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Publications & Technical Reports

Finite-sample Bounds for Marginal MAP
Qi Lou, Rina Dechter, and Alexander Ihler.

Marginal MAP is a key task in Bayesian inference and decision-making, and known to be very challenging in general. In this paper, we present an algorithm that blends heuristic search and importance sampling to provide anytime finite-sample bounds for marginal MAP along with predicted MAP solutions. We convert bounding marginal MAP to a surrogate task of bounding a series of summation problems of an augmented graphical model, and then adapt dynamic importance sampling [Lou et al., 2017b], a recent advance in bounding the partition function, to provide finite-sample bounds for the surrogate task. Those bounds are guaranteed to be tight given enough time, and the values of the predicted MAP solutions will converge to the optimum. Our algorithm runs in an anytime/anyspace manner, which gives flexible trade-offs between memory, time, and solution quality. We demonstrate the effectiveness of our approach empirically on multiple challenging benchmarks in comparison with some state-of-the-art search algorithms.