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Monte Carlo methods are powerful tools for solving problems involving complex probability distributions. Despite their versatility, these methods often suffer from inefficiencies, especially when dealing with rare events. As such, importance sampling emerged as a prominent technique for alleviating these challenges. Recently, a new scheme called Abstraction Sampling was developed that incorporated stratification to importance sampling over graphical models. However, existing work only explored a limited set of abstraction functions that guide stratification. This study introduces three newclasses of abstraction functions combined with seven distinct partitioning schemes, resulting in twenty-one new abstraction functions, each motivated by theory and intuition from both search and sampling domains. An extensive empirical analysis onover 400problemscomparesthese newschemes highlighting several well-performing candidates.
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Value-Based Abstraction Functions for Abstraction Sampling
Monte Carlo methods are powerful tools for solving problems involving complex probability distributions. Despite their versatility, these methods often suffer from inefficiencies, especially when dealing with rare events. As such, importance sampling emerged as a prominent technique for alleviating these challenges. Recently, a new scheme called Abstraction Sampling was developed that incorporated stratification to importance sampling over graphical models. However, existing work only explored a limited set of abstraction functions that guide stratification. This study introduces three new classes of abstraction functions combined with seven distinct partitioning schemes, resulting in twenty-one new abstraction functions, each motivated by theory and intuition from both search and sampling domains. An extensive empirical analysis on over 400 problems compares these new schemes highlighting several well-performing candidates.
more »
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- Award ID(s):
- 2008516
- PAR ID:
- 10559808
- Publisher / Repository:
- AUAI
- Date Published:
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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