INFERENCE SCHEMES FOR M BEST SOLUTIONS FOR SOFT CSPS Emma Rolln, - - PowerPoint PPT Presentation

inference schemes for m best solutions for soft csps
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INFERENCE SCHEMES FOR M BEST SOLUTIONS FOR SOFT CSPS Emma Rolln, - - PowerPoint PPT Presentation

INFERENCE SCHEMES FOR M BEST SOLUTIONS FOR SOFT CSPS Emma Rolln, Natalia Flerova and Rina Dechter erollon@lsi.upc.edu, flerova@ics.uci.edu, dechter@ics.uci.edu Universitat Politcnica de Catalunya University of California, Irvine Summary


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SLIDE 1

INFERENCE SCHEMES FOR M BEST SOLUTIONS FOR SOFT CSPS

Emma Rollón, Natalia Flerova and Rina Dechter

erollon@lsi.upc.edu, flerova@ics.uci.edu, dechter@ics.uci.edu Universitat Politècnica de Catalunya University of California, Irvine

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SLIDE 2

Summary

 Optimization problems:

 Finding the best solution  Finding the m-best solutions

 Applications of the m-best solutions:

 Set of diverse solutions desired (e.g., haplotaping)  Constraints are hard to formalized (e.g., portfolio mgmt)  Sensitivity analysis (e.g., biological sequence alignment)

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SLIDE 3

Summary

 Previous works on the m-best tasks:  Compute the m-best solutions by successively computing the

best solution, each time using a slightly different reformulation of the original problem.

 Lawler, 1972; Nilsson, 1998; Yanover and Weiss, 2004;

 Compute the m best solutions in a single pass of algorithm,

using message passing/propagation

 Seroussi and Golmard, 1994 ; Elliot, 2007;

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SLIDE 4

Summary

 Our contribution:  We provide a formalization of the m-best task within the

unifying framework of c-semiring, making many known inference schemes immediately applicable.

 In particular, we focus on Graphical Models and extend:

 Bucket Elimination (exact algorithm)  Mini-Bucket Elimination (bounding algorithm)

 We show how to tighten the bound on the best solution using

a bound on the m-best solutions.

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SLIDE 5

1-best vs. m-best optimization

Variables : X = {X1, X2, X3,…,Xn} Finite domain values: D = {D1, D2,…,Dn} Objective function: A is a totally ordered set (<) of valuations A D F

i n i

 

1

:

1-best optimization m-best optimization

 

that such ) ( ),..., ( 1

m

t F t F

) ' ( ) ( ) ( m j 1 , ' t F t F t F i t t t

j i j i

      

฀  F(t) such that

) ' ( ) ( : ' t F t F t t   

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SLIDE 6

Graphical Model

 X = {x1, …, xn}: a set of variables  D = {D1, …, Dn}: a set of domain values  {f1, …, fe}: a set of local functions 

: combination operator over functions

 Interaction graph:

฀  f j : DY A

Y  X scope of f j

1

x

3

x

n

x

2

x

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SLIDE 7

Graphical Model

 Global view (objective function):

 Reasoning task:  Particular instantiations:

฀  F(X) 

k1 e

 fk

X

X  ) ( F

Task WCSP MPE

 

1 ... ฀   ฀  

P(e) ฀  A

฀  

฀  

฀  min

฀  max

฀   ฀   ฀  NU 

 

 

1 ...

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SLIDE 8

Bucket Elimination

Combination Marginalization Output

x1 x5 x4 x3 x2 x1 x5 x4 x3

5

x5 x4 x3

4

x2 x2

฀  

฀  

BE Select a var

Complete and correct: whenever the task can be defined over a semiring

[Shafer et. Al, Srivanas et al, Kohlas et al.]

฀  ()

k1 e

 fk

      X

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SLIDE 9

Bucket Elimination

Combination Marginalization Output

x1 x5 x4 x3 x2 x1 x5 x4 x3

5

x5 x4 x3

4

x2 x2

() = c1 = WCSP

฀  

฀  

  

min 

BE elim-opt Select a var

฀  ()

k1 e

 fk

      X

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SLIDE 10

Bucket Elimination

Combination Marginalization Output

x1 x5 x4 x3 x2 x1 x5 x4 x3

5

x5 x4 x3

4

x2 x2

() = c1 = WCSP

฀  

฀  

  

min 

฀    ??

฀   ??

() = {c1,...,cm}

=m-best WCSP

BE elim-opt elim-m-opt Select a var

฀  ()

k1 e

 fk

      X

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SLIDE 11

Bucket Elimination

Combination Marginalization Output

x1 x5 x4 x3 x2 x1 x5 x4 x3

5

x5 x4 x3

4

x2 x2

() = c1 = WCSP

฀  ()

k1 e

 fk

      X

฀  

฀  

  

min 

฀    ??

฀   ??

() = {c1,...,cm}

=m-best WCSP

BE elim-opt

Each tuple is the best cost extension to x1 Each tuple has to be the m-best cost extensions to x1

elim-m-opt Select a var

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SLIDE 12

From 1-best to m-best optimization

WCSP m-best WCSP (m = 2)

฀  

฀  

 min  min

Functions

] 1 ... [ ) ( :  Y l f

m

Y l f ] 1 ... [ ) ( :  ฀  f (t)  c1,c2

 

฀  f (t)  c1 5 ) ( ; 6 ) (   t g t f

   

6 , 1 ) ( ; 5 , 3 ) (   t g t f 5 ) ( ; 6 ) (     b x f a x f

   

6 , 1 ) ( ; 5 , 3 ) (     b x f a x f

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SLIDE 13

From 1-best to m-best optimization

WCSP m-best WCSP (m = 2)

฀  

฀  

 min  min

Functions

] 1 ... [ ) ( :  Y l f

m

Y l f ] 1 ... [ ) ( :  ฀  f (t)  c1,c2

 

฀  f (t)  c1 11 5 6 ) ( ) ( 5 ) ( ; 6 ) (       t g t f t g t f

     

} 6 , 4 { 11 , 6 , 9 , 4 ) ( ) ( 6 , 1 ) ( ; 5 , 3 ) (      t g t f t g t f

 

5 6 , 5 min min 5 ) ( ; 6 ) (       f b x f a x f

x

     

} 3 , 1 { 6 , 1 , 5 , 3 min 6 , 1 ) ( ; 5 , 3 ) (       f b x f a x f

x

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SLIDE 14

How to combine two ordered sets

} 6 , 3 , 1 {  S } 5 , 4 , 2 {  T 2 1

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SLIDE 15

How to combine two ordered sets

} 6 , 3 , 1 {  S } 5 , 4 , 2 {  T 2 1

1st best

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SLIDE 16

How to combine two ordered sets

} 6 , 3 , 1 {  S } 5 , 4 , 2 {  T 2 1 4 1

1st best

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SLIDE 17

How to combine two ordered sets

} 6 , 3 , 1 {  S } 5 , 4 , 2 {  T 2 1 2 3 4 1

1st best

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SLIDE 18

How to combine two ordered sets

} 6 , 3 , 1 {  S } 5 , 4 , 2 {  T 2 1 2 3 4 1

1st best 2nd best

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SLIDE 19

How to combine two ordered sets

} 6 , 3 , 1 {  S } 5 , 4 , 2 {  T 2 1 2 3 4 1 5 1

1st best 2nd best

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SLIDE 20

How to combine two ordered sets

} 6 , 3 , 1 {  S } 5 , 4 , 2 {  T 2 1 2 3 4 1 4 3 5 1

1st best 2nd best

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SLIDE 21

How to combine two ordered sets

} 6 , 3 , 1 {  S } 5 , 4 , 2 {  T 2 1 2 3 4 1 4 3 5 1

1st best 2nd best 3rd best

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SLIDE 22

How to combine two ordered sets

} 6 , 3 , 1 {  S } 5 , 4 , 2 {  T 2 1 2 3 4 1 4 3 5 1

1st best 2nd best 3rd best

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SLIDE 23

How to combine two ordered sets

} 6 , 3 , 1 {  S } 5 , 4 , 2 {  T 2 1 2 3 4 1 4 3 5 1 2 6 

1st best 2nd best 3rd best

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SLIDE 24

How to combine two ordered sets

} 6 , 3 , 1 {  S } 5 , 4 , 2 {  T 2 1 2 3 4 1 4 3 5 1 2 6 

1st best 2nd best 3rd best 4th best

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SLIDE 25

How to combine two ordered sets

} 6 , 3 , 1 {  S } 5 , 4 , 2 {  T 2 1 2 3 4 1 4 3 5 1 2 6 

1st best 2nd best 3rd best 4th best

O(m2) O(m * log(m+1))

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SLIDE 26

Bucket Elimination

Combination Marginalization Output

x1 x5 x4 x3 x2 x5 x4 x3

4

x2 x1 x5 x4 x3

5

x2

() = c1 = WCSP

฀  

฀  

  

min 

  

min 

BE elim-opt elim-m-opt Select a var

() = {c1,..,cm}

=m-best WCSP

฀  ()

k1 e

 fk

      X

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SLIDE 27

Bucket Elimination

Combination Marginalization Output

x1 x5 x4 x3 x2 x5 x4 x3

4

x2 x1 x5 x4 x3

5

x2

() = c1 = WCSP

฀  

฀  

  

min 

  

min 

BE elim-opt elim-m-opt Select a var

() = {c1,..,cm}

=m-best WCSP

Correct and complete: the m-best problem can be formulated as a commutative semiring using the new operators

฀  ()

k1 e

 fk

      X

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SLIDE 28

Semirings

 A commutative semiring is a triplet (A,⊗,⊕), where

  • perators satisfy three axioms:

 A1. The operation ⊕ is associative, commutative and idempotent, and there  is an additive identity element called 0 such that a ⊕0 = a for all a ∈ A.  A2. The operation ⊗ is also associative and commutative, and there is a  multiplicative identity element called 1 such that a ⊗ 1 = a for all a ∈ A  A3. ⊗ distributes over ⊕, i.e., (a ⊗ b) ⊕ (a ⊗ c) = a ⊗ (b ⊕ c)

 Example: MPE task is defined over semiring K = (R,×,max), a

CSP is defined over semiring K = ({0, 1}, ∧, ∨), and a Weighted CSP is defined over semiring K = (N ∪ {∞},+,min).

 It was showed that the correctness of inference algorithms

  • ver a reasoning task P is ensured whenever P is defined
  • ver a semiring.

[Shafer et. Al, Srivanas et al, Kohlas et al.]

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SLIDE 29

m-space and semirings

Consider an optimization problem: Let S be a subset of a set of valuation A. We define the set of ordered m-best elements of S such that where j=m if |S|≥m and j=|S|

  • therwise, and

m-space of A: denoted , is the set of subsets of ordered m- best elements of A. Operators and described above are defined over m- space Theorem1: the triplet is a semiring, defining the m-best WCSP task.

A D F

i n i

 

1

: A

} ,..., { 1

j m

s s S 

j

s s s    ...

2 1

s s S s

j m

   ,

min 

min) , , (  A

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SLIDE 30

Bucket Elimination

Combination Marginalization Output

x1 x5 x4 x3 x2 x5 x4 x3

4

x2 x1 x5 x4 x3

5

x2

() = c1 = WCSP

฀  

฀  

  

min 

  

min 

BE elim-opt elim-m-opt Select a var

() = {c1,..,cm}

=m-best WCSP

Time: Space: Time: Space:

) ) 1 * (exp( n w O   ) *) (exp( n w O  )) 1 log( ) 1 * (exp(      m m n w O ) ) 1 * (exp( m n w O   

฀  ()

k1 e

 fk

      X

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SLIDE 31

Mini-Bucket Elimination

Combination Marginalization Output

x1 x5 x4 x3 x2

฀  

฀  

MBE(z = 3) Select a var

x1 x5 x4 x3 x2

3 3

x5 x4 x3 x2

฀  ()

k1 e

 fk

      X

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SLIDE 32

Time: Space: Time: Space:

Mini-Bucket Elimination

Combination Marginalization Output

x1 x5 x4 x3 x2

() = a1 ≤

Cost(WCSP)

฀  

฀  

  

min 

  

min 

mbe-opt mbe-m-opt Select a var

x1 x5 x4 x3 x2

3 3

x5 x4 x3 x2

MBE(z = 3)

() = {a1,..,am}

? m-best WCSP

) ) 1 (exp( n z O   ) ) (exp( n z O  )) 1 log( ) 1 (exp(      m m n z O ) ) 1 (exp( m n z O   

฀  ()

k1 e

 fk

      X

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SLIDE 33

mbe-m-opt Output

x1 x5 x4 x3 x2

3 3

x5 x4 x3 x2

mbe-m-opt

m-best WCSP = {c1, c2, c3,..., ck} c1 ≤ c2 ≤ c3 ≤ ... ≤ ck

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SLIDE 34

mbe-m-opt Output

x5 x4 x3 x2 x1 x5 x4 x3 x2

3 3

x1

mbe-m-opt

m-best WCSP = {c1, c2, c3,..., ck} c1 ≤ c2 ≤ c3 ≤ ... ≤ ck

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SLIDE 35

mbe-m-opt Output

x5 x4 x3 x2

mbe-m-opt

m-best WCSP = {c1, c2, c3,..., ck} () = {a1, a2, a3, c1, a4, a5, c2, a5, a6, a7, ..., aj, c3, ..., aj+l,..., ck} c1 ≤ c2 ≤ c3 ≤ ... ≤ ck

x1 x5 x4 x3 x2

3 3

x1

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SLIDE 36

mbe-m-opt Output

x5 x4 x3 x2

mbe-m-opt

m-best WCSP = {c1, c2, c3,..., ck} () = {a1, a2, a3, c1, a4, a5 , c2, a6, a7, a8, ..., aj, c3, ..., aj+l,..., ck} c1 ≤ c2 ≤ c3 ≤ ... ≤ ck

a1 ≤ a2 ≤ a3 ≤ c1 ≤ a4 ≤ ... ≤ ck

x1 x5 x4 x3 x2

3 3

x1

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SLIDE 37

() = {a1, a2, a3, c1, a4, a5, c2, a6, a7, a8, ..., aj, c3, ..., aj+l,..., ck}

mbe-m-opt Output

x5 x4 x3 x2

mbe-m-opt

m-best WCSP = {c1, c2, c3,..., ck} c1 ≤ c2 ≤ c3 ≤ ... ≤ ck

a1 ≥ a2 ≥ a3 ≥ c1 ≥ ... ≥ ck

x1 x5 x4 x3 x2

3 3

x1

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SLIDE 38

() = {a1, a2, a3 ..., aj, c3, ..., aj+l,..., ck}

mbe-m-opt Output

x5 x4 x3 x2

mbe-m-opt

m-best WCSP = {c1, c2, c3,..., ck} c1 ≤ c2 ≤ c3 ≤ ... ≤ ck

a1 ≥ a2 ≥ a3 ≥ c1 ≥ ... ≥ ck

x1 x5 x4 x3 x2

3 3

x1

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SLIDE 39

Empirical Evaluation

 Benchmarks (UAI 2008 competition):

 Linkage analysis networks (pedigree)  Grid networks  WCSPs

 Algorithm: mbe-m-opt(z = 10)  Evaluate:

 The runtime as a function of the number of solutions m  The improvement of the 1-bound as a function of m

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SLIDE 40

Runtime as a function of m

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SLIDE 41

Runtime as a function of m

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SLIDE 42

Bound’s improvement as a function of m

  • 51.27
  • 51.17
  • 51.07
  • 50.97
  • 50.87
  • 50.77

1 7 13 19 25 31 37 43 49 55 61 67 73 79 85 91 97 103 109 115 121 127 133 139 145 151 157 163 169 175 181 187 193 199

The index of the solution

pedigree20

pedigree20

log(UB)

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SLIDE 43

Bound’s improvement as a function of m

WCSP instances

log(LB)

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SLIDE 44

Conlusions

 We presented two new bucket elimination algorithms for solving the m-best

task by extending the combination and marginalization operators.

 The same extension yields a general formalization of m-best task over a

semiring and can be used for:

 solving other optimization problems  applying other known inference algorithms to m-best task.  Future work:

 Improve the empirical evaluation.  Investigate an extension of the loopy-belief propagation for the m-best task.  Investigate the use of bounds on m-best solutions as possible heuristics

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SLIDE 45

INFERENCE SCHEMES FOR M BEST SOLUTIONS FOR SOFT CSPS

Emma Rollón, Natalia Flerova and Rina Dechter

erollon@lsi.upc.edu, flerova@ics.uci.edu, dechter@ics.uci.edu Universitat Politècnica de Catalunya University of California, Irvine