-75, score-0.25]

26 3 Related Approaches In this section we briefly describe existing sampling approaches, some of which have been developed specifically for bipartite matching problems while others come from matrix permanent research. [sent-76, score-0.573]

27 To do that we start with some initial assignment π and consider a subset of items in U ; for illustration purposes we will use two items ui and uj . [sent-79, score-0.882]

28 Given the selected subset of items the Gibbs sampler considers all possible assignment swaps within this subset. [sent-80, score-0.804]

29 In our example there are only two possibilities: leave π unchanged or swap π(i) with π(j) to produce a new permutation π . [sent-81, score-0.276]

30 Conditioned on the assignment of all the other items in U that were not selected, the probability of each permutation is: p(π |π\{i,j} ) = exp(−E(π , θ)) exp(−E(π, θ)) + exp(−E(π , θ)) p(π|π\{i,j} ) = 1 − p(π |π\{i,j} ) where π\{i,j} is permutation π with ui and uj removed. [sent-82, score-0.986]

31 The main reason for this is that the path from one probable assignment to another using only pairwise swaps is likely to go through regions that have very low probability [5]. [sent-86, score-0.258]

32 This makes it very unlikely that those moves will be accepted, which typically traps the sampler in one mode. [sent-87, score-0.301]

33 Thus, the local structure of the Gibbs sampler is likely to be inadequate for problems of the type considered here, in which several probable assignments will produce well-separated modes. [sent-88, score-0.416]

34 2 Chain-Based Approaches Chain-based methods extend the assignment swap idea behind the Gibbs sampler to generate samples more efficiently from WBMP distributions. [sent-90, score-0.537]

35 Instead of randomly choosing subsets of items to swap, chain-based method generate a sequence (chain) of interdependent swaps. [sent-91, score-0.333]

36 Given a (random) starting permutation π, an item ui (currently matched with vπ(i) ) is selected at random and a new match vj is proposed with probability p(ui , vj |θ) where p depends on the unary potential φ(ui , vj , θ) in the WBMP energy (see Equation 4). [sent-92, score-1.781]

37 Now, assuming that the match {ui , vj }, is selected, matches {ui , vπ(i) } and {uπ−1 (j) , vj } are removed from π and {ui , vj } is added to make π . [sent-93, score-1.046]

38 After this change uπ−1 (j) and vπ(i) are no longer matched to any item so π is a partial assignment. [sent-94, score-0.325]

39 This chain-like match sampling is repeated either until π is a complete assignment or a termination criteria is reached. [sent-96, score-0.317]

40 , [5] empirically demonstrated that the chain flipping sampler can mix better than the Gibbs sampler when applied to multimodal distributions. [sent-99, score-0.618]

41 First, unlike the Gibbs sampler which always maintains a valid assignment, the intermediate assignments π in chain-based methods are incomplete. [sent-101, score-0.421]

42 This means that the chain either has to be run until a valid assignment is generated [5] or terminated early and produce an incomplete assignment [11]. [sent-102, score-0.528]

43 In the first case the sampler has a non-deterministic run-time whereas in the second case the incomplete assignment can not be taken as a valid sample from the model. [sent-103, score-0.493]

44 Items are U = {u1 , u2 , u3 } and V = {v1 , v2 , v3 }; the reference permutation is σ = {2, 3, 1}. [sent-107, score-0.311]

45 Under this model a permutation π is generated by first selecting item vπ(1) from the set of N items and placing it in the first position, then selecting vπ(2) from the remaining N − 1 items and placing it the second position, and so on until all N items are placed. [sent-133, score-1.321]

46 Our approach is based on the observation that the sequential procedure behind the Plackett-Luce model can also be extended to generate matches between item sets. [sent-142, score-0.341]

47 Instead of placing items into ranked positions we can think of the Plackett-Luce generative process as sequentially matching ranks to the items in V , as illustrated in the top row of Figure 1. [sent-143, score-0.933]

48 To generate the permutation π = {3, 1, 2} the Plackett-Luce model first matches rank 1 with vπ(1) = v2 then rank 2 with vπ(2) = v3 and finally rank 3 with vπ(3) = v1 . [sent-144, score-0.511]

49 Unlike ranks, items in U do not have a natural order so we use a reference permutation σ, which specifies the order in which items in U are matched. [sent-146, score-0.907]

50 Formally the sequential matching process proceeds as follows: given some reference permutation σ, we start with an empty assignment π1:0 = ∅. [sent-149, score-0.788]

51 , vjN } denotes the set of items not matched in π1:t−1 . [sent-156, score-0.376]

52 Note that similarly to the Plackett-Luce model, |V \ π1:t−1 | = N − t + 1 so at each iteration, uσ(t) will have N − t + 1 left over items in V \ π1:t−1 to match with. [sent-157, score-0.403]

53 We define the conditional probability of each such match to be p(vj |uσ(t) , π1:t−1 ), vj ∈V \π1:t−1 p(vj |uσ(t) , π1:t−1 ) = 1. [sent-158, score-0.397]

54 After N iterations the permutation π1:N = π is produced with probability: N p(vπ(σ(t)) |uσ(t) , π1:t−1 ) Q(π|σ) = (6) t=1 where vπ(σ(t)) is a match for uσ(t) in π. [sent-159, score-0.339]

55 The conditional match probabilities depend on both the current item uσ(t) and on the partial assignment π1:t−1 . [sent-160, score-0.558]

56 Introducing this dependency generalizes the Plackett-Luce model which only takes into account that the items in π1:t−1 are already matched but does not take into account how these items are matched. [sent-161, score-0.697]

57 This dependency becomes very important when the energy contains pairwise and/or higher order potentials as it allows us to compute the change in energy for each new match, in turn allowing for close approximations to the target BMP distribution. [sent-162, score-0.516]

58 1 The important consequence of this proposition is that it allows us to work with a very rich class of matching probabilities with arbitrary dependencies and still obtain a valid distribution over assignments with a simple way to generate exact samples from it. [sent-164, score-0.564]

59 1 Proposal Distribution Given the general matching probabilities the goal is to define them so that the resulting proposal distribution Q matches the target distribution as closely as possible. [sent-168, score-0.586]

60 The partial energy ignores all the items that are not matched in π1:t and thus provides an estimate of the ”current” energy at each iteration t. [sent-170, score-0.791]

61 Using partial energies we can also find the changes in energy when a given item is matched. [sent-171, score-0.403]

62 However, in this form we see that p(vj |uσ(t) , π1:t−1 ) is directly related to the change in the partial energy 1 The proof is in the supplementary material. [sent-175, score-0.259]

63 Thus, the matching choices will be made solely based on the changes in the partial energy. [sent-177, score-0.296]

64 × = ∗ ∗ Z1 (uσ(1) , π1:0 ) ZN (uσ(N ) , π1:N −1 ) Z ∗ (π, σ) Here Z ∗ (π, σ) is the normalization factor which depends both on the reference permutation σ and the generated assignment π. [sent-181, score-0.476]

65 The numerator remains the exponent of the energy but the denominator is no longer a constant; rather it is a function which depends on the generated assignment and the reference permutation. [sent-183, score-0.453]

66 Note that the proposal distribution defined above can be used to generate samples for any target distribution with arbitrary energy consisting of single and/or higher order potentials. [sent-184, score-0.49]

67 To the best of our knowledge aside from the Gibbs sampler this is the only sampling procedure that can be applied to arbitrary BMP distributions. [sent-185, score-0.297]

68 To achieve this effect with the sequential matching model we introduce an additional parameter ρ which we refer to as temperature: p(vj |uσ(t) , π1:t−1 , ρ) ∝ exp(−E(H(vj , uσ(t) , π1:t−1 ), θ)/ρ). [sent-188, score-0.312]

69 Decreasing ρ leads to sharp proposal distributions typically highly skewed towards one specific assignment, while increasing ρ makes the proposal distribution approach the uniform distribution. [sent-189, score-0.306]

70 To ensure that the SM sampler converges to the required distribution we demonstrate that it satisfies the three requisite properties: detailed balance, ergodicity, and aperiodicity [15]. [sent-191, score-0.318]

71 3 Reference Permutation Fixing the reference permutation σ yields a Algorithm 1 Sequential Matching (SM) state independent sampler. [sent-197, score-0.311]

72 Initialize π1:0 = ∅ However, for the general energy based distrifor t = 1 to N do {generate sample from Q(·|σ)} butions considered here finding the MAP state Find a match vj for uσ(t) using: can be very expensive and in many cases inp(vj |uσ(t) , π1:t−1 , ρ) tractable. [sent-199, score-0.575]

73 Moreover, even if MAP can be found Add {uσ(t) , vj } to π1:t−1 to get π1:t efficiently there is still no guarantee that using it end for as the reference permutation will lead to a good Calculate forward probability: sampler. [sent-200, score-0.603]

74 To avoid these problems we use a state Q(π|σ) = N p(vπ(σ(t)) |uσ(t) , π1:t−1 , ρ) t=1 Calculate backward probability: dependent sampler where the reference permuQ(σ|π) = N p(vσ(π(t)) |uπ(t) , σ1:t−1 , ρ) tation σ is updated every time a sample gets act=1 cepted. [sent-201, score-0.386]

75 In the matching example (bottom row if U nif orm(0, 1) < exp(−E(π,θ))Q(σ|π) then exp(−E(σ,θ))Q(π|σ) of Figure 1) if the new match at t = 3 is acσ←π end if cepted then σ would be updated to {3, 1, 2}. [sent-202, score-0.363]

76 Algorithm 1 summarizes the Metropolis-Hastings procedure for the state dependent sequential matching sampler. [sent-204, score-0.312]

77 5 Experiments To test the sequential matching sampling approach we conducted extensive experiments. [sent-205, score-0.359]

78 We considered document ranking and image matching, two popular applications of BMP; and for the sake of 6 Table 1: Average Hellinger distances for learning to rank (left half) and image matching (right half) problems. [sent-206, score-0.449]

79 For N = 50 we were unable to get a single sample from the RP sampler for any c in the allocated time limit (over 5 minutes). [sent-209, score-0.335]

80 When comparing the samplers we concentrated on evaluating how well the Monte Carlo estimates of probabilities produced by the samplers approximate the true distribution P . [sent-325, score-0.351]

81 When target probabilities are known this method of evaluation provides a good estimate of performance since the ultimate goal of any sampler is to approximate P as closely as possible. [sent-326, score-0.376]

82 Computing D exactly quickly becomes intractable as the number of items grows. [sent-332, score-0.298]

83 To overcome this problem we note that if a given permutation π is not generated by any of the samplers then the term P (π)Q(π) is 0 and does not affect the resulting estimate of D for any sampler. [sent-333, score-0.317]

84 Since any valid sampler will eventually produce samples from the target distribution, we tested the methods with short chain lengths. [sent-341, score-0.519]

85 Furthermore, to make comparisons fair we used the block GB sampler with the block size of 7 (the largest computationally feasible size) as the reference point. [sent-344, score-0.36]

86 For each query the distribution over assignments was parametrized by the energy given in Equation 2. [sent-353, score-0.325]

87 2 From the table it is seen that all the samplers perform equally well when the number of items is small (N = 8). [sent-359, score-0.414]

88 However, as the number of items increases SM significantly outperforms all other samplers. [sent-360, score-0.298]

89 For N = 50 we were unable to get a single sample from the RP sampler after running it for over 5 minutes. [sent-362, score-0.291]

90 Consequently the total rejection probability increases linearly with the number of items N . [sent-367, score-0.325]

91 2 Image Matching For an image matching task we followed the framework of Petterson et al. [sent-372, score-0.267]

92 The target distribution over matchings was parametrized by the energy given by Equation 3 where ψ’s are the SIFT feature descriptors. [sent-377, score-0.295]

93 This is the likely cause of the poor performance of the GB and CF samplers as both samplers propose new assignments through local moves. [sent-392, score-0.325]

94 As in the learning to rank experiments, we found the rejection rate for the RP sampler to increase significantly for N ≥ 25. [sent-393, score-0.347]

95 We were unable to obtain any samples in the allocated time (over 5 mins) from the RP sampler for N = 50. [sent-394, score-0.37]

96 6 Conclusion In this paper we introduced a new sampling approach for bipartite matching problems based on a generalization of the Plackett-Luce model. [sent-396, score-0.454]

97 In this approach the matching probabilities at each stage are conditioned on the partial assignment made to that point. [sent-397, score-0.524]

98 We also plan to investigate the relationship between the proposal distribution produced by sequential matching and the target one. [sent-401, score-0.543]

99 Protein structure comparison using bipartite graph matching and its application to protein structure classification. [sent-561, score-0.417]

100 A bipartite graph matching framework for finding correspondences between structural elements in two proteins. [sent-579, score-0.381]


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