Pilot, Rollout and Monte Carlo Tree Search Methods for Job Shop Scheduling

Greedy heuristics may be attuned by looking ahead for each possible choice, in an approach called the rollout or Pilot method. These methods may be seen as meta-heuristics that can enhance (any) heuristic solution, by repetitively modifying a master solution: similarly to what is done in game tree search, better choices are identified using lookahead, based on solutions obtained by repeatedly using a greedy heuristic. This paper first illustrates how the Pilot method improves upon some simple well known dispatch heuristics for the job-shop scheduling problem. The Pilot method is then shown to be a special case of the more recent Monte Carlo Tree Search (MCTS) methods: Unlike the Pilot method, MCTS methods use random completion of partial solutions to identify promising branches of the tree. The Pilot method and a simple version of MCTS, using the $\varepsilon$-greedy exploration paradigms, are then compared within the same framework, consisting of 300 scheduling problems of varying sizes with fixed-budget of rollouts. Results demonstrate that MCTS reaches better or same results as the Pilot methods in this context.Comment: Learning and Intelligent OptimizatioN (LION'6) 7219 (2012

GraphLab: A New Framework for Parallel Machine Learning

Designing and implementing efficient, provably correct parallel machine learning (ML) algorithms is challenging. Existing high-level parallel abstractions like MapReduce are insufficiently expressive while low-level tools like MPI and Pthreads leave ML experts repeatedly solving the same design challenges. By targeting common patterns in ML, we developed GraphLab, which improves upon abstractions like MapReduce by compactly expressing asynchronous iterative algorithms with sparse computational dependencies while ensuring data consistency and achieving a high degree of parallel performance. We demonstrate the expressiveness of the GraphLab framework by designing and implementing parallel versions of belief propagation, Gibbs sampling, Co-EM, Lasso and Compressed Sensing. We show that using GraphLab we can achieve excellent parallel performance on large scale real-world problems

An ant colony algorithm for the sequential testing problem under precedence constraints.

We consider the problem of minimum cost sequential testing of a series (parallel) system under precedence constraints that can be modeled as a nonlinear integer program. We develop and implement an ant colony algorithm for the problem. We demonstrate the performance of this algorithm for special type of instances for which the optimal solutions can be found in polynomial time. In addition, we compare the performance of the algorithm with a special branch and bound algorithm for general instances. The ant colony algorithm is shown to be particularly effective for larger instances of the problem

Optimistic Parallelization of Floating-Point Accumulation

Floating-point arithmetic is notoriously non-associative due to the limited precision representation which demands intermediate values be rounded to fit in the available precision. The resulting cyclic dependency in floating-point accumulation inhibits parallelization of the computation, including efficient use of pipelining. In practice, however, we observe that floating-point operations are "mostly" associative. This observation can be exploited to parallelize floating-point accumulation using a form of optimistic concurrency. In this scheme, we first compute an optimistic associative approximation to the sum and then relax the computation by iteratively propagating errors until the correct sum is obtained. We map this computation to a network of 16 statically-scheduled, pipelined, double-precision floating-point adders on the Virtex-4 LX160 (-12) device where each floating-point adder runs at 296 MHz and has a pipeline depth of 10. On this 16 PE design, we demonstrate an average speedup of 6× with randomly generated data and 3-7× with summations extracted from Conjugate Gradient benchmarks