Add local search

src/fundamentals-of-ai-and-kr/module1/main.tex

@@ -9,5 +9,6 @@
 
     \input{sections/_intro.tex}
     \input{sections/_search.tex}
+    \input{sections/_local_search.tex}
 
 \end{document}

src/fundamentals-of-ai-and-kr/module1/sections/_local_search.tex

@@ -0,0 +1,295 @@
+\chapter{Local search}
+
+\begin{description}
+    \item[Local search] \marginnote{Local search}
+        Starting from an initial state, iteratively improves it by making local moves in a neighborhood.
+
+        Useful when the path to reach the solution is not important (i.e. no optimality).
+
+    \item[Neighborhood] \marginnote{Neighborhood}
+        Given a set of states $\mathcal{S}$, a neighborhood is a function:
+        \[ \mathcal{N}: S \rightarrow 2^\mathcal{S} \]
+        In other words, for each $s \in \mathcal{S}$, $\mathcal{N}(s) \subseteq \mathcal{S}$.
+
+        \begin{example}[Travelling salesman problem]
+            Problem: find an Hamiltonian tour of minimum cost in an undirected graph.
+            
+            A possible neighborhood of a state applies the $k$-exchange that guarantees to maintain an Hamiltonian tour.
+            \begin{figure}[ht]
+                \begin{subfigure}{.5\textwidth}
+                    \centering
+                    \includegraphics[width=.70\linewidth]{img/tsp_2-exchange.png}
+                    \caption{2-exchange}
+                \end{subfigure}%
+                \begin{subfigure}{.5\textwidth}
+                    \centering
+                    \includegraphics[width=.70\linewidth]{img/tsp_3-exchange.png}
+                    \caption{3-exchange}
+                \end{subfigure}
+            \end{figure}
+        \end{example}
+
+        
+    \item[Local optima]
+    Given an evaluation function $f$,
+    a local optima (maximization case) is a state $s$ such that:
+    \[ \forall s' \in \mathcal{N}(s): f(s) \geq f(s') \]
+
+    \item[Global optima]
+        Given an evaluation function $f$,
+        a global optima (maximization case) is a state $s_\text{opt}$ such that:
+        \[ \forall s \in \mathcal{S}: f(s_\text{opt}) \geq f(s) \]
+
+        Note: a larger neighborhood usually allows to obtain better solutions.
+
+    \item[Plateau]
+        Flat area of the evaluation function.
+
+    \item[Ridges]
+        Higher area of the evaluation function that is not directly reachable.
+\end{description}
+
+
+
+\section{Iterative improvement (hill climbing)}
+\marginnote{Iterative improvement (hill climbing)}
+Algorithm that only performs moves that improve the current solution.
+
+It does not keep track of the explored states (i.e. may return in a previously visited state) and 
+stops after reaching a local optima.
+
+\begin{algorithm}
+\caption{Iterative improvement}
+\begin{lstlisting}
+def iterativeImprovement(problem):
+    s = problem.initial_state
+    while noImprovement():
+        s = bestOf(problem.neighborhood(s))
+\end{lstlisting}
+\end{algorithm}
+
+
+
+\section{Meta heuristics}
+\marginnote{Meta heuristics}
+Methods that aim to improve the final solution.
+Can be seen as a search process over graphs:
+\begin{descriptionlist}
+    \item[Neighborhood graph] The search space topology.
+    \item[Search graph] The explored space.
+\end{descriptionlist}
+\begin{figure}[ht]
+    \begin{subfigure}{.5\textwidth}
+        \centering
+        \includegraphics[width=.55\linewidth]{img/_local_search_neigh_graph.pdf}
+        \caption{Neighborhood graph}
+    \end{subfigure}%
+    \begin{subfigure}{.5\textwidth}
+        \centering
+        \includegraphics[width=.60\linewidth]{img/_local_search_search_graph.pdf}
+        \caption{Search graph. Edges are probabilities}
+    \end{subfigure}
+\end{figure}
+
+Meta heuristics finds a balance between:
+\begin{descriptionlist}
+    \item[Intensification] \marginnote{Intensification}
+        Look for moves near the neighborhood.
+    \item[Diversification] \marginnote{Diversification}
+        Look for moves somewhere else.
+\end{descriptionlist}
+
+Different termination criteria can be used with meta heuristics:
+\begin{itemize}
+    \item Time constraints.
+    \item Iterations limit.
+    \item Absence of improving moves (stagnation).
+\end{itemize}
+
+
+\subsection{Simulated annealing}
+\marginnote{Simulated annealing}
+Occasionally allow moves that worsen the current solution.
+The probability of this to happen is:
+\[
+    \frac{e^{f(s) - f(s')}}{T}
+\]
+where $s$ is the current state, $s'$ is the next move and $T$ is the temperature.
+The temperature is updated at each iteration and can be:
+\begin{descriptionlist}
+    \item[Logarithmic] $T_{k+1} = \Gamma / \log(k + k_0) $
+    \item[Geometric] $T_{k+1} = \alpha T_k$, where $\alpha \in\, ]0, 1[$
+    \item[Non-monotonic] $T$ is alternatively decreased (intensification) and increased (diversification).
+\end{descriptionlist}
+
+\begin{algorithm}
+\caption{Meta heuristics -- Simulated annealing}
+\begin{lstlisting}[mathescape=true]
+    def simulatedAnnealing(problem, T0):
+        s = problem.initial_state
+        T, k = T0, 0
+        while not terminationConditions():
+            s_next = randomOf(problem.neighborhood(s))
+            if (problem.f(s_next) > problem.f(s) or
+               downHillWithProbability($e^{\texttt{problem.f(\texttt{s}) - problem.f(s\_next)}} \texttt{/ T}$)):
+                s = s_next
+            k += 1
+            update(T, k)
+\end{lstlisting}
+\end{algorithm}
+
+
+\subsection{Tabu search}
+\marginnote{Tabu search}
+Keep track of the last $n$ explored solutions in a tabu list and forbid them.
+Allows to escape from local optima and cycles.
+
+Since keeping track of the visited solutions is inefficient, 
+moves can be stored instead but, with this approach, some still not visited solutions may be cut off.
+\textbf{Aspiration criteria} can be used to allow forbidden moves in the tabu list to be evaluated.
+
+\begin{algorithm}
+\caption{Meta heuristics -- Tabu search}
+\begin{lstlisting}[mathescape=true]
+    def tabuSearch(problem, T0):
+        s = problem.initial_state
+        tabu_list = [] # limited to n elements
+        T, k = T0, 0
+        while not terminationConditions():
+            allowed_s = $\{ s' \in \mathcal{N}(s): s' \notin \texttt{tabu\_list} \texttt{ or } \texttt{aspiration condition satisfied} \}$
+            s = bestOf(allowed_s)
+            updateTabuListAndAspirationConditions()
+            k += 1
+            update(T, k)
+\end{lstlisting}
+\end{algorithm}
+
+
+\subsection{Iterated local search}
+\marginnote{Iterated local search}
+Based on two steps:
+\begin{descriptionlist}
+    \item[Subsidiary local search steps] Efficiently reach a local optima (intensification).
+    \item[Perturbation steps] Escape from a local optima (diversification).
+\end{descriptionlist}
+In addition, an acceptance criterion controls the two steps.
+
+\begin{algorithm}
+\caption{Meta heuristics -- Iterated local search}
+\begin{lstlisting}[mathescape=true]
+    def tabuSearch(problem):
+        s = localSearch(problem.initial_state)
+        while not terminationConditions():
+            s_perturbation = perturbation(s, history)
+            s_local = localSearch(s_perturbation)
+            s = acceptanceCriterion(s, s_local, history)
+\end{lstlisting}
+\end{algorithm}
+
+
+\subsection{Population based (genetic algorithm)}
+\marginnote{Population based (genetic algorithm)}
+
+Population based meta heuristics are built on the following concepts:
+\begin{descriptionlist}
+    \item[Adaptation] Organisms are suited to their environment.
+    \item[Inheritance] Offspring resemble their parents.
+    \item[Natural selection] Fit organisms have many offspring, others become extinct.
+\end{descriptionlist}
+
+\begin{table}[ht]
+    \centering
+    \begin{tabular}{c | c}
+        \textbf{Biology} & \textbf{Artificial intelligence} \\
+        \hline
+        Individuals & Possible solution \\
+        Fitness & Quality \\
+        Environment & Problem \\
+    \end{tabular}
+    \caption{Biological evolution metaphors}
+\end{table}
+
+% The evolutionary cycle of a genetic algorithm has the following steps:
+% \begin{descriptionlist}
+%     \item[Recombination] Combine the genetic material of the parents.
+%     \item[Mutation] Introduce variability.
+%     \item[Selection] Selection of the parents.
+%     \item[Replacement/Insertion] Define the new population.
+% \end{descriptionlist}
+The following terminology will be used:
+\begin{descriptionlist}
+    \item[Population] Set of individuals (solutions).
+    \item[Genotypes] Individuals of a population.
+    \item[Genes] Units of chromosomes.
+    \item[Alleles] Domain of values of a gene.
+\end{descriptionlist}
+
+\begin{figure}[ht]
+    \centering
+    \includegraphics[width=0.5\textwidth]{img/_genetic_terminology.pdf}
+    \caption{}
+\end{figure}
+
+
+Genetic operators are:
+\begin{descriptionlist}
+    \item[Recombination/Crossover] 
+        Cross-combination of two chromosomes.
+        \begin{center}
+            \includegraphics[width=0.5\textwidth]{img/_genetic_crossover.pdf}
+        \end{center}
+    \item[Mutation] 
+        Random modification of genes.
+        \begin{center}
+            \includegraphics[width=0.2\textwidth]{img/_genetic_mutation.pdf}
+        \end{center}
+    \item[Proportional selection] 
+        Probability of a individual to be chosen as parent of the next offspring. 
+        Depends on the fitness.
+    \item[Generational replacement] 
+        Create the new generation. Possibile approaches are:
+        \begin{itemize}
+            \item Completely replace the old generation with the new one.
+            \item Keep the best $n$ individual from the new and old population.
+        \end{itemize}
+\end{descriptionlist}
+
+\begin{example}[Real-valued genetic operators]
+    Solution $x \in [a, b]$ with $a, b \in \mathbb{R}$.
+    \begin{descriptionlist}
+        \item[Mutation] Random perturbation: $x \rightarrow x \pm \delta$, as long as $x \pm \delta \in [a, b]$.
+        \item[Crossover] Linear combination: $x = \lambda_1 y_1 + \lambda_2 y_2$, as long as $x \in [a, b]$.
+    \end{descriptionlist}
+\end{example}
+
+\begin{example}[Permutation genetic operators]
+    Solution $x = (x_1, \dots, x_n)$ is a permutation of $(1, \dots, n)$.
+    \begin{descriptionlist}
+        \item[Mutation] Random exchange of two elements at index $i$ and $j$, with $i \neq j$.
+        \item[Crossover] Crossover avoiding repetitions.
+    \end{descriptionlist}
+\end{example}
+
+\begin{figure}[ht]
+    \centering
+    \includegraphics[width=0.4\textwidth]{img/_genetic_cycle.pdf}
+    \caption{Evolutionary cycle}
+\end{figure}
+
+\begin{algorithm}
+\caption{Meta heuristics -- Genetic algorithm}
+\begin{lstlisting}[mathescape=true]
+    def geneticAlgorithm(problem):
+        population = problem.initPopulation()
+        evaluate(population)
+        while not terminationConditions():
+            offspring = []
+            while not offspringComplete(offspring):
+                p1, p2 = selectParents(population)
+                new_individual = crossover(p1, p2)
+                new_individual = mutation(new_individual)
+                offspring.append(new_individual)
+            population = offspring
+            evaluate(population)
+\end{lstlisting}
+\end{algorithm}