Title
Static And Dynamic Portfolio Methods For Optimal Planning: An Empirical Analysis
Abstract
Combining the complementary strengths of several algorithms through portfolio approaches has been demonstrated to be effective in solving a wide range of AI problems. Notably, portfolio techniques have been prominently applied to suboptimal (satisficing) AI planning. Here, we consider the construction of sequential planner portfolios for domain independent optimal planning. Specifically, we introduce four techniques (three of which are dynamic) for per-instance planner schedule generation using problem instance features, and investigate the usefulness of a range of static and dynamic techniques for combining planners. Our extensive empirical analysis demonstrates the benefits of using static and dynamic sequential portfolios for optimal planning, and provides insights on the most suitable conditions for their fruitful exploitation.
Year
DOI
Venue
2017
10.1142/S0218213017600065
INTERNATIONAL JOURNAL ON ARTIFICIAL INTELLIGENCE TOOLS
Keywords
Field
DocType
Automated planning, optimal planning, sequential portfolio, per-instance portfolio generation
Mathematical optimization,Satisficing,Application portfolio management,Computer science,Optimal planning,Planner,Supervised learning,Portfolio,Empirical algorithmics,Automated planning and scheduling
Journal
Volume
Issue
ISSN
26
1
0218-2130
Citations 
PageRank 
References 
3
0.40
13
Authors
5
Name
Order
Citations
PageRank
Mattia Rizzini140.74
Chris Fawcett2665.36
Mauro Vallati321646.63
Alfonso Gerevini41424100.21
Holger H. Hoos55327308.70