Carnegie Mellon University
Understanding the Role of Noise in Stochastic Local Search: Analy.pdf (1.85 MB)

Understanding the Role of Noise in Stochastic Local Search: Analysis and Experiments

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journal contribution
posted on 2008-05-01, 00:00 authored by Ole J Mengshoel
Stochastic local search (SLS) algorithms have recently been proven to be among the best approaches to solving computationally hard problems. SLS algorithms typically have a number of parameters, optimized empirically, that characterize and determine their performance. In this article, we focus on the noise parameter. The theoretical foundation of SLS, including an understanding of how to the optimal noise varies with problem difficulty, is lagging compared to the strong empirical results obtained using these algorithms. A purely empirical approach to understanding and optimizing SLS noise, as problem instances vary, can be very computationally intensive. To complement existing experimental results, we formulate and analyze several Markov chain models of SLS in this article. In particular, we compute expected hitting times and show that they are rational functions for individual problem instances as well as their mixtures. Expected hitting time curves are analytical counterparts to noise response curves reported in the experimental literature. Hitting time analysis using polynomials and convex functions is also discussed. In addition, we present examples and experimental results illustrating the impact of varying noise probability on SLS run time. In experiments, where most probable explanations in Bayesian networks are computed, we use synthetic problem instances as well as problem instances from applications. We believe that our results provide an improved theoretical understanding of the role of noise in stochastic local search, thereby providing a foundation for further progress in this area.