Thursday, April 20, 2017

Sharing "Implicit" Test Problems

The topic of reproducible research is garnering a lot of attention these days. I'm not sure there is a 100% agreed upon, specific, detailed definition of it, and I do think it's likely to be somewhat dependent on the type of research, but for purposes of this post the Wikipedia definition (previous link) works for me. In particular, I want to call out one part of the Wikipedia entry:
The term reproducible research refers to the idea that the ultimate product of academic research is the paper along with the laboratory notebooks and full computational environment used to produce the results in the paper such as the code, data, etc. that can be used to reproduce the results and create new work based on the research.
I've seen a lot of press related to reproducibility in the biological sciences, although I assume it's an issue in other sciences as well. (Good luck with that, physicists!) It's also increasingly an issue in the social sciences, where one study asserted that over half of the published results they tested failed to replicate. (That study itself was criticized as allegedly failing to replicate.) All of this has been termed by some a "replication crisis". In short, reproducibility is a big deal. There's at least one blog devoted to it, and a considerable amount of work in the statistics community is going into tools to facilitate reproducibility (such as R and Python "notebooks"). R users in particular should have a look at the rOpenSci Reproducibility Guide.

My research tends almost exclusively to fall into the category of "stupid math programming tricks". Either I'm trying to find some clever formulation of a (deterministic) problem, I'm trying to find an efficient way to generate an exact solution, I'm trying to find a decent heuristic for getting "good" solutions "quickly" (preferably without stretching analogies to nature too far: there's no way I'm beating slime mold optimization in the naming contest), or some combination of the above. Since I mostly avoid statistics (other than the occasional comparison of run times with some selected benchmark alternative), I've been largely unaffected by the debate on reproducibility ... until now.

Recently, the journals published by INFORMS have moved in the direction of reproducible research, and I suspect others are doing so (or will do so in the near future) as well. As an example relevant to my interests, the INFORMS Journal on Computing (JOC) has introduced policies on the sharing of both data and code. Personally, I think this is a good idea. I've shared data and code for one particular paper (machine scheduling) on my web site since the paper came out (20+ years ago), and I share data for a more recent paper as well (having released the code as an open source project).

At the same time, I recognize that there are various difficulties (licensing/copyright, for instance) in doing so, and also there are costs for the researcher. I'd be willing to share the code for one or two other projects, but it would take a major effort on my part to untangle the spaghetti and figure out which libraries are/are not required, and which code should be included or should be excluded as irrelevant to the ultimate experiments. I'm reluctant to commit that time until someone actually requests it.

There's another twist that I would not have anticipated until quite recently. I'm working on a project that involves "implicit hitting set" (IHS) problems. In an IHS problem, you have a master problem that formulates as a pure integer (in fact, 0-1) program. Candidate solutions to that model are fed to one or more "oracles", which either bless the solutions as feasible or generate additional constraints for the master problem that the candidates violate. Note that I have not said anything about the nature of the oracles. Oracles might be solving linear or integer programming models, which would be relatively easy to share as "data", but they might also be doing something decidedly funky that is encapsulated in their coding. In the latter case, the test "data" is actually code: I would have to provided the code for the oracles in order for someone to reproduce my results.

Well, okay, if sharing code is on the table now, isn't that just more code? Not quite. Let's say that some unfortunate doctoral student has been tasked by her advisor to code their shiny new IHS algorithm and test it against my published problems. The doctoral student used Python or Julia (or some other trendy language), whereas I used stodgy old Java, so there's a good chance the luckless doctoral student will have to recode my stuff (which, among other things, requires making sense of it). Moreover, I will have created an API to my oracles that may or may not fit with what they are doing ... and that's if I used an API at all. If I directly integrated program structures external to the oracle functions into the oracle (passed in variables, constraints or other elements of my master problems, for instance), our doctoral student will need to figure out how to isolate those elements and replace them with corresponding elements from her code ... if there is even a correspondence.

There's at least one implication in this for me. If I actually subscribe to the push for reproducibility (or if I take pity on other people's doctoral students), I need to code my oracles not as an integral part of my master code but as a separate software module or library with a well-documented and reasonably flexible interface to the outside world (API). <sigh>More work for me.</sigh>

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