Approximating the Permanent by Sampling from Adaptive Partitions

Abstract

Computing the permanent of a non-negative matrix is a core problem with practical applications ranging from target tracking to statistical thermodynamics. However, this problem is also #P-complete, which leaves little hope for finding an exact solution that can be computed efficiently. While the problem admits a fully polynomial randomized approximation scheme, this method has seen little use because it is both inefficient in practice and difficult to implement. We present ADAPART, a simple and efficient method for exact sampling of permutations, each associated with a weight as determined by a matrix. ADAPART uses an adaptive, iterative partitioning strategy over permutations to convert any upper bounding method for the permanent into one that satisfies a desirable `nesting' property over the partition used. These samples are then used to construct tight bounds on the permanent which hold with a high probability. Empirically, ADAPART provides significant speedups (sometimes exceeding 50x) over prior work. We also empirically observe polynomial scaling in some cases. In the context of multi-target tracking, ADAPART allows us to use the optimal proposal distribution during particle filtering, leading to orders of magnitude fewer samples and improved tracking performance.