MLFeb 26, 2019
Banded Matrix Operators for Gaussian Markov Models in the Automatic Differentiation EraNicolas Durrande, Vincent Adam, Lucas Bordeaux et al.
Banded matrices can be used as precision matrices in several models including linear state-space models, some Gaussian processes, and Gaussian Markov random fields. The aim of the paper is to make modern inference methods (such as variational inference or gradient-based sampling) available for Gaussian models with banded precision. We show that this can efficiently be achieved by equipping an automatic differentiation framework, such as TensorFlow or PyTorch, with some linear algebra operators dedicated to banded matrices. This paper studies the algorithmic aspects of the required operators, details their reverse-mode derivatives, and show that their complexity is linear in the number of observations.
AIJan 16, 2014
The Complexity of Integer Bound PropagationLucas Bordeaux, George Katsirelos, Nina Narodytska et al.
Bound propagation is an important Artificial Intelligence technique used in Constraint Programming tools to deal with numerical constraints. It is typically embedded within a search procedure ("branch and prune") and used at every node of the search tree to narrow down the search space, so it is critical that it be fast. The procedure invokes constraint propagators until a common fixpoint is reached, but the known algorithms for this have a pseudo-polynomial worst-case time complexity: they are fast indeed when the variables have a small numerical range, but they have the well-known problem of being prohibitively slow when these ranges are large. An important question is therefore whether strongly-polynomial algorithms exist that compute the common bound consistent fixpoint of a set of constraints. This paper answers this question. In particular we show that this fixpoint computation is in fact NP-complete, even when restricted to binary linear constraints.
AIJan 15, 2014
A Unifying Framework for Structural Properties of CSPs: Definitions, Complexity, TractabilityLucas Bordeaux, Marco Cadoli, Toni Mancini
Literature on Constraint Satisfaction exhibits the definition of several structural properties that can be possessed by CSPs, like (in)consistency, substitutability or interchangeability. Current tools for constraint solving typically detect such properties efficiently by means of incomplete yet effective algorithms, and use them to reduce the search space and boost search. In this paper, we provide a unifying framework encompassing most of the properties known so far, both in CSP and other fields literature, and shed light on the semantical relationships among them. This gives a unified and comprehensive view of the topic, allows new, unknown, properties to emerge, and clarifies the computational complexity of the various detection problems. In particular, among the others, two new concepts, fixability and removability emerge, that come out to be the ideal characterisations of values that may be safely assigned or removed from a variables domain, while preserving problem satisfiability. These two notions subsume a large number of known properties, including inconsistency, substitutability and others. Because of the computational intractability of all the property-detection problems, by following the CSP approach we then determine a number of relaxations which provide sufficient conditions for their tractability. In particular, we exploit forms of language restrictions and local reasoning.