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Chapter 13 Constraint Optimization And counting, and enumeration 275 class
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Page 1: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Chapter 13

Constraint Optimization And counting, and enumeration

275 class

Page 2: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Outline n  Introduction

n  Optimization tasks for graphical models n  Solving optimization problems with inference and search

n  Inference n  Bucket elimination, dynamic programming n  Mini-bucket elimination

n  Search n  Branch and bound and best-first n  Lower-bounding heuristics n  AND/OR search spaces

n  Hybrids of search and inference n  Cutset decomposition n  Super-bucket scheme

Page 3: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

A B red green red yellow green red green yellow yellow green yellow red

Example: map coloring Variables - countries (A,B,C,etc.) Values - colors (e.g., red, green, yellow) Constraints: etc. ,ED D, AB,A ≠≠≠

C

A

B

D E

F G

Task: consistency? Find a solution, all solutions, counting

Constraint Satisfaction

Page 4: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

ϕ = {(¬C), (A v B v C), (¬A v B v E), (¬B v C v D)}.

Propositional Satisfiability

Page 5: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Constraint Optimization Problems for Graphical Models

functionscost - },...,{ domains - },...,{ variables- },...,{

:where,, triplea is A

1

1

1

m

n

n

ffFDDDXXX

FDXRCOPfinite

=

=

=

=

A B D Cost 1 2 3 3 1 3 2 2 2 1 3 0 2 3 1 0 3 1 2 5 3 2 1 0

( )∑ ==

m

i i XfXF1

)(

FunctionCost Global

f(A,B,D) has scope {A,B,D}

Page 6: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Constraint Optimization Problems for Graphical Models

functionscost - },...,{ domains - },...,{ variables- },...,{

:where,, triplea is A

1

1

1

m

n

n

ffFDDDXXX

FDXRCOPfinite

=

=

=

=

A B D Cost 1 2 3 3 1 3 2 2 2 1 3 0 2 3 1 0 3 1 2 5 3 2 1 0

G

A

B C

D F

( )∑ ==

m

i i XfXF1

)(

FunctionCost Global

Primal graph = Variables --> nodes Functions, Constraints -! arcs f1(A,B,D) f2(D,F,G) f3(B,C,F)

f(A,B,D) has scope {A,B,D}

F(a,b,c,d,f,g)= f1(a,b,d)+f2(d,f,g)+f3(b,c,f)

Page 7: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Constrained Optimization

Example: power plant scheduling

)X,...,ost(XTotalFuelC minimize :

)(Power : demandpower time,down-min and up-min ,, :sConstraint

. domain ,Variables

N1

4321

1

Objective

DemandXXXXX

{ON,OFF}},...,X{X

i

n

≥∨¬∨

==

Page 8: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

8

n  A graphical model (X,D,F): n  X = {X1,…Xn} variables n  D = {D1, … Dn} domains n  F = {f1,…,fm} functions

n  Operators: n  combination n  elimination (projection)

n  Tasks: n  Belief updating: ΣX-y ∏j Pi

n  MPE: maxX ∏j Pj

n  CSP: ∏X ×j Cj

n  Max-CSP: minX Σj fj

Graphical Models

)( : CAFfi +==

A  

D  

B  C  

E  

F  

n  All  these  tasks  are  NP-­‐hard  n  exploit  problem  structure  n  iden=fy  special  cases  n  approximate  

A C F P(F|A,C) 0 0 0 0.14 0 0 1 0.96 0 1 0 0.40 0 1 1 0.60 1 0 0 0.35 1 0 1 0.65 1 1 0 0.72 1 1 1 0.68

Primal  graph  (interac=on  graph)  

A C F red green blue blue red red blue blue green

green red blue

Rela=on  

Page 9: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Combination of Cost Functions

A B f(A,B)

b b 6

b g 0

g b 0

g g 6

B C f(B,C)

b b 6

b g 0

g b 0

g g 6 A B C f(A,B,C)

b b b 12

b b g 6

b g b 0

b g g 6

g b b 6

g b g 0

g g b 6

g g g 12

+

= 0 + 6

11

Page 10: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Elimination in a Cost Function

A B f(A,B)

b b 4

b g 6

b r 1

g b 2

g g 6

g r 3

r b 1

r g 1

r r 6

Elim(f,B) A g(A)

b

g

r

1

1

2

Elim(g,A) h∅

1

Min

12

Page 11: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Conditioning a Cost Function

A B f(A,B) b b 6 b g 0 b r 3 g b 0 g g 6 g r 0 r b 0 r g 0 r r 6

Assign(fAB,A,b)

B b 6 g 0 r 3 g(B)

Assign(g,B,r)

0

3 h∅

13

Page 12: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Outline n  Introduction

n  Optimization tasks for graphical models n  Solving by inference and search

n  Inference n  Bucket elimination, dynamic programming, tree-

clustering, bucket-elimination n  Mini-bucket elimination, belief propagation

n  Search n  Branch and bound and best-first n  Lower-bounding heuristics n  AND/OR search spaces

n  Hybrids of search and inference n  Cutset decomposition n  Super-bucket scheme

Page 13: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

15

Computing the Optimal Cost Solution The image cannot be displayed. Your computer may not have enough memory to open the image, or the image may have been corrupted. Restart your computer, and then open the file again. If the red x still appears, you may have to delete the image and then insert it again.

0=emin

Constraint graph

A

D E

C B B C

E D

Variable Elimination

bcde ,,,min0=

f(a,b)+f(a,c)+f(a,d)+f(b,c)+f(b,d)+f(b,e)+f(c,e) OPT =

f(a,c)+f(c,e) + cmin

),,,( ecdahB

f(a,b)+f(b,c)+f(b,d)+f(b,e) bmin

dmin f(a,d) +

Combination

Page 14: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

16

Elimination operator

OPT

bucket B:

f(c,a) f(c,e)

f(a,b) f(b,c) f(b,d) f(b,e)

bucket C:

bucket D:

bucket E:

bucket A:

e=0

(a)hE

e)c,d,(a,hB

e)d,(a,hC

Finding

∑bmin

∑==

r

jjXXXfOPT

n 11

)(min,...,

Algorithm elim-opt (Dechter, 1996) Non-serial Dynamic Programming (Bertele and Briochi, 1973)

B

C

D

E

A

f(a,d)

e)(a,hD

),(),(),(),(),(),(),(min,,,,

ecFebFdbFcbFdaFcaFbaFOPTbcdea

++++++=

Page 15: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

17

Generating the Optimal Assignment

C:

E:

f(a,b) f(b,c) f(b,d) f(b,e) B:

D:

A:

f(c,a) f(c,e)

e=0 e)(a,hD

(a)hE

e)c,d,(a,hB

e)d,(a,hC

(a)hEa

min arga' 1. =

0e' 2. =

Cf(a',d) h (a',d,e')= +d

3. d' arg min

( , ')

( ', ', , ')B

f(c,a') f c e

h a d c e

= + +

+

c4. c' arg min

f(a',b) f(b,c')

f(b,d') f(b,e')

= + +

+ +

b5. b' arg min

)e',d',c',b',(a' Return

f(a,d)

Page 16: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

18

exp(w*=4) ”induced width” (max clique size)

Complexity

Elimination operator

OPT

bucket B:

f(c,a) f(c,e)

f(a,b) f(b,c) f(b,d) f(b,e)

bucket C:

bucket D:

bucket E:

bucket A:

e=0

(a)hE

e)c,d,(a,hB

e)d,(a,hC

∑bmin

B

C

D

E

A

f(a,d)

e)(a,hD

Algorithm elim-opt (Dechter, 1996) Non-serial Dynamic Programming (Bertele and Briochi, 1973)

),(),(),(),(),(),(),(min,,,,

ecFebFdbFcbFdaFcaFbaFOPTbcdea

++++++=

Page 17: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Induced Width

))((exp ( * dwrOddw ordering alonggraph primal theof w idth induced the)(* −

The effect of the ordering:

4)( 1* =dw 2)( 2

* =dwconstraint graph

A

D E

C B

B

C

D

E

A

E

D

C

B

A

Finding smallest induced-width is hard

r = number of functions

Bucket-elimination is time and space

Page 18: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Directional i-consistency

DCBR

A

E

C D

B ≠

≠ ≠

≠ ≠≠≠ D

C B

E

D C

B

E

D C

B

E

:AB A:BBC :C

AD C,D :DBE C,E D,E :E

≠≠

≠≠≠Adaptive d-arc d-path

DBDC RR ,CBR

DRCRDR

Page 19: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Mini-bucket approximation

Split a bucket into mini-buckets =>bound complexity

XX gh ≤)()()O(e :decrease complexity lExponentia n rnr eOeO −+→

Page 20: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Mini-Bucket Elimination

A

B C

D

E

P(A)

P(B|A) P(C|A)

P(E|B,C)

P(D|A,B)

Bucket B

Bucket C

Bucket D

Bucket E

Bucket A

P(B|A) P(D|A,B) P(E|B,C)

P(C|A)

E = 0

P(A)

maxB∏

hB (A,D)

MPE* is an upper bound on MPE --U Generating a solution yields a lower bound--L

maxB∏

hD (A)

hC (A,E)

hB (C,E)

hE (A)

Page 21: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

MBE-MPE(i) Algorithm Approx-MPE (Dechter&Rish 1997)

n  Input: i – max number of variables allowed in a mini-bucket n  Output: [lower bound (cost of a sub-optimal solution), upper bound]

Example: approx-mpe(3) versus elim-mpe

2* =w 4* =w

Page 22: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Properties of MBE(i)

n  Complexity: O(r exp(i)) time and O(exp(i)) space. n  Yields an upper-bound and a lower-bound. n  Accuracy: determined by upper/lower (U/L) bound. n  As i increases, both accuracy and complexity increase.

n  Possible use of mini-bucket approximations: n  As anytime algorithms n  As heuristics in search

n  Other tasks: similar mini-bucket approximations for: belief updating, MAP and MEU (Dechter and Rish, 1997)

Page 23: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Outline n  Introduction

n  Optimization tasks for graphical models n  Solving by inference and search

n  Inference n  Bucket elimination, dynamic programming n  Mini-bucket elimination

n  Search n  Branch and bound and best-first n  Lower-bounding heuristics n  AND/OR search spaces

n  Hybrids of search and inference n  Cutset decomposition n  Super-bucket scheme

Page 24: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Branch and Bound

Page 25: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

A Combinatorial Auction Example

Page 26: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Search tree for first-choice heuristic

Page 27: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Bucket-Elimination for the Auction Example

Page 28: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Elim-OPT for auction problem

Page 29: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Example MBE-opt

Page 30: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

BnB with first-cut heuristic

Page 31: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

BnB with first-cut (b) and mini-bucket (a) heuristics

Page 32: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Search with MB heuristic

Page 33: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Bucket-elimination for counting

Page 34: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

The Search Space

( ) ( )∑=

Χ=Χ9

1

mini

iX ff

A

E

C

B

F

D

0 1 0 1 0 1 0 1

0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

0 1 0 1

C

D

F

E

B

A 0 1

Objective function:

A B f1 0 0 2 0 1 0 1 0 1 1 1 4

A C f2 0 0 3 0 1 0 1 0 0 1 1 1

A E f3 0 0 0 0 1 3 1 0 2 1 1 0

A F f4 0 0 2 0 1 0 1 0 0 1 1 2

B C f5 0 0 0 0 1 1 1 0 2 1 1 4

B D f6 0 0 4 0 1 2 1 0 1 1 1 0

B E f7 0 0 3 0 1 2 1 0 1 1 1 0

C D f8 0 0 1 0 1 4 1 0 0 1 1 0

E F f9 0 0 1 0 1 0 1 0 0 1 1 2

Page 35: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

The Search Space

Arc-cost is calculated based on cost components.

0 1 0 1 0 1 0 1

0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

0 1 0 1

C

D

F

E

B

A 0 1

A B f1 0 0 2 0 1 0 1 0 1 1 1 4

A

E

C

B

F

D

A C f2 0 0 3 0 1 0 1 0 0 1 1 1

A E f3 0 0 0 0 1 3 1 0 2 1 1 0

A F f4 0 0 2 0 1 0 1 0 0 1 1 2

B C f5 0 0 0 0 1 1 1 0 2 1 1 4

B D f6 0 0 4 0 1 2 1 0 1 1 1 0

B E f7 0 0 3 0 1 2 1 0 1 1 1 0

C D f8 0 0 1 0 1 4 1 0 0 1 1 0

E F f9 0 0 1 0 1 0 1 0 0 1 1 2

3 0 2 2 3 0 2 2 3 0 2 2 3 0 2 2 3 0 2 2 3 0 2 2 3 0 2 2 3 0 2 2

0 0

3 5 3 5 3 5 3 5 1 3 1 3 1 3 1 3

5 6 4 2 2 4 1 0

3 1

2

5 4

0

1 2 0 4 1 2 0 4 1 2 0 4 1 2 0 4 1 2 0 4 1 2 0 4 1 2 0 4 1 2 0 4

5 2 5 2 5 2 5 2 3 0 3 0 3 0 3 0

5 6 4 2 2 4 1 0

0 2 2 5

1 4

( ) ( )∑=

Χ=Χ9

1

mini

iX ff

Page 36: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

The Value Function

Value of node = minimal cost solution below it

0 1 0 1 0 1 0 1

0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

0 1 0 1

C

D

F

E

B

A 0 1

A B f1 0 0 2 0 1 0 1 0 1 1 1 4

A

E

C

B

F

D

A C f2 0 0 3 0 1 0 1 0 0 1 1 1

A E f3 0 0 0 0 1 3 1 0 2 1 1 0

A F f4 0 0 2 0 1 0 1 0 0 1 1 2

B C f5 0 0 0 0 1 1 1 0 2 1 1 4

B D f6 0 0 4 0 1 2 1 0 1 1 1 0

B E f7 0 0 3 0 1 2 1 0 1 1 1 0

C D f8 0 0 1 0 1 4 1 0 0 1 1 0

E F f9 0 0 1 0 1 0 1 0 0 1 1 2

3 0 0

2 2

6

2

3

3 0 2 2 3 0 2 2 3 0 2 2 3 0 2 2 3 0 2 2 3 0 2 2 3 0 2 2 0 0 0 2 2 2 0 2 0 0 0 2 2 2

3 3 3 1 1 1 1

8 5 3 1

5

5

1 0 1 1 1 0 0 0 1 0 1 1 1 0 0 0

2 2 2 2 0 0 0 0

7 4 2 0

7 4

7

5 0 0

3 5 3 5 3 5 3 5 1 3 1 3 1 3 1 3

5 6 4 2 2 4 1 0

3 1

2

5 4

0

1 2 0 4 1 2 0 4 1 2 0 4 1 2 0 4 1 2 0 4 1 2 0 4 1 2 0 4 1 2 0 4

5 2 5 2 5 2 5 2 3 0 3 0 3 0 3 0

5 6 4 2 2 4 1 0

0 2 2 5

0 4

( ) ( )∑=

Χ=Χ9

1

mini

iX ff

Page 37: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

An Optimal Solution

Value of node = minimal cost solution below it

0 1 0 1 0 1 0 1

0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

0 1 0 1

C

D

F

E

B

A 0 1

A B f1 0 0 2 0 1 0 1 0 1 1 1 4

A

E

C

B

F

D

A C f2 0 0 3 0 1 0 1 0 0 1 1 1

A E f3 0 0 0 0 1 3 1 0 2 1 1 0

A F f4 0 0 2 0 1 0 1 0 0 1 1 2

B C f5 0 0 0 0 1 1 1 0 2 1 1 4

B D f6 0 0 4 0 1 2 1 0 1 1 1 0

B E f7 0 0 3 0 1 2 1 0 1 1 1 0

C D f8 0 0 1 0 1 4 1 0 0 1 1 0

E F f9 0 0 1 0 1 0 1 0 0 1 1 2

3 0 0

2 2

6

2

3

3 0 2 2 3 0 2 2 3 0 2 2 3 0 2 2 3 0 2 2 3 0 2 2 3 0 2 2 0 0 0 2 2 2 0 2 0 0 0 2 2 2

3 3 3 1 1 1 1

8 5 3 1

5

5

1 0 1 1 1 0 0 0 1 0 1 1 1 0 0 0

2 2 2 2 0 0 0 0

7 4 2 0

7 4

7

5 0 0

3 5 3 5 3 5 3 5 1 3 1 3 1 3 1 3

5 6 4 2 2 4 1 0

3 1

2

5 4

0

1 2 0 4 1 2 0 4 1 2 0 4 1 2 0 4 1 2 0 4 1 2 0 4 1 2 0 4 1 2 0 4

5 2 5 2 5 2 5 2 3 0 3 0 3 0 3 0

5 6 4 2 2 4 1 0

0 2 2 5

0 4

Page 38: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Basic Heuristic Search Schemes

Heuristic function f(x) computes a lower bound on the best extension of x and can be used to guide a heuristic search algorithm. We focus on

1.Branch and Bound Use heuristic function f(xp) to prune the depth-first search tree. Linear space

2.Best-First Search Always expand the node with the highest heuristic value f(xp). Needs lots of memory

f ≤ L

L

Page 39: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Classic Branch-and-Bound

n

g(n)

h(n)

LB(n) = g(n) + h(n)

Lower Bound LB

OR Search Tree

Prune if LB(n) ≥ UB

Upper Bound UB

Page 40: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

How to Generate Heuristics

n  The principle of relaxed models

n  Linear optimization for integer programs n  Mini-bucket elimination n  Bounded directional consistency ideas

Page 41: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Static MBE Heuristics

n 

B: P(E|B,C) P(D|A,B) P(B|A)

A:

E:

D:

C: P(C|A) hB(E,C)

hB(D,A)

hC(E,A)

P(A) hE(A) hD(A)

f(a,e,D) = P(a) + hB(D,a) + hC(e,a)

g h – is admissible

A

B C

D E

Belief Network

E

E

D A

D

B D

B 0

1

1

0

1

0

f(a,e,D))=g(a,e) + H(a,e,D )

Page 42: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Heuristics Properties

n  MB Heuristic is monotone, admissible n  Retrieved in linear time n  IMPORTANT:

n  Heuristic strength can vary by MB(i). n  Higher i-bound ⇒ more pre-processing ⇒ stronger

heuristic ⇒ less search.

n  Allows controlled trade-off between preprocessing and search

Page 43: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Experimental Methodology

Algorithms n  BBMB(i) – Branch and Bound with MB(i) n  BBFB(i) - Best-First with MB(i) n  MBE(i)

Test networks: n  Random Coding (Bayesian) n  CPCS (Bayesian) n  Random (CSP)

Measures of performance n  Compare accuracy given a fixed amount of time - how close is the

cost found to the optimal solution n  Compare trade-off performance as a function of time

Page 44: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Empirical Evaluation of mini-bucket heuristics, Bayesian networks, coding

Time [sec]

0 10 20 30

% S

olve

d E

xact

ly

0.0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1.0

BBMB i=2 BFMB i=2 BBMB i=6 BFMB i=6 BBMB i=10 BFMB i=10 BBMB i=14 BFMB i=14

Random Coding, K=100, noise=0.28 Random Coding, K=100, noise 0.32

Time [sec]

0 10 20 30

% S

olve

d E

xact

ly

0.0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1.0

BBMB i=6 BFMB i=6 BBMB i=10 BFMB i=10 BBMB i=14 BFMB i=14

Random Coding, K=100, noise=0.32

Page 45: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

51

Max-CSP experiments (Kask and Dechter, 2000)

Page 46: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Dynamic MB Heuristics

n  Rather than pre-compiling, the mini-bucket heuristics can be generated during search

n  Dynamic mini-bucket heuristics use the Mini-Bucket algorithm to produce a bound for any node in the search space

(a partial assignment, along the given variable ordering)

Page 47: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Branch and Bound w/ Mini-Buckets

n  BB with static Mini-Bucket Heuristics (s-BBMB) n  Heuristic information is pre-compiled before search. Static

variable ordering, prunes current variable

n  BB with dynamic Mini-Bucket Heuristics (d-BBMB) n  Heuristic information is assembled during search. Static

variable ordering, prunes current variable

n  BB with dynamic Mini-Bucket-Tree Heuristics (BBBT) n  Heuristic information is assembled during search. Dynamic

variable ordering, prunes all future variables

Page 48: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Empirical Evaluation n  Algorithms:

n  Complete n  BBBT n  BBMB

n  Incomplete n  DLM n  GLS n  SLS n  IJGP n  IBP (coding)

n  Measures: n  Time n  Accuracy (% exact) n  #Backtracks n  Bit Error Rate (coding)

n  Benchmarks: n  Coding networks n  Bayesian Network Repository n  Grid networks (N-by-N) n  Random noisy-OR networks n  Random networks

Page 49: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Real World Benchmarks

Average Accuracy and Time. 30 samples, 10 observations, 30 seconds

Page 50: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Empirical Results: Max-CSP n  Random Binary Problems: <N, K, C, T>

n  N: number of variables n  K: domain size n  C: number of constraints n  T: Tightness

n  Task: Max-CSP

Page 51: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

BBBT(i) vs. BBMB(i).

BBBT(i) vs BBMB(i), N=100

i=2 i=3 i=4 i=5 i=6 i=7 i=2

Page 52: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Outline n  Introduction

n  Optimization tasks for graphical models n  Solving by inference and search

n  Inference n  Bucket elimination, dynamic programming n  Mini-bucket elimination, belief propagation

n  Search n  Branch and bound and best-first n  Lower-bounding heuristics n  AND/OR search spaces

n  Hybrids of search and inference n  Cutset decomposition n  Super-bucket scheme

Page 53: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Classic OR Search Space

0 1 0 1 0 1 0 1

0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

0 1 0 1

E

C

F

D

B

A 0 1

Ordering: A B E C D F

A

D

B C

E

F

Page 54: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

AND/OR Search Space

A OR

0 AND 1

B OR B

0 AND 1 0 1

E OR C E C E C E C

OR D F D F D F D F D F D F D F D F

AND 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

AND 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

A

D

B C

E

F

A

D

B

C E

F

Primal graph DFS tree

A

D

B C

E

F

A

D

B C

E

F

Page 55: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

AND/OR vs. OR

E 0 1 0 1 0 1 0 1

0 C 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

F 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

D 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

0 B 1 0 1

A 0 1

A OR

0 AND 1

B OR B

0 AND 1 0 1

E OR C E C E C E C

OR D F D F D F D F D F D F D F D F

AND 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

AND 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

E 0 1 0 1 0 1 0 1

0 C 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

F 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

D 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

0 B 1 0 1

A 0 1

E 0 1 0 1 0 1 0 1

0 C 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

F 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

D 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

0 B 1 0 1

A 0 1

AND/OR

OR

A

D

B C

E

F A

D

B

C E

F

AND/OR size: exp(4), OR size exp(6)

Page 56: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

OR space vs. AND/OR space

width

height

OR space AND/OR space

Time (sec.) Nodes Backtracks Time (sec.) AND nodes OR nodes

5 10 3.154 2,097,150 1,048,575 0.03 10,494 5,247

4 9 3.135 2,097,150 1,048,575 0.01 5,102 2,551

5 10 3.124 2,097,150 1,048,575 0.03 8,926 4,463

4 10 3.125 2,097,150 1,048,575 0.02 7,806 3,903

5 13 3.104 2,097,150 1,048,575 0.1 36,510 18,255

Random graphs with 20 nodes, 20 edges and 2 values per node.

Page 57: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

AND/OR vs. OR

F

AND/OR

A

D

B C

E

F A

D

B

C E

F

E 0 1 0 1 0 1

C 1 1 0 1 0 1 1 1

0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

D 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

0 B 1 0

A 0 1

A OR

0 AND 1

B OR B

0 AND 1 0

E OR C E C E C

OR D F D F D F D F

AND 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

AND 1 0 1 0 1 0 1 1 0 1

E 0 1 0 1 0 1

C 1 1 0 1 0 1 1 1

0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

D 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

0 B 1 0

A 0 1

E 0 1 0 1 0 1

C 1 1 0 1 0 1 1 1

0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

D 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

0 B 1 0

A 0 1

OR

(A=1,B=1) (B=0,C=0)

Page 58: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

AND/OR vs. OR

F

AND/OR

A

D

B C

E

F A

D

B

C E

F

E 0 1 0 1 0 1

C 1 1 0 1 0 1 1 1

0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

D 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

0 B 1 0

A 0 1

A OR

0 AND 1

B OR B

0 AND 1 0

E OR C E C E C

OR D F D F D F D F

AND 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

AND 1 0 1 0 1 0 1 1 0 1

E 0 1 0 1 0 1

C 1 1 0 1 0 1 1 1

0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

D 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

0 B 1 0

A 0 1

E 0 1 0 1 0 1

C 1 1 0 1 0 1 1 1

0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

D 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

0 B 1 0

A 0 1

OR

(A=1,B=1) (B=0,C=0)

Space: linear Time: O(exp(m)) O(w* log n)

Linear space, Time: O(exp(n))

Page 59: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

#CSP – AND/OR Search Tree

A

E

C

B

F

D

A

D

B

E C

F

A B C RABC 0 0 0 1 0 0 1 1 0 1 0 0 0 1 1 1 1 0 0 1 1 0 1 1 1 1 0 1 1 1 1 0

A B E RABE 0 0 0 1 0 0 1 0 0 1 0 1 0 1 1 1 1 0 0 0 1 0 1 1 1 1 0 1 1 1 1 0

A E F RAEF 0 0 0 0 0 0 1 1 0 1 0 1 0 1 1 1 1 0 0 1 1 0 1 1 1 1 0 1 1 1 1 0

B C D RBCD 0 0 0 1 0 0 1 1 0 1 0 1 0 1 1 0 1 0 0 1 1 0 1 0 1 1 0 1 1 1 1 1

A OR

0 AND

B OR

0 AND

OR E

OR F F

AND 0 1 0 1

AND 0 1

C

D D

0 1 0 1

0 1

1

E

F F

0 1 0 1

0 1

C

D D

0 1 0 1

0 1

1

B

0

E

F F

0 1 0 1

0 1

C

D D

0 1 0 1

0 1

1

E

F F

0 1 0 1

0 1

C

D D

0 1 0 1

0 1

Page 60: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

#CSP – AND/OR Search Tree

A

E

C

B

F

D

A

D

B

E C

F

A B C RABC 0 0 0 1 0 0 1 1 0 1 0 0 0 1 1 1 1 0 0 1 1 0 1 1 1 1 0 1 1 1 1 0

A B E RABE 0 0 0 1 0 0 1 0 0 1 0 1 0 1 1 1 1 0 0 0 1 0 1 1 1 1 0 1 1 1 1 0

A E F RAEF 0 0 0 0 0 0 1 1 0 1 0 1 0 1 1 1 1 0 0 1 1 0 1 1 1 1 0 1 1 1 1 0

B C D RBCD 0 0 0 1 0 0 1 1 0 1 0 1 0 1 1 0 1 0 0 1 1 0 1 0 1 1 0 1 1 1 1 1

A OR

0 AND

B OR

0 AND

OR E

OR F F

AND 0 1 0 1

AND 0 1

C

D D

0 1 0 1

0 1

1

E

F F

0 1 0 1

0 1

C

D D

0 1 0 1

0 1

1

B

0

E

F F

0 1 0 1

0 1

C

D D

0 1 0 1

0 1

1

E

F F

0 1 0 1

0 1

C

D D

0 1 0 1

0 1

Page 61: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

#CSP – AND/OR Tree DFS

A

E

C

B

F

D

A

D

B

E C

F

A B C RABC 0 0 0 1 0 0 1 1 0 1 0 0 0 1 1 1 1 0 0 1 1 0 1 1 1 1 0 1 1 1 1 0

A B E RABE 0 0 0 1 0 0 1 0 0 1 0 1 0 1 1 1 1 0 0 0 1 0 1 1 1 1 0 1 1 1 1 0

A E F RAEF 0 0 0 0 0 0 1 1 0 1 0 1 0 1 1 1 1 0 0 1 1 0 1 1 1 1 0 1 1 1 1 0

B C D RBCD 0 0 0 1 0 0 1 1 0 1 0 1 0 1 1 0 1 0 0 1 1 0 1 0 1 1 0 1 1 1 1 1

A OR

0 AND

B OR

0 AND

OR E

OR F

AND 0 1

AND 0 1

C

D D

0 1 0 1

0 1

1 1 1 0 0 1

2 1 1

2 1 1 0

3 1

3

9

9

1

E

F F

0 1 0 1

0 1

C

D

0 1

0 1

1

B

0

E

F

0 1

0 1

C

D D

0 1 0 1

0 1

1

E

F

0 1

0 1

C

D

0 1

0 1

1 1 0 1 1 1

2 1 2

2 1 2 0

2 3

6

1 1 1 0 1 0 1 0 1 1

2 1 1 1 2

3 1

2 1 1 0 0 1 0 2

1 2

3 2

5

5

14

OR node: Marginalization operator (summation)

AND node: Combination operator (product)

Page 62: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

AND/OR Tree Search for COP

A

0

B

0

E

F F

0 1 0 1

OR

AND

OR

AND

OR

OR

AND

AND 0 1

C

D D

0 1 0 1

0 1

1

E

F F

0 1 0 1

0 1

C

D D

0 1 0 1

0 1

A

E

C

B

F

D

A B f1 0 0 2 0 1 0 1 0 1 1 1 4

A C f2 0 0 3 0 1 0 1 0 0 1 1 1

A E f3 0 0 0 0 1 3 1 0 2 1 1 0

A F f4 0 0 2 0 1 0 1 0 0 1 1 2

B C f5 0 0 0 0 1 1 1 0 2 1 1 4

B D f6 0 0 4 0 1 2 1 0 1 1 1 0

B E f7 0 0 3 0 1 2 1 0 1 1 1 0

C D f8 0 0 1 0 1 4 1 0 0 1 1 0

E F f9 0 0 1 0 1 0 1 0 0 1 1 2

5 6 4 2 3 0 2 2

5 2 0 2

5 2 0 2

3 3

6

5

5

5

3 1 3 5

2

2 4 1 0 3 0 2 2

2 0 0 2

2 0 0 2

4 1

5

5 4 1 3

0

0

1

B

0

E

F F

0 1 0 1

0 1

C

D D

0 1 0 1

0 1

1

E

F F

0 1 0 1

0 1

C

D D

0 1 0 1

0 1

5 6 4 2 1 2 0 4 2 4 1 0 1 2 0 4

6 4

7

7

5 2 1 0 2 0 1 0

5 2 1 0 2 0 1 0

4 2 4 0

0

0 2 5 2 2 5 3 0

1 4

A

D

B

E C

F

AND node = Combination operator (summation)

( )∑ =

9

1min :Goal

i iX Xf

OR node = Marginalization operator (minimization)

Page 63: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Summary of AND/OR Search Trees

n  Based on a backbone pseudo-tree

n  A solution is a subtree

n  Each node has a value – cost of the optimal solution to the subproblem (computed recursively based on the values of the descendants)

n  Solving a task = finding the value of the root node

n  AND/OR search tree and algorithms are ([Freuder & Quinn85], [Collin, Dechter & Katz91], [Bayardo & Miranker95])

n  Space: O(n) n  Time: O(exp(m)), where m is the depth of the pseudo-tree n  Time: O(exp(w* log n)) n  BFS is time and space O(exp(w* log n)

Page 64: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Caching A

D

B C

E

F

A

D

B

C E

F

G H

J

K

G

H

J

K A OR

0 AND 1

B OR B

0 AND 1 0 1

E OR C E C E C E C

OR D F D F D F D F D F D F D F D F

AND

AND 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

OR

OR

AND

AND

0

G

H H

0 1 0 1

0 1

1

G

H H

0 1 0 1

0 1

0

J

K K

0 1 0 1

0 1

1

J

K K

0 1 0 1

0 1

0

G

H H

0 1 0 1

0 1

1

G

H H

0 1 0 1

0 1

0

J

K K

0 1 0 1

0 1

1

J

K K

0 1 0 1

0 1

0

G

H H

0 1 0 1

0 1

1

G

H H

0 1 0 1

0 1

0

J

K K

0 1 0 1

0 1

1

J

K K

0 1 0 1

0 1

0

G

H H

0 1 0 1

0 1

1

G

H H

0 1 0 1

0 1

0

J

K K

0 1 0 1

0 1

1

J

K K

0 1 0 1

0 1

0

G

H H

0 1 0 1

0 1

1

G

H H

0 1 0 1

0 1

0

J

K K

0 1 0 1

0 1

1

J

K K

0 1 0 1

0 1

0

G

H H

0 1 0 1

0 1

1

G

H H

0 1 0 1

0 1

0

J

K K

0 1 0 1

0 1

1

J

K K

0 1 0 1

0 1

0

G

H H

0 1 0 1

0 1

1

G

H H

0 1 0 1

0 1

0

J

K K

0 1 0 1

0 1

1

J

K K

0 1 0 1

0 1

0

G

H H

0 1 0 1

0 1

1

G

H H

0 1 0 1

0 1

0

J

K K

0 1 0 1

0 1

1

J

K K

0 1 0 1

0 1

context(B) = {A, B} context(C) = {A,B,C} context(D) = {D} context(F) = {F}

Page 65: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

An AND/OR Graph: Caching Goods

A

D

B C

E

F

A

D

B

C E

F

G H

J

K

G

H

J

K A OR

0 AND 1

B OR B

0 AND 1 0 1

E OR C E C E C E C

OR D F D F D F D F D F D F D F D F

AND

AND 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

OR

OR

AND

AND

0

G

H H

0 1 0 1

0 1

1

G

H H

0 1 0 1

0 1

0

J

K K

0 1 0 1

0 1

1

J

K K

0 1 0 1

0 1

Page 66: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Context-based Caching n  Caching is possible when context is the same

n  context = parent-separator set in induced pseudo-graph

= current variable + parents connected to subtree below

A

D

B C

E

F

A

D

B

C E

F

G H

J

K

G

H

J

K

context(B) = {A, B}

context(c) = {A,B,C}

context(D) = {D}

context(F) = {F}

Page 67: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Complexity of AND/OR Graph

n  Theorem: Traversing the AND/OR search graph is time and space exponential in the induced width/tree-width.

n  If applied to the OR graph complexity is time and space exponential in the path-width.

Page 68: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

#CSP – AND/OR Search Tree

A

E

C

B

F

D

A

D

B

E C

F

A B C RABC 0 0 0 1 0 0 1 1 0 1 0 0 0 1 1 1 1 0 0 1 1 0 1 1 1 1 0 1 1 1 1 0

A B E RABE 0 0 0 1 0 0 1 0 0 1 0 1 0 1 1 1 1 0 0 0 1 0 1 1 1 1 0 1 1 1 1 0

A E F RAEF 0 0 0 0 0 0 1 1 0 1 0 1 0 1 1 1 1 0 0 1 1 0 1 1 1 1 0 1 1 1 1 0

B C D RBCD 0 0 0 1 0 0 1 1 0 1 0 1 0 1 1 0 1 0 0 1 1 0 1 0 1 1 0 1 1 1 1 1

A OR

0 AND

B OR

0 AND

OR E

OR F F

AND 0 1 0 1

AND 0 1

C

D D

0 1 0 1

0 1

1

E

F F

0 1 0 1

0 1

C

D D

0 1 0 1

0 1

1

B

0

E

F F

0 1 0 1

0 1

C

D D

0 1 0 1

0 1

1

E

F F

0 1 0 1

0 1

C

D D

0 1 0 1

0 1

Page 69: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

#CSP – AND/OR Tree DFS

A

E

C

B

F

D

A

D

B

E C

F

A B C RABC 0 0 0 1 0 0 1 1 0 1 0 0 0 1 1 1 1 0 0 1 1 0 1 1 1 1 0 1 1 1 1 0

A B E RABE 0 0 0 1 0 0 1 0 0 1 0 1 0 1 1 1 1 0 0 0 1 0 1 1 1 1 0 1 1 1 1 0

A E F RAEF 0 0 0 0 0 0 1 1 0 1 0 1 0 1 1 1 1 0 0 1 1 0 1 1 1 1 0 1 1 1 1 0

B C D RBCD 0 0 0 1 0 0 1 1 0 1 0 1 0 1 1 0 1 0 0 1 1 0 1 0 1 1 0 1 1 1 1 1

A OR

0 AND

B OR

0 AND

OR E

OR F

AND 0 1

AND 0 1

C

D D

0 1 0 1

0 1

1 1 1 0 0 1

2 1 1

2 1 1 0

3 1

3

9

9

1

E

F F

0 1 0 1

0 1

C

D

0 1

0 1

1

B

0

E

F

0 1

0 1

C

D D

0 1 0 1

0 1

1

E

F

0 1

0 1

C

D

0 1

0 1

1 1 0 1 1 1

2 1 2

2 1 2 0

2 3

6

1 1 1 0 1 0 1 0 1 1

2 1 1 1 2

3 1

2 1 1 0 0 1 0 2

1 2

3 2

5

5

14

Page 70: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

#CSP – AND/OR Search Graph (Caching Goods)

A

E

C

B

F

D

A

D

B

E C

F

A B C RABC 0 0 0 1 0 0 1 1 0 1 0 0 0 1 1 1 1 0 0 1 1 0 1 1 1 1 0 1 1 1 1 0

A B E RABE 0 0 0 1 0 0 1 0 0 1 0 1 0 1 1 1 1 0 0 0 1 0 1 1 1 1 0 1 1 1 1 0

A E F RAEF 0 0 0 0 0 0 1 1 0 1 0 1 0 1 1 1 1 0 0 1 1 0 1 1 1 1 0 1 1 1 1 0

B C D RBCD 0 0 0 1 0 0 1 1 0 1 0 1 0 1 1 0 1 0 0 1 1 0 1 0 1 1 0 1 1 1 1 1

A OR

0 AND

B OR

0 AND

OR E

OR F F

AND 0 1

AND 0 1

C

D D

0 1

0 1

1

E C

D D

0 1

1

B

0

E

F F

0 1

C

1

E C

[EA] [CB]

Page 71: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

#CSP – AND/OR Search Graph (Caching Goods)

A

E

C

B

F

D

A

D

B

E C

F

A B C RABC 0 0 0 1 0 0 1 1 0 1 0 0 0 1 1 1 1 0 0 1 1 0 1 1 1 1 0 1 1 1 1 0

A B E RABE 0 0 0 1 0 0 1 0 0 1 0 1 0 1 1 1 1 0 0 0 1 0 1 1 1 1 0 1 1 1 1 0

A E F RAEF 0 0 0 0 0 0 1 1 0 1 0 1 0 1 1 1 1 0 0 1 1 0 1 1 1 1 0 1 1 1 1 0

B C D RBCD 0 0 0 1 0 0 1 1 0 1 0 1 0 1 1 0 1 0 0 1 1 0 1 0 1 1 0 1 1 1 1 1

A OR

0 AND

B OR

0 AND

OR E

OR F F

AND 0 1

AND 0 1

C

D D

0 1

0 1

1

E C

D D

0 1

1

B

0

E

F F

0 1

C

1

E C

Time and Space O(exp(w*))

Space O(exp(sep-w*))

Page 72: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

All Four Search Spaces

Full OR search tree

126 nodes

Full AND/OR search tree

54 AND nodes

Context minimal OR search graph

28 nodes

Context minimal AND/OR search graph

18 AND nodes

0 1 0 1 0 1 0 1

0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1

0 1 0 1

C D

F E

B A 0 1

A OR 0 AND B OR

0 AND

OR E

OR F F

AND 0 1 0 1

AND 0 1

C

D D

0 1 0 1

0 1

1

E

F F

0 1 0 1

0 1

C

D D

0 1 0 1

0 1

1

B

0

E

F F

0 1 0 1

0 1

C

D D

0 1 0 1

0 1

1

E

F F

0 1 0 1

0 1

C

D D

0 1 0 1

0 1

0 1 0 1 0 1 0 1

0 1 0 1 0 1 0 1

0 1

0 1 0 1

0 1 0 1

C D

F E

B A 0 1

A OR 0 AND B OR

0 AND OR E

OR F F AND 0 1

AND 0 1

C

D D 0 1

0 1

1

E C

D D

0 1

1

B

0

E

F F

0 1

C 1

E C

Page 73: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

AND/OR vs. OR DFS algorithms

n  AND/OR tree n  Space: O(n) n  Time: O(n km)

O(n kw* log n) (Freuder85; Bayardo95; Darwiche01)

n  AND/OR graph n  Space: O(n kw*) n  Time: O(n kw*)

k = domain size m = pseudo-tree depth n = number of variables w*= induced width pw*= path width n  OR tree

n  Space: O(n) n  Time: O(kn)

n  OR graph n  Space: O(n kpw*) n  Time: O(n kpw*)

Page 74: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Searching AND/OR Graphs

n  AO(i): searches depth-first, cache i-context n  i = the max size of a cache table (i.e.

number of variables in a context)

i=0 i=w*

Space: O(n)

Time: O(exp(w* log n))

Space: O(exp w*)

Time: O(exp w*)

AO(i) time complexity?

Page 75: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

AND/OR Branch-and-Bound (AOBB)

n  Associate each node n with a static heuristic estimate h(n) of v(n) n  h(n) is a lower bound on the value v(n)

n  For every node n in the search tree: n  ub(n) – current best solution cost rooted at n n  lb(n) – lower bound on the minimal cost at n

Page 76: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Lower/Upper Bounds

1 0

X

A B

0

C h(C) v(A)

h(B,0) LB(B,0) = h(B,0)

LB(X,1) = l(X,1) + v(A) + h(C) + LB(B)

Prune below AND node (B,0) if LB(X) ≥ UB(X)

LB(X) = LB(X,1)

LB(B) = LB(B,0)

UB(X) LB(X) UB(X) = best cost below X (i.e. v(X,0))

v(X,0)

Page 77: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Shallow/Deep Cutoffs

Deep cutoff

0

X

1

UB(X)

LB(X) = h(X,1)

1 0

X

A B

0

E D

0

C

UB(X)

LB(X)

Shallow cutoff

Reminiscent of Minimax shallow/deep cutoffs

Prune if LB(X) ≥ UB(X)

Page 78: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Summary of AOBB

n  Traverses the AND/OR search tree in a depth-first manner

n  Lower bounds computed based on heuristic estimates of nodes at the frontier of search, as well as the values of nodes already explored

n  Prunes the search space as soon as an upper-lower bound violation occurs

Page 79: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Heuristics for AND/OR

n  In the AND/OR search space h(n) can be computed using any heuristic. We used:

n  Static Mini-Bucket heuristics

n  Dynamic Mini-Bucket heuristics

n  Maintaining FDAC [Larrosa & Schiex03]

(full directional soft arc-consistency)

Page 80: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Empirical Evaluation n  Tasks

n  Solving WCSPs n  Finding the MPE in belief networks

n  Benchmarks (WCSP) n  Random binary WCSPs n  RLFAP networks (CELAR6) n  Bayesian Networks Repository

n  Algorithms n  s-AOMB(i), d-AOMB(i), AOMFDAC n  s-BBMB(i), d-BBMB(i), BBMFDAC n  Static variable ordering (dfs traversal of the pseudo-tree)

Page 81: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Random Binary WCSPs (Marinescu and Dechter, 2005)

Random networks with n=20 (number of variables), d=5 (domain size), c=100 (number of constraints), t=70% (tightness). Time limit 180 seconds. AO search is superior to OR search

S-AOMB vs S-BBMB D-AOMB vs D-BBMB

Page 82: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Random Binary WCSPs (contd.)

n=20 (variables), d=5 (domain size), c=100 (constraints), t=70% (tightness)

dense sparse

n=50 (variables), d=5 (domain size), c=80 (constraints), t=70% (tightness)

AOMB for large i is competitive with AOMFDAC

Page 83: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Resource Allocation

Instance BBMFDAC AOMFDAC time (sec) nodes time (sec) nodes

CELAR6-SUB0 2.78 1,871 1.98 435 CELAR6-SUB1 2,420.93 364,986 981.98 180,784 CELAR6-SUB2 8,801.12 19,544,182 1,138.87 175,377 CELAR6-SUB3 38,889.20 91,168,896 4,028.59 846,986 CELAR6-SUB4 84,478.40 6,955,039 47,115.40 4,643,229

CELAR6 sub-instances

Radio Link Frequency Assignment Problem (RLFAP)

AOMFDAC is superior to ORMFDAC

Page 84: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Bayesian Networks Repository

Network Algorithm i=2 i=3 i=4 i=5 (n,d,w*,h) time nodes time nodes time nodes time nodes

s-AOMB(i) - 8.5M - 7.6M 46.22 807K 0.563 9.6K Barley s-BBMB(i) - 16M - 18M - 17M - 14M

(48,67,7,17) d-AOMB(i) - 79K 136.0 23K 12.55 667 45.95 567 d-BBMB(i) - 2.2M - 1M 346.1 76K - 86K s-AOMB(i) 57.36 1.2M 12.08 260K 7.203 172K 1.657 43K

Munin1 s-BBMB(i) - 8.5M - 9M - 10M - 8M (189,21,11,24) d-AOMB(i) 66.56 185K 12.47 8.1K 10.30 1.6K 11.99 523

d-BBMB(i) - 405K - 430K - 235K 14.63 917 s-AOMB(i) - 5.9M - 4.9M 1.313 17K 0.453 6K

Munin3 s-BBMB(i) - 1.4M - 1.2M - 316K - 1.5M (1044,21,7,25) d-AOMB(i) - 2.3M 68.64 58K 3.594 5.9K 2.844 3.8K

d-BBMB(i) - 33K - 125K - 52K - 31K

Time limit 600 seconds

available at http://www.cs.huji.ac.il/labs/compbio/Repository

Static AO is better with accurate heuristic (large i)

Page 85: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Outline n  Introduction

n  Optimization tasks for graphical models n  Solving by inference and search

n  Inference n  Bucket elimination, dynamic programming n  Mini-bucket elimination, belief propagation

n  Search n  Branch and bound and best-first n  Lower-bounding heuristics n  AND/OR search spaces

n  Searching trees n  Searching graphs

n  Hybrids of search and inference n  Cutset decomposition n  Super-bucket scheme

Page 86: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

From Searching Trees to Searching Graphs

n  Any two nodes that root identical subtrees/subgraphs can be merged

n  Minimal AND/OR search graph: closure under merge of the AND/OR search tree

n  Inconsistent sub-trees can be pruned too. n  Some portions can be collapsed or reduced.

Page 87: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

AND/OR Search Graph

A

E

C

B

F

D

A

D

B

E C

F Primal graph Pseudo-tree

context(A) = {A} context(B) = {B,A} context(C) = {C,B} context(D) = {D} context(E) = {E,A} context(F) = {F}

A OR

0 AND

B OR

0 AND

OR E

OR F F

AND 0 1 0 1

AND 0 1

C

D D

0 1 0 1

0 1

1

E

F F

0 1 0 1

0 1

C

D D

0 1 0 1

0 1

1

B

0

E

F F

0 1 0 1

0 1

C

D D

0 1 0 1

0 1

1

E

F F

0 1 0 1

0 1

C

D D

0 1 0 1

0 1

Page 88: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

AND/OR Search Graph

OR

AND

OR

AND

OR E

OR F F

AND 0 1

AND 0 1

D D

0 1

1

1

E C

D D

0 1

E

F F

0 1

A

0

B

0

C

0

1

B

0

C

1

E C

A

E

C

B

F

D

A

D

B

E C

F Primal graph Pseudo-tree

context(A) = {A} context(B) = {B,A} context(C) = {C,B} context(D) = {D} context(E) = {E,A} context(F) = {F}

Page 89: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Context-based caching A

D

B

E C

F

context(A) = {A} context(B) = {B,A} context(C) = {C,B} context(D) = {D} context(E) = {E,A} context(F) = {F}

Cache Table (C)

B C Value 0 0 5 0 1 2 1 0 2 1 1 0

A

0

B

0

E C

D D

0 1

1

E C

D D

0 1

1

B

0

E C

1

E C

5

5

5 2

3

6

2 0

4

5

4 4

4 6

7

7

A

E

C

B

F

D

Primal graph

Space: O(exp(2))

Page 90: Chapter 13€¦ · Chapter 13 Constraint Optimization And counting, and enumeration 275 class . Outline ! Introduction ! Optimization tasks for graphical models ! Solving optimization

Searching AND/OR Graphs

n  AO(j): searches depth-first, cache j-context n  j = the max size of a cache table (i.e.

number of variables in a context)

j=0 j=w*

Space: O(n)

Time: O(exp(w* log n))

Space: O(exp w*)

Time: O(exp w*)

AO(j) time complexity?


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