Leveraging Probability and Uncertainty in Computation

Carla P. Gomes  
Dept. of Computer Science
 
Cornell University

Holger Hoos  
Department of Computer Science  
University of British Columbia

   

1.  Introduction

Recently there has been an increasing interest in approaches based on randomization, probability, and uncertainty to speed up computation and to model resources more realistically. (1) Given that in real world problems computational resources are limited, and the environment is very dynamic, it is important to use flexible, incremental methods that trade off resources for value of information. (2) Probabilistic analysis and empirical studies of the runtime distributions of algorithms have recently been adopted as a better way to characterize algorithm performance. Such studies have improved algorithm design, leading to anytime strategies, and, more generally, methods that combine algorithms into portfolios. (3) There has been considerable success in developing stochastic local search algorithms as well as randomized systematic search methods for solving hard combinatorial problems. This workshop will bring together researchers from different areas of AI and Operations Research in order to discuss various topics in randomization, stochastic search techniques, probability analysis of algorithms, flexible computation, and uncertainty. Topics include: 

2.  List of Participants

Luis Baptista (Technical University of Lisbon)  
Roberto Bayardo (IBM Almaden Research Center)  
Howard Blair (Syracuse University)  
Andrew Davenport (IBM T. J. Watson Research Center)
Jeremy Frank (NASA Ames Research Center)  
Carla P. Gomes (Cornell University)   
Henrik  Grosskreutz (Aachen University of Technology, Germany)
Holger Hoos (University of British Columbia)  
Michael Horsch (Simon Fraser University)
Eric Horvitz (Microsoft Research)
Tad Hogg (Xerox Palo Alto Research Center)
Morton Irgens (Simon Fraser University)  
Henry Kautz (University of Washington)  
Michael Littman (ATT Research Labs)  
Yutaka Matsuo (University of Tokyo)
Kevin O'Neill (University of British Columbia) 
Jean-Franēois Puget (Ilog) 
Irina Rish (IBM T. J. Watson Research Center)  
Wheeler Ruml  (Harvard University) 
Stuart Russell (University of California Berkeley)
Eugene Santos Jr. (University of Connecticut)
Jonathan Schaeffer (University of Alberta)   
Bart Selman (Cornell University) 
Solomon Shimony (Ben-Gurion University of the Negev)
Joćo Marques da Silva (Technical University of Lisbon)
Lou Steinberg (Rutgers University)  
Toby Walsh (University of York, UK)
Richard Wallace  (University of New Hampshire)   
Shlomo Zilberstein (University of Massachusetts)

3.  Abstracts and Statements

 

  The Interplay of Randomization and Learning on Real-World Instances of Satisfiability

Luis Baptista and Joćo Marques-Silva  
Technical University of Lisbon

Recent work on the Satisfiability Problem (SAT) has provided strong empirical and theoretical evidence of the advantages of applying randomization and restarts in solving satisfiable problem instances. This paper addresses the interaction between randomization, with restart strategies, and learning, an often crucial technique for proving unsatisfiability. We use instances of SAT from the hardware verification domain to provide evidence that randomization can indeed be essential in solving real-world satisfiable instances of SAT. More interestingly, our results indicate that randomized restarts and learning may cooperate in proving both satisfiability and unsatisfiability. Finally, we utilize and expand the idea of algorithm portfolio design to propose an alternative approach for solving hard unsatisfiable instances of SAT.
(Extended abstract)

 

  Cooperative Strategies for Solving Bicriteria sparse Multiple Knapsack Problem

  Andrew Davenport  
IBM T. J. Watson Research Center

One of the major goals of a production facility is to utilize its inventory in the best possible way to satisfy demand. In make-to-order production systems, such as the process industry, a surplus inventory accumulates due to cancellations of orders and rejection of production units for failing to satisfy quality requirements. Clearly, it is to the advantage of the production facility to utilize this surplus inventory before planning its production activates. This raises the problem of assigning a list of orders to the production units in the inventory.  The objectives are both maximizing the total amount of orders that are assigned, and minimizing total waste of production units. Manufacturability considerations such as the compatibility of orders and production units in terms of quality, size, etc. impose additional assignment constraints.  As production operations involve more complex processes and a larger product variety, the problem becomes more constrained.  The bicriteria sparse multiple knapsack problem that we consider in this study is motivated by this application.

For complex, real world optimization problems such as the one outlined above,  it is often difficult to design heuristic algorithms which exhibit uniformly superior performance for all problem instances.  As a result it becomes necessary to tailor the algorithms based on the problem instance.  We introduce the use of a cooperative problem solving team of heuristics that evolves algorithms for a given problem instance. The efficacy of this method is examined by solving six difficult instances of a bicriteria sparse multiple knapsack problem based on real world instances.

We focus on the use of a team of heuristic algorithms, which cooperate to generate non-dominated solutions for this problem in a short computation time.  Although there exist several heuristic approaches for solving multiple knapsack problems there does not exist a single dominant algorithm. Moreover, the performances of the heuristics vary by problem instance and as a result a specific heuristic will often demonstrate poor aggregate performance over a set of problem instances.  However, if the heuristics were allowed to cooperate with each other so that:

then the aggregate performance of a collection of cooperating heuristics over a set of problem instances may be greatly improved. For this purpose we have developed a collection of fast heuristics and incorporated them in an A-team architecture, which provides a computational framework for implementing cooperation strategies among heuristics.  The A-team architecture has been used to obtain good feasible solutions to various combinatorial optimization problems such as the TSP, and scheduling problems arising in steel and paper manufacturing industry.

The solutions generated using this approach on our problem instances were shown to be superior to those derived from using these heuristics individually, and to feasible solutions derived from integer programming techniques and a tabu search implementation.

We have found the bicriteria sparse multiple knapsack problem to be a challenging problem to solve for the following reasons:

We believe that the A-team is a suitable approach for this type of problem because:

The experimental evaluation supported these conclusions: the solutions generated by the cooperative strategy were always better than the best solution generated by the individual heuristics, and no single sequence of heuristic applications performed by the A-team was dominant across all problem instances. Thus we believe that the cooperative problem solving strategy embodied by the A-team architecture is a promising approach for tackling hard, multi-criteria combinatorial optimization problems.

 

Logic-based High-level Robot Control

Henrik  Grosskreutz
Aachen University of Technology, Germany

I am a PhD. student in Aachen, Germany. My research is concerned with logic-based high-level robot control. More specifically, I am working on extensions of the high-level plan language GOLOG, whose semantics relies on the situation calculus. In order to allow for uncertainty, which is ubiquitous in real robotics application, I am working on probabilistic extensions of the situation calculus and the language Golog, and have so me encouraging preliminary result. The work is related to the work of Bacchus, Halpern and Levesque titled "Reasoning about Noisy Sensors and Effectors in the Situation Calculus" which appeared in Artificial Intelligence 111. I am also looking for ways to make use of Monte-Carlo methods to speed up prediction results through approximation.

 

  Parallel Search Using Portfolios

Tad Hogg  
Xerox  Palo Alto Research Center

  Combinatorial search problems can require exponentially growing search cost as the size of the problems increase. Fortunately, a variety of heuristic methods solve many such problems much more rapidly than would be expected from the increasing size of the search space. Such heuristics often have different strengths; so running them in parallel can give good performance across a wider range of problems than any individual heuristic. Such approaches, analogous to portfolios in financial markets, can simultaneously improve expected performance and reduce the performance variation. This paper describes this approach and directions for future work involving cooperative methods and alternate computational devices.
(Extended abstract)

 

Stochastic Local Search Methods for Dynamic SAT: An Initial Investigation

Holger Hoos and Kevin O'Neill  
University of British Columbia

  We introduce the dynamic SAT problem, a generalisation of the satisfiability problem in propositional logic, which allows changes of a problem over time. DynSAT can be seen as a particular form of a dynamic CSP, but considering results and recent success in solving conventional SAT problems, we believe that the conceptual simplicity of SAT will allow us to more easily devise and investigate high-performing algorithms for DynSAT than for dynamic CSPs. In this article, we motivate the DynSAT problem, discuss various formalizations of it, and investigate stochastic local search (SLS) algorithms for solving it. In particular, we apply SLS algorithms which perform well on conventional SAT problems to dynamic problems and we analyze and characterize their performance empirically; this initial investigation indicates that the performance differences between various algorithms of the well-known WalkSAT family of SAT algorithms generally carry over when applied to DynSAT. We also study different generic approaches of solving DynSAT problems using SLS algorithms and investigate their performance differences when applied to different types of DynSAT problems.
(Paper)

 

  Techniques for approximating solution probabilities for constraint satisfaction problems

Michael C. Horsch and William S. Havens
Simon Fraser University

We have been developing this technique, which provides a direct relationship between techniques in constraint reasoning and probabilistic reasoning.  We have very good results with respect to reducing search costs such as consistency checks, and the number of backtracks, having demonstrated an improvement over some existing heuristics by up to several orders of magnitude. Our success does not come without a price: computing solution probabilities can be quite a bit more expensive than the actual search costs.  We are currently investigating techniques by which the accuracy of our approximations can be traded off against computational costs, preferably in a utility based, flexible manner.  We are currently investigating a strongly related technique based on probabilistic relaxation, due to Peleg.  Theoretical and empirical studies are on going, but our belief is that this technique can be employed in stochastic local search. We would be interested to share our results with others at the workshop, as well as to gain a deeper understanding of the issues of the workshop as they relate to our work.

 

  Randomization in local search for k-sat: The Simulated Annealing case

Morten Irgens and Ken W. Jackson
Simon Fraser University

The Metropolis and Simulated came out of the idea of optimization by probabilistic sampling using Markov chains. These algorithms converge in the limit to the optimal solution of the corresponding optimization problem given they respect certain conditions. Both the guarantees and the conditions are of limited value for real-world versions of the algorithms.

While considerable energy has been spent on designing good temperature schedules for the Simulated Annealing algorithm, we show evidence that for randomly generated k-sat problems the shape of monotonic schedules are of little importance.  The almost only interesting of a schedule is its temperature level.   As a consequence, we show that cooling and heating perform almost equally well for this class of problems.  Next, we show evidence for an optimal temperature level for the Metropolis algorithm (or alternatively, that there is an optimal constant temperature for simulated annealing), and that cooling schedules don't beat this.  We show that for randomly generated k-sat problems, this is independent of problem size and hardness.  Finally, we show that the shapes of non-monotonic schedules are important.   We show that there is an optimal period for oscillating temperatures, and that for k-sat problems, this is independent of problem size and hardness.  We show that this period is very low, and argue that this gives us insight into the nature of randomly generated k-sat problems.

 

  Fast Hypothetical Reasoning by Parallel Processing

Yutaka Matsuo
University of Tokyo

 In this paper, we develop a new framework for hypothetical reasoning that uses parallel software processors. Our earlier SL method, which can find a near-optimal solution for cost-based hypothetical reasoning in polynomial time (with respect to problem size), uses both linear programming and nonlinear programming techniques. In the new method, these techniques are realized as the interaction of parallel processors. Taking this approach, we may generalize related methods such as the breakout method or Gu's nonlinear optimization method for SAT problems, and introduce two superior algorithms. One algorithm is similar to the breakout method, and the other achieves good-quality solutions by adding new processors during search iterations. (Paper)

 

Probabilistic Models of Computing

  Irina Rish  
IBM T. J. Watson Research Center

 (Extended statement)  

  On-line Learning of Statistical Models of a Search Space to Adaptively Guide Optimization Algorithms

  Wheeler Ruml  
Harvard University

I am a graduate student in Computer Science at Harvard University, with research interests in heuristic search and combinatorial optimization. My current work (joint with Avi Pfeffer) focuses on on-line learning of statistical models of a search space to adaptively guide optimization algorithms. This draws on work from reinforcement learning and utility-based decision-making, attempting to apply those ideas to stochastic search. These techniques provide a rational way to represent, integrate, and exploit information gained during the course of a search, and trade that exploitation against exploring new parts of the solution space. Unfortunately, the empirical testing is only just getting underway, so I am unable to submit a paper to the workshop, but I am still strongly interested in attending.

I have done previous work on stochastic search methods for graph bisection, boolean satisfiability, and number partitioning, focusing on exploitation of variance to achieve high performance in a limited-time context, at the expense of incompleteness (joint work with Stuart Shieber and with Joe Marks of Mitsubishi Electric Research Labs). I also have related interests in the characterization of search spaces, and the use of visualization to help understand them.

 

  AI and Monte Carlo Methods

Stuart Russell  
University of California Berkeley

   
Markov chain Monte Carlo methods have developed over the last few years into a powerful tool for Bayesian statistics. In this talk I will consider their possible roles in AI.

 

Portfolios of Algorithms to Exploit Structure and Randomization in Hard Computational Problems

Eugene Santos Jr.
University of Connecticut

Numerous artificial intelligence schemes and applications require, at their core, a solution to intractable computational problems, such as probabilistic reasoning or constraint satisfaction. Though several algorithms exist for most of these NP-hard problems, their runtimes are exponential in the worst case. Harnessing several different problem-solving algorithms/methods together into a cooperative system (or algorithm portfolio) has been observed to have the potential for solving these NP-hard problems. The need exists for an approach that is able to effectively combine radically different problem-solving techniques with anytime and anywhere properties into a distributed, cooperative environment - a task this talk addresses. By modeling the performance/behavior of the component algorithms, especially how they cooperate and interact, this provides the means for developing a controller to select and manage the most appropriate algorithm mix (portfolio), both initially and during run-time. This methodology is applicable to many NP-hard problems, which have iterative or progressive approaches to problem solving. Thus, the applicability is only limited by the availability of anytime and anywhere algorithms for that domain. We demonstrate the capabilities of this methodology by applying it to the NP-hard probabilistic reasoning (belief revision) over Bayesian Networks. Experiments using a collection of randomly generated networks and some common inference algorithms showed very promising results.

This is joint work with Solomon Eyal Shimony, Edward Williams, and Xiaomin Zhong.

 

  Estimating Constraint Network Solution Count: Probabilistic and Deterministic Schemes

  Solomon Shimony
Ben-Gurion University of the Negev

The problem of counting the number of solutions to a constraint network (CN) (also called constraint satisfaction problems, CSPs) has multiple applications. An approximation of this number may be used for estimating computational resources necessary for solving a particular problem instance  (or sub-instance, for distributed solution methods). The problem is rephrased in terms of probability updating in Bayes networks. Approximating the probabilities in Bayes networks is a problem which has been studied for a while, and may well provide insight into counting the number of solutions. We use a simple deterministic approximation based on independence, and show that it is correct for tree-structured CNs.  Empirical evidence suggests that our approximation may be a useful search heuristic for finding a single solution to a constraint satisfaction problem. Our approach is compared to related deterministic approaches, and the difficulty with existing randomized schemes is examined.
Several major applications of CNs are in timetable scheduling and similar tasks. We extend the standard CSPs with counter constraints, discuss their relation to current work, to standard CSPs, and how to apply our schemes to such constraints. Challenges in extending the approach to planning and related problems, and in making randomized schemes more robust, are outlined. (Joint work with Amnon Meisels and Gadi Solotorevsky)

 

  Utility-Guided Search of  Stochastically Generated Trees

  Lou Steinberg  
Rutgers University
 

The problems we are focusing on involve searching a Stochastically Generated Tree, that is, a tree in which the process that generates children from a parent node has a stochastic component.  We are developing methods of searching such trees that are based on reasoning about the decision-theoretic utility of alternative actions using a model of utility that allows for deadlines. Finally, we discuss the way we estimate and use these utilities. 
(Extended abstract)

 

Portfolios, Randomization, Discrepancy Strategies, and Problem Structure

  Toby Walsh  
University of York, UK

My interests at the moment include algorithm portfolios (especially novel combinations like systematic and stochastic methods), randomization of systematic methods, discrepancy search strategies, the effect of randomness on structured problems and structure on random problems, modeling search costs.

 

  Dynamic Scheduling of Progressive Processing Plans

Shlomo Zilberstein
University of Massachusetts

Progressive processing plans allow systems to tradeoff computational resources against the quality of service by specifying alternative ways in which to accomplish each step. When the structure of a plan is known in advance, it can be optimally scheduled by solving a corresponding Markov decision process. This paper extends this approach to dynamic scheduling of plans that can be constantly modified. We show how to construct an optimal meta-level controller for a single task and how to extend the solution to the case of multiple and dynamic tasks using the notion of an opportunity cost. Several fast approximation schemes for the opportunity cost are evaluated. The results provide an effective framework for managing computational resources in highly dynamic environments. (Joint work with Abdel-Illah Mouaddib and Andrew Arnt.)