Publications & Technical Reports | |
R166 | ||
SampleSearch:Importance sampling in presence of Determinism
Vibhav Gogate, and Rina Dechter |
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.
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