Portfolios in Stochastic Local Search: Efficiently Computing Most Probable Explanations in Bayesian Networks

Portfolio methods support the combination of different algorithms and heuristics, including stochastic local search (SLS) heuristics, and have been identified as a promising approach to solve computationally hard problems. While successful in experiments, theoretical foundations and analytical results for portfolio-based SLS heuristics are less developed. This article aims to improve the understanding of the role of portfolios of heuristics in SLS. We emphasize the problem of computing most probable explanations (MPEs) in Bayesian networks (BNs). Algorithmically, we discuss a portfolio-based SLS algorithm for MPE computation, Stochastic Greedy Search (SGS). SGS supports the integration of different initialization operators (or initialization heuristics) and different search operators (greedy and noisy heuristics), thereby enabling new analytical and experimental results. Analytically, we introduce a novel Markov chain model tailored to portfolio-based SLS algorithms including SGS, thereby enabling us to analytically form expected hitting time results that explain empirical run time results. For a specific BN, we show the benefit of using a homogenous initialization portfolio. To further illustrate the portfolio approach, we consider novel additive search heuristics for handling determinism in the form of zero entries in conditional probability tables in BNs. Our additive approach adds rather than multiplies probabilities when computing the utility of an explanation. We motivate the additive measure by studying the dramatic impact of zero entries in conditional probability tables on the number of zero-probability explanations, which again complicates the search process. We consider the relationship between MAXSAT and MPE, and show that additive utility (or gain) is a generalization, to the probabilistic setting, of MAXSAT utility (or gain) used in the celebrated GSAT and WalkSAT algorithms and their descendants. Utilizing our Markov chain framework, we show that expected hitting time is a rational function - i.e. a ratio of two polynomials - of the probability of applying an additive search operator. Experimentally, we report on synthetically generated BNs as well as BNs from applications, and compare SGSs performance to that of Hugin, which performs BN inference by compilation to and propagation in clique trees. On synthetic networks, SGS speeds up computation by approximately two orders of magnitude compared to Hugin. In application networks, our approach is highly competitive in Bayesian networks with a high degree of determinism. In addition to showing that stochastic local search can be competitive with clique tree clustering, our empirical results provide an improved understanding of the circumstances under which portfolio-based SLS outperforms clique tree clustering and vice versa

Meta-heuristic combining prior online and offline information for the quadratic assignment problem

The construction of promising solutions for NP-hard combinatorial optimization problems (COPs) in meta-heuristics is usually based on three types of information, namely a priori information, a posteriori information learned from visited solutions during the search procedure, and online information collected in the solution construction process. Prior information reflects our domain knowledge about the COPs. Extensive domain knowledge can surely make the search effective, yet it is not always available. Posterior information could guide the meta-heuristics to globally explore promising search areas, but it lacks local guidance capability. On the contrary, online information can capture local structures, and its application can help exploit the search space. In this paper, we studied the effects of using this information on metaheuristic's algorithmic performances for the COPs. The study was illustrated by a set of heuristic algorithms developed for the quadratic assignment problem. We first proposed an improved scheme to extract online local information, then developed a unified framework under which all types of information can be combined readily. Finally, we studied the benefits of the three types of information to meta-heuristics. Conclusions were drawn from the comprehensive study, which can be used as principles to guide the design of effective meta-heuristic in the future

Finding Near-Optimal Independent Sets at Scale

The independent set problem is NP-hard and particularly difficult to solve in large sparse graphs. In this work, we develop an advanced evolutionary algorithm, which incorporates kernelization techniques to compute large independent sets in huge sparse networks. A recent exact algorithm has shown that large networks can be solved exactly by employing a branch-and-reduce technique that recursively kernelizes the graph and performs branching. However, one major drawback of their algorithm is that, for huge graphs, branching still can take exponential time. To avoid this problem, we recursively choose vertices that are likely to be in a large independent set (using an evolutionary approach), then further kernelize the graph. We show that identifying and removing vertices likely to be in large independent sets opens up the reduction space---which not only speeds up the computation of large independent sets drastically, but also enables us to compute high-quality independent sets on much larger instances than previously reported in the literature.Comment: 17 pages, 1 figure, 8 tables. arXiv admin note: text overlap with arXiv:1502.0168

Initialization and Restart in Stochastic Local Search: Computing a Most Probable Explanation in Bayesian Networks

For hard computational problems, stochastic local search has proven to be a competitive approach to finding optimal or approximately optimal problem solutions. Two key research questions for stochastic local search algorithms are: Which algorithms are effective for initialization? When should the search process be restarted? In the present work we investigate these research questions in the context of approximate computation of most probable explanations (MPEs) in Bayesian networks (BNs). We introduce a novel approach, based on the Viterbi algorithm, to explanation initialization in BNs. While the Viterbi algorithm works on sequences and trees, our approach works on BNs with arbitrary topologies. We also give a novel formalization of stochastic local search, with focus on initialization and restart, using probability theory and mixture models. Experimentally, we apply our methods to the problem of MPE computation, using a stochastic local search algorithm known as Stochastic Greedy Search. By carefully optimizing both initialization and restart, we reduce the MPE search time for application BNs by several orders of magnitude compared to using uniform at random initialization without restart. On several BNs from applications, the performance of Stochastic Greedy Search is competitive with clique tree clustering, a state-of-the-art exact algorithm used for MPE computation in BNs

Low-Diameter Clusters in Network Analysis

In this dissertation, we introduce several novel tools for cluster-based analysis of complex systems and design solution approaches to solve the corresponding optimization problems. Cluster-based analysis is a subfield of network analysis which utilizes a graph representation of a system to yield meaningful insight into the system structure and functions. Clusters with low diameter are commonly used to characterize cohesive groups in applications for which easy reachability between group members is of high importance. Low-diameter clusters can be mathematically formalized using a clique and an s-club (with relatively small values of s), two concepts from graph theory. A clique is a subset of vertices adjacent to each other and an s-club is a subset of vertices inducing a subgraph with a diameter of at most s. A clique is actually a special case of an s-club with s = 1, hence, having the shortest possible diameter. Two topics of this dissertation focus on graphs prone to uncertainty and disruptions, and introduce several extensions of low-diameter models. First, we introduce a robust clique model in graphs where edges may fail with a certain probability and robustness is enforced using appropriate risk measures. With regard to its ability to capture underlying system uncertainties, finding the largest robust clique is a better alternative to the problem of finding the largest clique. Moreover, it is also a hard combinatorial optimization problem, requiring some effective solution techniques. To this aim, we design several heuristic approaches for detection of large robust cliques and compare their performance. Next, we consider graphs for which uncertainty is not explicitly defined, studying connectivity properties of 2-clubs. We notice that a 2-club can be very vulnerable to disruptions, so we enhance it by reinforcing additional requirements on connectivity and introduce a biconnected 2-club concept. Additionally, we look at the weak 2-club counterpart which we call a fragile 2-club (defined as a 2-club that is not biconnected). The size of the largest biconnected 2-club in a graph can help measure overall system reachability and connectivity, whereas the largest fragile 2-club can identify vulnerable parts of the graph. We show that the problem of finding the largest fragile 2-club is polynomially solvable whereas the problem of finding the largest biconnected 2-club is NP-hard. Furthermore, for the former, we design a polynomial time algorithm and for the latter - combinatorial branch-and-bound and branch-and-cut algorithms. Lastly, we once again consider the s-club concept but shift our focus from finding the largest s-club in a graph to the problem of partitioning the graph into the smallest number of non-overlapping s-clubs. This problem cannot only be applied to derive communities in the graph, but also to reduce the size of the graph and derive its hierarchical structure. The problem of finding the minimum s-club partitioning is a hard combinatorial optimization problem with proven complexity results and is also very hard to solve in practice. We design a branch-and-bound combinatorial optimization algorithm and test it on the problem of minimum 2-club partitioning

A Variable Depth Search Algorithm for Binary Constraint Satisfaction Problems

The constraint satisfaction problem (CSP) is a popular used paradigm to model a wide spectrum of optimization problems in artificial intelligence. This paper presents a fast metaheuristic for solving binary constraint satisfaction problems. The method can be classified as a variable depth search metaheuristic combining a greedy local search using a self-adaptive weighting strategy on the constraint weights. Several metaheuristics have been developed in the past using various penalty weight mechanisms on the constraints.What distinguishes the proposed metaheuristic fromthose developed in the past is the update of k variables during each iteration when moving from one assignment of values to another. The benchmark is based on hard random constraint satisfaction problems enjoying several features that make them of a great theoretical and practical interest.The results show that the proposed metaheuristic is capable of solving hard unsolved problems that still remain a challenge for both complete and incomplete methods. In addition, the proposed metaheuristic is remarkably faster than all existing solvers when tested on previously solved instances. Finally, its distinctive feature contrary to other metaheuristics is the absence of parameter tuning making it highly suitable in practical scenarios