Reparameterizing the Birkhoff Polytope for Variational Permutation Inference [article]

Scott W. Linderman, Gonzalo E. Mena, Hal Cooper, Liam Paninski, and John P. Cunningham
2017 arXiv   pre-print
Many matching, tracking, sorting, and ranking problems require probabilistic reasoning about possible permutations, a set that grows factorially with dimension. Combinatorial optimization algorithms may enable efficient point estimation, but fully Bayesian inference poses a severe challenge in this high-dimensional, discrete space. To surmount this challenge, we start with the usual step of relaxing a discrete set (here, of permutation matrices) to its convex hull, which here is the Birkhoff
more » ... ytope: the set of all doubly-stochastic matrices. We then introduce two novel transformations: first, an invertible and differentiable stick-breaking procedure that maps unconstrained space to the Birkhoff polytope; second, a map that rounds points toward the vertices of the polytope. Both transformations include a temperature parameter that, in the limit, concentrates the densities on permutation matrices. We then exploit these transformations and reparameterization gradients to introduce variational inference over permutation matrices, and we demonstrate its utility in a series of experiments.
arXiv:1710.09508v1 fatcat:7is4omzbrfgo7kb7mucdcefso4