A new stochastic algorithm for strategy optimisation in Bayesian influence diagrams

  • Authors:
  • Michał Matuszak;Tomasz Schreiber

  • Affiliations:
  • Faculty of Mathematics and Computer Science, Nicolaus Copernicus University, Toruń, Poland;Faculty of Mathematics and Computer Science, Nicolaus Copernicus University, Toruń, Poland

  • Venue:
  • ICAISC'10 Proceedings of the 10th international conference on Artifical intelligence and soft computing: Part II
  • Year:
  • 2010

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Abstract

The problem of solving general Bayesian influence diagrams is well known to be NP-complete, whence looking for efficient approximate stochastic techniques yielding suboptimal solutions in reasonable time is well justified. The purpose of this paper is to propose a new stochastic algorithm for strategy optimisation in Bayesian influence diagrams. The underlying idea is an extension of that presented in [2] by Chen who developed a self-annealing algorithm for optimal tour generation in traveling salesman problems (TSP). Our algorithm generates optimal decision strategies by iterative self-annealing reinforced search procedure, gradually acquiring new information while driven by information already acquired. The effectiveness of our method has been tested on computer-generated examples.