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Lifted Convex Quadratic Programming

This arXival by Mladenov, Kleinhans and Kersting considers taking advantage of symmetry structure in quadratic programming problems in order to speed up solvers/optimizers. The basic idea is to check which of the model parameters are indistinguishable because of symmetries in the model and assign all parameters in a group the same parameter in all steps of optimization – yielding a partition of the parameter space. Of course, this will reduce the effective dimensionality of the problem and might thus be considered a method of uncovering the lower-dimensional manifold that contains at least one optimum/solution.
The core contributions of the paper are
1) to provide the conditions under which a partition is a lifting partition, i.e. a partition such that setting all the variables in a group to the same value still includes a solution of the quadratic program
2) provide conditions under which the quadratic part of the program is fractionally symmetric , i.e. can be factorized
Furthermore, the paper touches on the fact that some kernelized learning algorithms can benefit from lifted solvers and an approximate lifting procedures when no strict lifting partition exists.

It is rather hard to read for somebody not an expert in lifted inference. While all formal criteria for presentation are fulfilled, more  intuition for the subject matter could be given. The contributions of the paper are hard to grasp and more on the theoretical side (lifting partitions for convex programs can be “computed via packages such as Saucy”). While deepening the theoretical understanding a bit, it is unclear wether this paper will have a strong effect on the development of the theory of lifted inference. Even the authors seem to think that it will not have strong practical implications.

In general I wonder wether lifted inference really isn’t just an automatic way of finding simpler, equivalent models, rather than an inference technique per se.

One thought on “Lifted Convex Quadratic Programming

  1. Hi, first of all, I strongly believe that this will have practical impact as also indicated by our empirical evidence. Second, yes, lifted inference is about automatic ways to compile to a simpler model.
    But of course, this is a biased view,
    – KK, one of the authors

    Like

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