High Dimensional Discrete Integration by Hashing and Optimization release_tmq4oe3pvrai5mynew5pqeldoi

by Raj Kumar Maity, Arya Mazumdar, Soumyabrata Pal

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2019  

Abstract

Recently Ermon et al. (2013) pioneered a way to practically compute approximations to large scale counting or discrete integration problems by using random hashes. The hashes are used to reduce the counting problem into many separate discrete optimization problems. The optimization problems then can be solved by an NP-oracle such as commercial SAT solvers or integer linear programming (ILP) solvers. In particular, Ermon et al. showed that if the domain of integration is {0,1}^n then it is possible to obtain a solution within a factor of 16 of the optimal (a 16-approximation) by this technique. In many crucial counting tasks, such as computation of partition function of ferromagnetic Potts model, the domain of integration is naturally {0,1,..., q-1}^n, q>2, the hypergrid. The straightforward extension of Ermon et al.'s method allows a q^2-approximation for this problem. For large values of q, this is undesirable. In this paper, we show an improved technique to obtain an approximation factor of 4+O(1/q^2) to this problem. We are able to achieve this by using an idea of optimization over multiple bins of the hash functions, that can be easily implemented by inequality constraints, or even in unconstrained way. Also the burden on the NP-oracle is not increased by our method (an ILP solver can still be used). Our method extends to the case when the domain of integration is the symmetric group, and as a result we can obtain a (4+o(1))-approximation of the permanent of a matrix. All these results hold assuming the existence of an NP-oracle. We provide experimental simulation results to support the theoretical guarantees of our algorithms, including comparison to the popular Markov-Chain-Monte-Carlo (MCMC) methods.
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Date   2019-01-28
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arXiv  1806.11542v2
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