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Portfolios in Stochastic Local Search: Efficiently Computing Most Probable Explanations in Bayesian Networks
J Autom Reasoning (2010)
  • Ole J Mengshoel, Carnegie Mellon University
  • D Roth, University of Illinois at Urbana-Champaign
  • D Wilkins, Stanford University

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.

  • Stochastic local search,
  • Portfolios,
  • Bayesian networks,
  • Most probable explanations,
  • Determinism,
  • Stochastic greedy search,
  • Markov chains,
  • Hitting times
Publication Date
March, 2010
Citation Information
Ole J Mengshoel, D Roth and D Wilkins. "Portfolios in Stochastic Local Search: Efficiently Computing Most Probable Explanations in Bayesian Networks" J Autom Reasoning (2010)
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