Tightest Admissible Shortest Path
- URL: http://arxiv.org/abs/2308.08453v2
- Date: Wed, 27 Mar 2024 21:46:41 GMT
- Title: Tightest Admissible Shortest Path
- Authors: Eyal Weiss, Ariel Felner, Gal A. Kaminka,
- Abstract summary: shortest path problem in graphs is fundamental to AI.
We introduce the problem of finding the admissible shortest path (TASP), a path with the tightest suboptimality bound on the optimal cost.
We present a complete algorithm for solving TASP, with guarantees on solution quality.
- Score: 4.928034044959278
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: The shortest path problem in graphs is fundamental to AI. Nearly all variants of the problem and relevant algorithms that solve them ignore edge-weight computation time and its common relation to weight uncertainty. This implies that taking these factors into consideration can potentially lead to a performance boost in relevant applications. Recently, a generalized framework for weighted directed graphs was suggested, where edge-weight can be computed (estimated) multiple times, at increasing accuracy and run-time expense. We build on this framework to introduce the problem of finding the tightest admissible shortest path (TASP); a path with the tightest suboptimality bound on the optimal cost. This is a generalization of the shortest path problem to bounded uncertainty, where edge-weight uncertainty can be traded for computational cost. We present a complete algorithm for solving TASP, with guarantees on solution quality. Empirical evaluation supports the effectiveness of this approach.
Related papers
- Optimizing Tensor Contraction Paths: A Greedy Algorithm Approach With Improved Cost Functions [1.3812010983144802]
We introduce a novel approach based on the greedy algorithm by opt_einsum that computes efficient contraction paths in less time.
With our approach, we are even able to compute paths for large problems where modern algorithms fail.
arXiv Detail & Related papers (2024-05-08T09:25:39Z) - Learning to Optimize with Stochastic Dominance Constraints [103.26714928625582]
In this paper, we develop a simple yet efficient approach for the problem of comparing uncertain quantities.
We recast inner optimization in the Lagrangian as a learning problem for surrogate approximation, which bypasses apparent intractability.
The proposed light-SD demonstrates superior performance on several representative problems ranging from finance to supply chain management.
arXiv Detail & Related papers (2022-11-14T21:54:31Z) - A Generalization of the Shortest Path Problem to Graphs with Multiple
Edge-Cost Estimates [13.046825574678579]
The shortest path problem in graphs is a cornerstone of AI theory and applications.
We present a framework for weighted directed graphs, where edge weight can be computed (estimated) multiple times.
We then present two complete algorithms for the generalized problem, and empirically demonstrate their efficacy.
arXiv Detail & Related papers (2022-08-22T22:07:27Z) - Instance-Dependent Confidence and Early Stopping for Reinforcement
Learning [99.57168572237421]
Various algorithms for reinforcement learning (RL) exhibit dramatic variation in their convergence rates as a function of problem structure.
This research provides guarantees that explain textitex post the performance differences observed.
A natural next step is to convert these theoretical guarantees into guidelines that are useful in practice.
arXiv Detail & Related papers (2022-01-21T04:25:35Z) - STORM+: Fully Adaptive SGD with Momentum for Nonconvex Optimization [74.1615979057429]
We investigate non-batch optimization problems where the objective is an expectation over smooth loss functions.
Our work builds on the STORM algorithm, in conjunction with a novel approach to adaptively set the learning rate and momentum parameters.
arXiv Detail & Related papers (2021-11-01T15:43:36Z) - Outlier-Robust Sparse Estimation via Non-Convex Optimization [73.18654719887205]
We explore the connection between high-dimensional statistics and non-robust optimization in the presence of sparsity constraints.
We develop novel and simple optimization formulations for these problems.
As a corollary, we obtain that any first-order method that efficiently converges to station yields an efficient algorithm for these tasks.
arXiv Detail & Related papers (2021-09-23T17:38:24Z) - Towards Time-Optimal Any-Angle Path Planning With Dynamic Obstacles [1.370633147306388]
Path finding is a well-studied problem in AI, which is often framed as graph search.
We present two algorithms, grounded in the same idea, that can obtain provably optimal solutions to the considered problem.
arXiv Detail & Related papers (2021-04-14T07:59:53Z) - Towards Optimally Efficient Tree Search with Deep Learning [76.64632985696237]
This paper investigates the classical integer least-squares problem which estimates signals integer from linear models.
The problem is NP-hard and often arises in diverse applications such as signal processing, bioinformatics, communications and machine learning.
We propose a general hyper-accelerated tree search (HATS) algorithm by employing a deep neural network to estimate the optimal estimation for the underlying simplified memory-bounded A* algorithm.
arXiv Detail & Related papers (2021-01-07T08:00:02Z) - An Asymptotically Optimal Primal-Dual Incremental Algorithm for
Contextual Linear Bandits [129.1029690825929]
We introduce a novel algorithm improving over the state-of-the-art along multiple dimensions.
We establish minimax optimality for any learning horizon in the special case of non-contextual linear bandits.
arXiv Detail & Related papers (2020-10-23T09:12:47Z) - Quasi-Newton Solver for Robust Non-Rigid Registration [35.66014845211251]
We propose a formulation for robust non-rigid registration based on a globally smooth robust estimator for data fitting and regularization.
We apply the majorization-minimization algorithm to the problem, which reduces each iteration to solving a simple least-squares problem with L-BFGS.
arXiv Detail & Related papers (2020-04-09T01:45:05Z) - Stochastic Optimization for Regularized Wasserstein Estimators [10.194798773447879]
We introduce an algorithm to solve a regularized version of the problem of Wasserstein estimators gradient, with a time per step which is sublinear in the natural dimensions.
We show that this algorithm can be extended to other tasks, including estimation of Wasserstein barycenters.
arXiv Detail & Related papers (2020-02-20T12:04:05Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.