AND/OR Search for Marginal MAP

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Mixed inference such as the marginal MAP query (some variables marginalized by summation and others by maximization) is key to many prediction and decision models. It is known to be extremely hard; the problem is NPPP-complete while the decision problem for MAP is only NP-complete and the summation problem is #P-complete. Consequently, approximation anytime schemes are essential. In this paper, we show that the framework of heuristic AND/OR search, which exploits conditional independence in the graphical model, coupled with variational-based mini-bucket heuristics can be extended to this task and yield powerful state-of-the-art schemes. Specifically, we explore the complementary properties of best-first search for reducing the number of conditional sums and providing time-improving upper bounds, with depth-first search for rapidly generating and improving solutions and lower bounds. We show empirically that a class of solvers that interleaves depth-first with best-first schemes emerges as the most competitive anytime scheme.

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