An Optimal Bayesian Network Based Solution Scheme for the Constrained Stochastic On-line Equi-Partitioning Problem

by   Sondre Glimsdal, et al.

A number of intriguing decision scenarios revolve around partitioning a collection of objects to optimize some application specific objective function. This problem is generally referred to as the Object Partitioning Problem (OPP) and is known to be NP-hard. We here consider a particularly challenging version of OPP, namely, the Stochastic On-line Equi-Partitioning Problem (SO-EPP). In SO-EPP, the target partitioning is unknown and has to be inferred purely from observing an on-line sequence of object pairs. The paired objects belong to the same partition with probability p and to different partitions with probability 1-p, with p also being unknown. As an additional complication, the partitions are required to be of equal cardinality. Previously, only sub-optimal solution strategies have been proposed for SO- EPP. In this paper, we propose the first optimal solution strategy. In brief, the scheme that we propose, BN-EPP, is founded on a Bayesian network representation of SO-EPP problems. Based on probabilistic reasoning, we are not only able to infer the underlying object partitioning with optimal accuracy. We are also able to simultaneously infer p, allowing us to accelerate learning as object pairs arrive. Furthermore, our scheme is the first to support arbitrary constraints on the partitioning (Constrained SO-EPP). Being optimal, BN-EPP provides superior performance compared to existing solution schemes. We additionally introduce Walk-BN-EPP, a novel WalkSAT inspired algorithm for solving large scale BN-EPP problems. Finally, we provide a BN-EPP based solution to the problem of order picking, a representative real-life application of BN-EPP.


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