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Mini-bucket+ MPLP/SAC Rina Dechter 3/25-2011

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Page 1: Mini-bucket+ MPLP/SAC Rina Dechtersites.uci.edu/automatedreasoninggroup/files/2011/04/mini... · 2011-04-20 · Solving Min-sum problems • Exact by Bucket elimination • Bounding

Mini-bucket+MPLP/SAC

Rina Dechter3/25-2011

Page 2: Mini-bucket+ MPLP/SAC Rina Dechtersites.uci.edu/automatedreasoninggroup/files/2011/04/mini... · 2011-04-20 · Solving Min-sum problems • Exact by Bucket elimination • Bounding

Solving Min-sum problems

• Exact by Bucket elimination

• Bounding scheme: MBE, MPLP, Soft arc-consistency.

• MBE: capitalize on large cluster processed exactly. Similar to i-consistency for large i (parameter z), directional, non-iterative.

• SAC, MPLP: equivalent to arc-consistency. Can be extended to cluster graphs, but may not be efficient. Based on cost shifting subject t equivalence-preserving transformations (EPT)

• Goal: MBE+MPLP/SAC can improve bounds of both in an efficient way.

scopesS

ffF

DDD

XXX

FDXRCOPfinite

m

m

n

n

},...,{SS

functionscost - },...,{

domains - },...,{

variables- },...,{

:where,, a triple is A

1

1

1

1

)(min*

)(

ionCost Funct Global

1

xFF

XfXF

x

m

i i

Page 3: Mini-bucket+ MPLP/SAC Rina Dechtersites.uci.edu/automatedreasoninggroup/files/2011/04/mini... · 2011-04-20 · Solving Min-sum problems • Exact by Bucket elimination • Bounding

MBE

)(min)(min*

jj Qf

f

Qx

fix

xfxff

Let Q={Q1,…Qr} partition of F into mini-buckets whose scope bounded by z:

Page 4: Mini-bucket+ MPLP/SAC Rina Dechtersites.uci.edu/automatedreasoninggroup/files/2011/04/mini... · 2011-04-20 · Solving Min-sum problems • Exact by Bucket elimination • Bounding

4

Mini-Bucket Approximation

n

ii

X

X hh1

min

n

rii

X

r

ii

X

X hhg11

minmin

Split a bucket into mini-buckets => bound complexity

)()()O(e :decrease complexity lExponentia n rnr eOeO

bucket (X) ={ h1, …, hr, hr+1, …, hn }

{ h1, …, hr } { hr+1, …, hn }

XX hg

Page 5: Mini-bucket+ MPLP/SAC Rina Dechtersites.uci.edu/automatedreasoninggroup/files/2011/04/mini... · 2011-04-20 · Solving Min-sum problems • Exact by Bucket elimination • Bounding

5

Semantics of Mini-Bucket: Splitting a Node

U UÛ

Before Splitting:

Network N

After Splitting:

Network N'

Variables in different buckets are renamed and duplicated (Kask et. al., 2001), (Geffner et. al., 2007), (Choi, Chavira, Darwiche , 2007), (covering graphs, Ihler et. Al 2010.)

Page 6: Mini-bucket+ MPLP/SAC Rina Dechtersites.uci.edu/automatedreasoninggroup/files/2011/04/mini... · 2011-04-20 · Solving Min-sum problems • Exact by Bucket elimination • Bounding

Optimal Soft Arc-consistency

)(])[()(''

' xfixcxfFfi

i

Ff

)())}()({(min)(min)(min)()}(|{

xFpxpxfxpxF f

Ff

i

fscopeX

fxifx

i

fscopeif

fxi

ix

i

fp

Ff

fx

Fpxff

max)(min

Page 7: Mini-bucket+ MPLP/SAC Rina Dechtersites.uci.edu/automatedreasoninggroup/files/2011/04/mini... · 2011-04-20 · Solving Min-sum problems • Exact by Bucket elimination • Bounding

Algorithm 1: Project and UnaryProject for soft arc andnode consistency enforcing

Procedure Project(cS, i, a, α)c_i(a) ← c_i(a) ⊕ α;foreach (t ∈ (S) such that t[{i}] = a) doc_S(t) ← c_S(t) - α;

Procedure UnaryProject(i, α)c_∅ ← c_∅⊕ α;foreach (a ∈ di) doC_i(a) ← c_i(a) - α;

A variable i is said to be node consistent [Larrosa, 2002]if 1) for all values a ∈ di, ci(a) ⊕ c_∅ = k, 2) there exists avalue b ∈ di such that ci(b) = 0. A WCSP is node consistent(NC) if every variable is node consistent

A value b ∈ dj is a support for a value a ∈ di along cij if cij(a, b) = 0.

Variable i is arc consistent if every value a ∈ di has a support in every constraint cij ∈ C. A WCSP is arc consistent (AC) if every variable is arc and node consistent.

Page 8: Mini-bucket+ MPLP/SAC Rina Dechtersites.uci.edu/automatedreasoninggroup/files/2011/04/mini... · 2011-04-20 · Solving Min-sum problems • Exact by Bucket elimination • Bounding

1

1

2

Subtract from source in order to preserve the problem Equivalence Preserving Transformation

Shifting Costs (cost compensation)

w

v v

w

0

0

1

A B1

0

A B fAB

v v 0

v w 0

w v

w w

A gA

v 0

w 11

0

2

1

Elim B

8

Page 9: Mini-bucket+ MPLP/SAC Rina Dechtersites.uci.edu/automatedreasoninggroup/files/2011/04/mini... · 2011-04-20 · Solving Min-sum problems • Exact by Bucket elimination • Bounding

• Shifting costs from fAB to AShift(fAB,(A,w),1)

• Can be reversed (e.g. Shift(fAB,(A,w), -1))

0

1

Equivalence Preserving Transformation

w

v v

w

0

0

1

A B1

Arc EPT: shift cost in the scope of 1 cost function

Problem structure preserved

9

Page 10: Mini-bucket+ MPLP/SAC Rina Dechtersites.uci.edu/automatedreasoninggroup/files/2011/04/mini... · 2011-04-20 · Solving Min-sum problems • Exact by Bucket elimination • Bounding

OSAC: The Optimal SAC:A continuous linear formulation

• uA : cost shifted from A to f0

• pAaAB: cost shifted from fAB to (A,a)‏

max ∑ui

n + m.r.d variablesn.d + m.dr linear constraints

Subject to non negativity of costs

10

Page 11: Mini-bucket+ MPLP/SAC Rina Dechtersites.uci.edu/automatedreasoninggroup/files/2011/04/mini... · 2011-04-20 · Solving Min-sum problems • Exact by Bucket elimination • Bounding

Optimal Soft AC

• Solved by Linear Programming

• Polynomial time, rational costs (bounded arity r)

• Computes an optimal set of EPT (uA ,pAaAB) to apply

simultaneously

• Stronger than AC, DAC, FDAC, EDAC...(or any local consistency that preserves scopes)‏

(Cooper et al., IJCAI 2007)

(Boros & Hammer, Discrete Appl. Math. 2002)

(Schlesinger, Kibernetika 1976)

11

Page 12: Mini-bucket+ MPLP/SAC Rina Dechtersites.uci.edu/automatedreasoninggroup/files/2011/04/mini... · 2011-04-20 · Solving Min-sum problems • Exact by Bucket elimination • Bounding

The OSAC algorithmP’= OSAC(P)

)(

][

')()(

ij

i

j

fscopeX

f

xtii ptftf

)}({minmax i

q

i

iDx

pq xcFi

Page 13: Mini-bucket+ MPLP/SAC Rina Dechtersites.uci.edu/automatedreasoninggroup/files/2011/04/mini... · 2011-04-20 · Solving Min-sum problems • Exact by Bucket elimination • Bounding

Combining MBE with OSAC

• MBE-OSAC(1)

1. Process buckets from i=n to 1.

• Partition into mini-bucket

• {mb_i1,…mb_ij} sum functions in each mini-bucket

• {mb’_i1,…mb’_ij} OSAC{mb_i1,…mb_ij}

• Lambda_ijmax_{X_i} mb’_ij

2. Return the sum of functions in the first bucket.

Properties:

1. The algorithm is exp(z) and solves LP problem in each bucket.

2. The output is a lower bound. But its quality may or may not improve over MBE (question: any guarantee? In practice?)

Page 14: Mini-bucket+ MPLP/SAC Rina Dechtersites.uci.edu/automatedreasoninggroup/files/2011/04/mini... · 2011-04-20 · Solving Min-sum problems • Exact by Bucket elimination • Bounding

mbe-osac(2): shift costs based on all bucket variables and then mini-bucket

Input:

Output: messages placed in lower buckets based on their scope.

1.

2. For j=1 to r do (process each mini-bucket)

End.

Properties: May not improve on BME. Will it improve over OSAC? In practice?

},...,{)}(|{ 1 itiii fffscopeXFfB

iri ,...,1

),...,(},...,),(),...,({ 11

''

11 ititililii

osac

i ffOSACffxcxcB ii

'' min)(

ij

iij

QfX

fx

Page 15: Mini-bucket+ MPLP/SAC Rina Dechtersites.uci.edu/automatedreasoninggroup/files/2011/04/mini... · 2011-04-20 · Solving Min-sum problems • Exact by Bucket elimination • Bounding

Mbe-var-osac(3): (processing a bucket)

},...,{)}(|{ 1 itiii fffscopeXFfB

ii

f

x Dxfpi

,, iii uxc ),(

0])[()(,,

0)()(,

ixpxfDxBf

xpuxcDx

f

ifi

Bf

i

f

iiiiii

i

][

'''

1

' )()(..},...,),({ ixjjrii pxfxftsffxcBi

Page 16: Mini-bucket+ MPLP/SAC Rina Dechtersites.uci.edu/automatedreasoninggroup/files/2011/04/mini... · 2011-04-20 · Solving Min-sum problems • Exact by Bucket elimination • Bounding

Linear relaxation-based schemes(MPLP class, Globerson and Jakkola)

Find:

Best upper bound by Equivalence preserving transformations:

There are several variations of scheme computing the optimizing shifts based on partial gradient descent, which differ by what is being kept constant. The 1.2 task is theDual of a linear relaxation of the original problem.

Is the cost shifted from f to value x_i of X_i.

Page 17: Mini-bucket+ MPLP/SAC Rina Dechtersites.uci.edu/automatedreasoninggroup/files/2011/04/mini... · 2011-04-20 · Solving Min-sum problems • Exact by Bucket elimination • Bounding

MPLP block coordinated descent

Return updated functions:

Page 18: Mini-bucket+ MPLP/SAC Rina Dechtersites.uci.edu/automatedreasoninggroup/files/2011/04/mini... · 2011-04-20 · Solving Min-sum problems • Exact by Bucket elimination • Bounding

F(x

xxxx

Page 19: Mini-bucket+ MPLP/SAC Rina Dechtersites.uci.edu/automatedreasoninggroup/files/2011/04/mini... · 2011-04-20 · Solving Min-sum problems • Exact by Bucket elimination • Bounding

EMPLP and NMPLP

Page 20: Mini-bucket+ MPLP/SAC Rina Dechtersites.uci.edu/automatedreasoninggroup/files/2011/04/mini... · 2011-04-20 · Solving Min-sum problems • Exact by Bucket elimination • Bounding

Convergence Properties

Proposition 3 If the fixed point of MPLP has bi(xi) such that for all i the function bi(xi) has ai , then x is the solution to the MAP problem and the LP relaxation is exact.

Proposition 4 When xi are binary, the MPLP fixed point can be used to obtain the primal optimum.

Page 21: Mini-bucket+ MPLP/SAC Rina Dechtersites.uci.edu/automatedreasoninggroup/files/2011/04/mini... · 2011-04-20 · Solving Min-sum problems • Exact by Bucket elimination • Bounding

Generalized MPLP

Page 22: Mini-bucket+ MPLP/SAC Rina Dechtersites.uci.edu/automatedreasoninggroup/files/2011/04/mini... · 2011-04-20 · Solving Min-sum problems • Exact by Bucket elimination • Bounding

MBE+MPLP

• MPE-MPLP can be combined in a similar ways as with OSAC. Which method can provide guarantee for improvement….

• Use generalized MPLP as a basis…

• Develop directly similar to Alex and Qiang for belief.

Page 23: Mini-bucket+ MPLP/SAC Rina Dechtersites.uci.edu/automatedreasoninggroup/files/2011/04/mini... · 2011-04-20 · Solving Min-sum problems • Exact by Bucket elimination • Bounding

Generalized MPLP

Perhaps re-derive generalized MPLP where S (seperators) are just single-variables.We can do that by using a join-graph generated using the mini-bucket schematic method.In this case the seperators within each mini-bucket are the bucket-variable itself.

Considering a covering graph that corresponds to the mini-bucket structure, we can have a collection of shifting costs from mini-bucket to single variables and we canDerive the updating equations associated with the dual that corresponds to this problem.The execution of this algorithm in an ordered derived from the mini-bucket may be a mini-bucket-like algorithm that iterates. (This may be actually identical to Alex and Qiang)

Page 24: Mini-bucket+ MPLP/SAC Rina Dechtersites.uci.edu/automatedreasoninggroup/files/2011/04/mini... · 2011-04-20 · Solving Min-sum problems • Exact by Bucket elimination • Bounding

THE ENDWho wants to grab this?