Novel Upper Bounds for the Constrained Most Probable Explanation Task

Tahrima Rahman, Sara Rouhani, Vibhav Giridhar Gogate

Keywords: Discrete Optimization, Probabilistic Graphical Models, Constrained Most Probable Explanation, Explainable AI

TL;DR: A novel method that integrates fast knapsack algorithms, mini buckets and Lagrange relaxations and decompositions to yield upper bounds on the optimal value of a hard discrete constrained optimization problem.

Abstract: We propose several schemes for upper bounding the optimal value of the constrained most probable explanation (CMPE) problem. Given a set of discrete random variables, two probabilistic graphical models defined over them and a real number $q$, this problem involves finding an assignment of values to all the variables such that the probability of the assignment is maximized according to the first model and is bounded by $q$ w.r.t. the second model. In prior work, it was shown that CMPE is a unifying problem with several applications and special cases including the nearest assignment problem, the decision preserving most probable explanation task and robust estimation. It was also shown that CMPE is NP-hard even on tractable models such as bounded treewidth networks and is hard for integer linear programming methods because it includes a dense global constraint. The main idea in our approach is to simplify the problem via Lagrange relaxation and decomposition to yield either a knapsack problem or the unconstrained most probable explanation (MPE) problem, and then solving the two problems, respectively using specialized knapsack algorithms and mini-buckets based upper bounding schemes. We evaluate our proposed scheme along several dimensions including quality of the bounds and computation time required on various benchmark graphical models and how it can be used to find heuristic, near-optimal feasible solutions in an example application pertaining to robust estimation and adversarial attacks on classifiers.

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Code: https://github.com/vibhavg1/CMPE_UB