elimination order
Optimizing Automatic Differentiation with Deep Reinforcement Learning
Computing Jacobians with automatic differentiation is ubiquitous in many scientific domains such as machine learning, computational fluid dynamics, robotics, and finance. Even small savings in the number of computations or memory usage in Jacobian computations can already incur massive savings in energy consumption and runtime. While there exist many methods that allow for such savings, they generally trade computational efficiency for approximations of the exact Jacobian. In this paper, we present a novel method to optimize the number of necessary multiplications for Jacobian computation by leveraging deep reinforcement learning (RL) and a concept called cross-country elimination while still computing the exact Jacobian. Cross-country elimination is a framework for automatic differentiation that phrases Jacobian accumulation as ordered elimination of all vertices on the computational graph where every elimination incurs a certain computational cost. We formulate the search for the optimal elimination order that minimizes the number of necessary multiplications as a single player game which is played by an RL agent. We demonstrate that this method achieves up to 33% improvements over state-of-the-art methods on several relevant tasks taken from diverse domains. Furthermore, we show that these theoretical gains translate into actual runtime improvements by providing a cross-country elimination interpreter in JAX that can efficiently execute the obtained elimination orders.
Lifted Weighted Mini-Bucket
Nicholas Gallo, Alexander T. Ihler
Many graphical models, such as Markov Logic Networks (MLNs) with evidence, possess highly symmetric substructures but no exact symmetries. Unfortunately, there are few principled methods that exploit these symmetric substructures to perform efficient approximate inference. In this paper, we present a lifted variant of the Weighted Mini-Bucket elimination algorithm which provides a principled way to (i) exploit the highly symmetric substructure of MLN models, and (ii) incorporate high-order inference terms which are necessary for high quality approximate inference. Our method has significant control over the accuracy-time trade-off of the approximation, allowing us to generate any-time approximations. Experimental results demonstrate the utility of this class of approximations, especially in models with strong repulsive potentials.
Optimizing Automatic Differentiation with Deep Reinforcement Learning
Computing Jacobians with automatic differentiation is ubiquitous in many scientific domains such as machine learning, computational fluid dynamics, robotics, and finance. Even small savings in the number of computations or memory usage in Jacobian computations can already incur massive savings in energy consumption and runtime. While there exist many methods that allow for such savings, they generally trade computational efficiency for approximations of the exact Jacobian. In this paper, we present a novel method to optimize the number of necessary multiplications for Jacobian computation by leveraging deep reinforcement learning (RL) and a concept called cross-country elimination while still computing the exact Jacobian. Cross-country elimination is a framework for automatic differentiation that phrases Jacobian accumulation as ordered elimination of all vertices on the computational graph where every elimination incurs a certain computational cost. We formulate the search for the optimal elimination order that minimizes the number of necessary multiplications as a single player game which is played by an RL agent. We demonstrate that this method achieves up to 33% improvements over state-of-the-art methods on several relevant tasks taken from diverse domains. Furthermore, we show that these theoretical gains translate into actual runtime improvements by providing a cross-country elimination interpreter in JAX that can efficiently execute the obtained elimination orders.
Optimizing Automatic Differentiation with Deep Reinforcement Learning
Computing Jacobians with automatic differentiation is ubiquitous in many scientific domains such as machine learning, computational fluid dynamics, robotics and finance. Even small savings in the number of computations or memory usage in Jacobian computations can already incur massive savings in energy consumption and runtime. While there exist many methods that allow for such savings, they generally trade computational efficiency for approximations of the exact Jacobian.In this paper, we present a novel method to optimize the number of necessary multiplications for Jacobian computation by leveraging deep reinforcement learning (RL) and a concept called cross-country elimination while still computing the exact Jacobian. Cross-country elimination is a framework for automatic differentiation that phrases Jacobian accumulation as ordered elimination of all vertices on the computational graph where every elimination incurs a certain computational cost.Finding the optimal elimination order that minimizes the number of necessary multiplications can be seen as a single player game which in our case is played by an RL agent.We demonstrate that this method achieves up to 33% improvements over state-of-the-art methods on several relevant tasks taken from relevant domains.Furthermore, we show that these theoretical gains translate into actual runtime improvements by providing a cross-country elimination interpreter in JAX that can execute the obtained elimination orders.
Combining Local Symmetry Exploitation and Reinforcement Learning for Optimised Probabilistic Inference -- A Work In Progress
Efficient probabilistic inference by variable elimination in graphical models requires an optimal elimination order. However, finding an optimal order is a challenging combinatorial optimisation problem for models with a large number of random variables. Most recently, a reinforcement learning approach has been proposed to find efficient contraction orders in tensor networks. Due to the duality between graphical models and tensor networks, we adapt this approach to probabilistic inference in graphical models. Furthermore, we incorporate structure exploitation into the process of finding an optimal order. Currently, the agent's cost function is formulated in terms of intermediate result sizes which are exponential in the number of indices (i.e., random variables). We show that leveraging specific structures during inference allows for introducing compact encodings of intermediate results which can be significantly smaller. By considering the compact encoding sizes for the cost function instead, we enable the agent to explore more efficient contraction orders. The structure we consider in this work is the presence of local symmetries (i.e., symmetries within a model's factors).
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This paper presents two very natural methods for searching for Bayesian networks of treewidth k. The exact method uses a MILP to search jointly over (Bayesian network, elimination order, chordal graph induced by elimination on the moralized network). The approximate method repeatedly samples a random k-tree and then uses dynamic programming or sampling to find the best network whose moralization is a subgraph of the k-tree (any network of treewidth k can be obtained in this way). The paper is clear and the methods seem like textbook material. Unfortunately, I haven't had time to go read the closely related prior work cited at lines 051-058 or 068-071, so I can't comment on the size of the incremental contribution.
ReFill: Reinforcement Learning for Fill-In Minimization
Efficiently solving sparse linear systems $Ax=b$, where $A$ is a large, sparse, symmetric positive semi-definite matrix, is a core challenge in scientific computing, machine learning, and optimization. A major bottleneck in Gaussian elimination for these systems is fill-in, the creation of non-zero entries that increase memory and computational cost. Minimizing fill-in is NP-hard, and existing heuristics like Minimum Degree and Nested Dissection offer limited adaptability across diverse problem instances. We introduce \textit{ReFill}, a reinforcement learning framework enhanced by Graph Neural Networks (GNNs) to learn adaptive ordering strategies for fill-in minimization. ReFill trains a GNN-based heuristic to predict efficient elimination orders, outperforming traditional heuristics by dynamically adapting to the structure of input matrices. Experiments demonstrate that ReFill outperforms strong heuristics in reducing fill-in, highlighting the untapped potential of learning-based methods for this well-studied classical problem.
Optimizing Automatic Differentiation with Deep Reinforcement Learning
Computing Jacobians with automatic differentiation is ubiquitous in many scientific domains such as machine learning, computational fluid dynamics, robotics and finance. Even small savings in the number of computations or memory usage in Jacobian computations can already incur massive savings in energy consumption and runtime. While there exist many methods that allow for such savings, they generally trade computational efficiency for approximations of the exact Jacobian. In this paper, we present a novel method to optimize the number of necessary multiplications for Jacobian computation by leveraging deep reinforcement learning (RL) and a concept called cross-country elimination while still computing the exact Jacobian. Cross-country elimination is a framework for automatic differentiation that phrases Jacobian accumulation as ordered elimination of all vertices on the computational graph where every elimination incurs a certain computational cost. We formulate the search for the optimal elimination order that minimizes the number of necessary multiplications as a single player game which is played by an RL agent. We demonstrate that this method achieves up to 33% improvements over state-of-the-art methods on several relevant tasks taken from diverse domains. Furthermore, we show that these theoretical gains translate into actual runtime improvements by providing a cross-country elimination interpreter in JAX that can efficiently execute the obtained elimination orders.
An Algorithm and Complexity Results for Causal Unit Selection
Huang, Haiying, Darwiche, Adnan
The unit selection problem aims to identify objects, called units, that are most likely to exhibit a desired mode of behavior when subjected to stimuli (e.g., customers who are about to churn but would change their mind if encouraged). Unit selection with counterfactual objective functions was introduced relatively recently with existing work focusing on bounding a specific class of objective functions, called the benefit functions, based on observational and interventional data -- assuming a fully specified model is not available to evaluate these functions. We complement this line of work by proposing the first exact algorithm for finding optimal units given a broad class of causal objective functions and a fully specified structural causal model (SCM). We show that unit selection under this class of objective functions is $\text{NP}^\text{PP}$-complete but is $\text{NP}$-complete when unit variables correspond to all exogenous variables in the SCM. We also provide treewidth-based complexity bounds on our proposed algorithm while relating it to a well-known algorithm for Maximum a Posteriori (MAP) inference.