sampling and optimization
Computational Separations between Sampling and Optimization
Two commonly arising computational tasks in Bayesian learning are Optimization (Maximum A Posteriori estimation) and Sampling (from the posterior distribution). In the convex case these two problems are efficiently reducible to each other. Recent work (Ma et al. 2019) shows that in the non-convex case, sampling can sometimes be provably faster. We present a simpler and stronger separation. We then compare sampling and optimization in more detail and show that they are provably incomparable: there are families of continuous functions for which optimization is easy but sampling is NP-hard, and vice versa. Further, we show function families that exhibit a sharp phase transition in the computational complexity of sampling, as one varies the natural temperature parameter. Our results draw on a connection to analogous separations in the discrete setting which are well-studied.
Reviews: Computational Separations between Sampling and Optimization
The goal is to show that under some situations, one of these problems is easy and the other is hard. To show that optimization can be harder than sampling, the construction hides the solution of an NP-hard problem as a small bump in a mostly flat function. Thus, approximate sampling is easy (the distribution is mostly uniform), but optimization would result in solving an NP-hard problem. To show that sampling can be harder than optimization, the construction amplifies the number of solutions of an NP-hard problem and plants an additional simple solution, and then encodes this into a function that is flat in many places, but has bumps at every possible solution of the NP-hard problem. Optimization is as easy as finding the planted simple solution, but, intuitively, sampling requires finding many of the hard solutions.
Computational Separations between Sampling and Optimization
Two commonly arising computational tasks in Bayesian learning are Optimization (Maximum A Posteriori estimation) and Sampling (from the posterior distribution). In the convex case these two problems are efficiently reducible to each other. Recent work (Ma et al. 2019) shows that in the non-convex case, sampling can sometimes be provably faster. We present a simpler and stronger separation. We then compare sampling and optimization in more detail and show that they are provably incomparable: there are families of continuous functions for which optimization is easy but sampling is NP-hard, and vice versa.
Computational Separations between Sampling and Optimization
Two commonly arising computational tasks in Bayesian learning are Optimization (Maximum A Posteriori estimation) and Sampling (from the posterior distribution). In the convex case these two problems are efficiently reducible to each other. Recent work (Ma et al. 2019) shows that in the non-convex case, sampling can sometimes be provably faster. We present a simpler and stronger separation. We then compare sampling and optimization in more detail and show that they are provably incomparable: there are families of continuous functions for which optimization is easy but sampling is NP-hard, and vice versa.
Footprint Placement for Mosaic Imaging by Sampling and Optimization
Mitchell, Scott A. (Sandia National Laboratories) | Valicka, Christopher G. (Sandia National Laboratories) | Rowe, Stephen (Sandia National Laboratories) | Zou, Simon X. (Sandia National Laboratories)
We consider the problem of selecting a small set (mosaic) of sensor images (footprints) whose union covers a twodimensional Region Of Interest (ROI) on Earth. We take the approach of modeling the mosaic problem as a Mixed-Integer Linear Program (MILP). This allows solutions to this subproblem to feed into a larger remote-sensor collection-scheduling MILP. This enables the scheduler to dynamically consider alternative mosaics, without having to perform any new geometric computations. Our approach to set up the optimization problem uses maximal disk sampling and point-in-polygon geometric calculations. Footprints may be of any shape, even non-convex, and we show examples using a variety of shapes that may occur in practice. The general integer optimization problem can become computationally expensive for large problems. In practice, the number of placed footprints is within an order of magnitude of ten, making the time to solve to optimality on the order of minutes. This is fast enough to make the approach relevant for near real-time mission applications.We provide open source software for all our methods, “GeoPlace.”