An Improved Branch‐and‐Bound Method for Maximum Monomial Agreement

An Improved Branch‐and‐Bound Method for Maximum Monomial Agreement

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Article ID: iaor20124094
Volume: 24
Issue: 2
Start Page Number: 328
End Page Number: 341
Publication Date: Mar 2012
Journal: INFORMS Journal on Computing
Authors: ,
Keywords: heuristics
Abstract:

The 𝒩𝒫‐hard maximum monomial agreement problem consists of finding a single logical conjunction that is most consistent with or ‘best fits’ a weighted data set of ‘positive’ and ‘negative’ binary vectors. Computing weighted voting classifiers using boosting methods involves a maximum agreement subproblem at each iteration, although such subproblems are typically solved in practice by heuristic methods. Here, we describe an exact branch‐and‐bound method for maximum agreement over Boolean monomials, improving on the earlier work of Goldberg and Shan [Goldberg, N., C. Shan. 2007. Boosting optimal logical patterns. Proc. 7th SIAM Internat. Conf. Data Mining, SIAM, Philadelphia, 228–236]. Specifically, we develop a tighter upper bounding function and an improved branching procedure that exploits knowledge of the bound and the particular data set, while having a lower branching factor. Experimental results show that the new method is able to solve larger problem instances and runs faster within a linear programming boosting procedure applied to medium‐sized data sets from the UCI Machine Learning Repository. The new algorithm also runs much faster than applying a commercial mixed‐integer programming solver, which uses linear programming relaxation‐based bounds, to an integer linear programming formulation of the problem.

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