Tuesday, September 13, 2016

Thinking of better heuristics


I thought that the most challenging part of this weeks assignment was writing a good heuristic, after all it seems to be something that can always be improved upon. Furthermore, when designing a heuristic for a more complicated problem one might work better form of the problem, but then perform poorly on the same problem when another variable is introduced. The key to writing a good heuristic is to simplify the problem before analyzing it, but what to do when someone doesn't have a simple problem. Most problems can be represented in a way were exhaustible search is not a feasible option. So how can we improve?

Well - one idea is a hyper-heuristic, a sort of multi-level heuristic. The idea is that by having a set of possible heuristics you can fine tune. Instead of writing one mega-heuristic that tries to jam pack all possible information about the state into one, bundle them into smaller single heuristics. Similar to a multi-variable optimization problem, there could never be a solution (h*) found for the problem, but it can be approximated as much as possible. Instead of traditional numerical analysis methods being used to find the "roots", they instead use machine learning to tune the heuristic being made. By mixing and matching different type of heuristics that measure several aspects of the problem, you can hopefully build a more robust heuristic.

This is an intriguing approach to building a heuristic, instead of having to scrap all of the existing values, you can simply add the new heuristic to the hyper-heuristic. Then as your algorithm runs, the heuristic will tune itself to accommodate the added heuristic. Of course, this is assuming that the problem needs to be run many times (or their is time in between solutions for training); there would be no benefit for forming a set of heuristics for a solution that is trivial. Conversely, there is probably great value in having a set of heuristics that has been trained/tuned over a long period of time. If you have a hyper heuristic that works extremely well on a problem, there is a good chance it can re-purposed for other problems in the same set.

Considered to be closely related are heuristics that generate other heuristics. While the efficacy of those might be the same or more, as the domain expert you might lose out in terms of insight as to what is driving the solution. As one might want to try to re-weight the "equation" to see what difference it makes, if only for their own knowledge. The practical value in having insight into what is the major hang-up points in a solution can be more valuable then having a planner that silently works around them every time.

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