SampleSearch: Importance sampling in presence of determinism

  • Authors:

  • Vibhav Gogate;Rina Dechter

  • Affiliations:

  • Computer Science & Engineering, University of Washington, Seattle, WA 98195, USA;Donald Bren School of Information and Computer Sciences, University of California, Irvine, Irvine, CA 92697, USA

  • Venue:
  • Artificial Intelligence
  • Year:
  • 2011

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Abstract

The paper focuses on developing effective importance sampling algorithms for mixed probabilistic and deterministic graphical models. The use of importance sampling in such graphical models is problematic because it generates many useless zero weight samples which are rejected yielding an inefficient sampling process. To address this rejection problem, we propose the SampleSearch scheme that augments sampling with systematic constraint-based backtracking search. We characterize the bias introduced by the combination of search with sampling, and derive a weighting scheme which yields an unbiased estimate of the desired statistics (e.g., probability of evidence). When computing the weights exactly is too complex, we propose an approximation which has a weaker guarantee of asymptotic unbiasedness. We present results of an extensive empirical evaluation demonstrating that SampleSearch outperforms other schemes in presence of significant amount of determinism.