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2004

Annealed MAP

13 years 5 months ago
Annealed MAP
Maximum a Posteriori assignment (MAP) is the problem of finding the most probable instantiation of a set of variables given the partial evidence on the other variables in a Bayesian network. MAP has been shown to be a NP-hard problem [22], even for constrained networks, such as polytrees [18]. Hence, previous approaches often fail to yield any results for MAP problems in large complex Bayesian networks. To address this problem, we propose AnnealedMAP algorithm, a simulated annealing-based MAP algorithm. The AnnealedMAP algorithm simulates a non-homogeneous Markov chain whose invariant function is a probability density that concentrates itself on the modes of the target density. We tested this algorithm on several real Bayesian networks. The results show that, while maintaining good quality of the MAP solutions, the AnnealedMAP algorithm is also able to solve many problems that are beyond the reach of previous approaches.
Changhe Yuan, Tsai-Ching Lu, Marek J. Druzdzel
Added 31 Oct 2010
Updated 31 Oct 2010
Type Conference
Year 2004
Where UAI
Authors Changhe Yuan, Tsai-Ching Lu, Marek J. Druzdzel
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