Industry
Solving the Traveling Tournament Problem by Packing Three-Vertex Paths
Goerigk, Marc (University of Kaiserslautern) | Hoshino, Richard (Quest University Canada) | Kawarabayashi, Ken-ichi (National Institute of Informatics) | Westphal, Stephan (University of Gottingen)
The Traveling Tournament Problem (TTP) is a complex problem in sports scheduling whose solution is a schedule of home and away games meeting specific feasibility requirements, while minimizing the total distance traveled by all the teams. A recently-developed "hybrid" algorithm, combining local search and integer programming, has resulted in best-known solutions for many TTP instances. In this paper, we tackle the TTP from a graph-theoretic perspective, by generating a new "canonical" schedule in which each team's three-game road trips match up with the underlying graph's minimum-weight P_3-packing. By using this new schedule as the initial input for the hybrid algorithm, we develop tournament schedules for five benchmark TTP instances that beat all previously-known solutions.
Chance-Constrained Probabilistic Simple Temporal Problems
Fang, Cheng (MIT) | Yu, Peng (MIT) | Williams, Brian C. (MIT)
Scheduling under uncertainty is essential to many autonomous systems and logistics tasks. Probabilistic methods for solving temporal problems exist which quantify and attempt to minimize the probability of schedule failure. These methods are overly conservative, resulting in a loss in schedule utility. Chance constrained formalism address over-conservatism by imposing bounds on risk, while maximizing utility subject to these risk bounds. In this paper we present the probabilistic Simple Temporal Network (pSTN), a probabilistic formalism for representing temporal problems with bounded risk and a utility over event timing. We introduce a constrained optimisation algorithm for pSTNs that achieves compactness and efficiency through a problem encoding in terms of a parameterised STNU and its reformulation as a parameterised STN. We demonstrate through a car sharing application that our chance-constrained approach runs in the same time as the previous probabilistic approach, yields solutions with utility improvements of at least 5% over previous arts, while guaranteeing operation within the specified risk bound.
Scheduling for Transfers in Pickup and Delivery Problems with Very Large Neighborhood Search
Coltin, Brian (The Robotics Institute, Carnegie Mellon University) | Veloso, Manuela (Carnegie Mellon University)
In pickup and delivery problems (PDPs), vehicles pickup and deliver a set of items under various constraints. We address the PDP with Transfers (PDP-T), in which vehicles plan to transfer items between one another to form more efficient schedules. We introduce the Very Large Neighborhood Search with Transfers (VLNS-T) algorithm to form schedules for the PDP-T. Our approach allows multiple transfers for items at arbitrary locations, and is not restricted to a set of predefined transfer points. We show that VLNS-T improves upon the best known PDP solutions for benchmark problems, and demonstrate its effectiveness on problems sampled from real world taxi data in New York City.
Robust Bayesian Inverse Reinforcement Learning with Sparse Behavior Noise
Zheng, Jiangchuan (Hong Kong University of Science and Technology) | Liu, Siyuan (Carnegie Mellon University) | Ni, Lionel M. (Hong Kong University of Science and Technology)
Inverse reinforcement learning (IRL) aims to recover the reward function underlying a Markov Decision Process from behaviors of experts in support of decision-making. Most recent work on IRL assumes the same level of trustworthiness of all expert behaviors, and frames IRL as a process of seeking reward function that makes those behaviors appear (near)-optimal. However, it is common in reality that noisy expert behaviors disobeying the optimal policy exist, which may degrade the IRL performance significantly. To address this issue, in this paper, we develop a robust IRL framework that can accurately estimate the reward function in the presence of behavior noise. In particular, we focus on a special type of behavior noise referred to as sparse noise due to its wide popularity in real-world behavior data. To model such noise, we introduce a novel latent variable characterizing the reliability of each expert action and use Laplace distribution as its prior. We then devise an EM algorithm with a novel variational inference procedure in the E-step, which can automatically identify and remove behavior noise in reward learning. Experiments on both synthetic data and real vehicle routing data with noticeable behavior noise show significant improvement of our method over previous approaches in learning accuracy, and also show its power in de-noising behavior data.
Online Classification Using a Voted RDA Method
Xu, Tianbing (Facebook) | Gao, Jianfeng (Microsoft Research) | Xiao, Lin (Microsoft Research) | Regan, Amelia C. (University of Califorina, Irvine)
We propose a voted dual averaging method for on- line classification problems with explicit regularization. This method employs the update rule of the regularized dual averaging (RDA) method proposed by Xiao, but only on the subsequence of training examples where a classification error is made. We derive a bound on the number of mistakes made by this method on the training set, as well as its generalization error rate. We also intro- duce the concept of relative strength of regularization, and show how it affects the mistake bound and gener- alization performance. We examine the method using l1-regularization on a large-scale natural language pro- cessing task, and obtained state-of-the-art classification performance with fairly sparse models.
Efficient Generalized Fused Lasso and its Application to the Diagnosis of Alzheimer’s Disease
Xin, Bo (Peking University) | Kawahara, Yoshinobu (Osaka University) | Wang, Yizhou (Peking University) | Gao, Wen (Peking University)
Generalized fused lasso (GFL) penalizes variables with L1 norms based both on the variables and their pairwise differences. GFL is useful when applied to data where prior information is expressed using a graph over the variables. However, the existing GFL algorithms incur high computational costs and they do not scale to high-dimensional problems. In this study, we propose a fast and scalable algorithm for GFL. Based on the fact that fusion penalty is the Lov'asz extension of a cut function, we show that the key building block of the optimization is equivalent to recursively solving parametric graph-cut problems. Thus, we use a parametric flow algorithm to solve GFL in an efficient manner. Runtime comparisons demonstrated a significant speed-up compared with the existing GFL algorithms. By exploiting the scalability of the proposed algorithm, we formulated the diagnosis of Alzheimer's disease as GFL. Our experimental evaluations demonstrated that the diagnosis performance was promising and that the selected critical voxels were well structured i.e., connected, consistent according to cross-validation and in agreement with prior clinical knowledge.
Small-Variance Asymptotics for Dirichlet Process Mixtures of SVMs
Wang, Yining (Tsinghua University) | Zhu, Jun (Tsinghua University)
Infinite SVM (iSVM) is a Dirichlet process (DP) mixture of large-margin classifiers. Though flexible in learning nonlinear classifiers and discovering latent clustering structures, iSVM has a difficult inference task and existing methods could hinder its applicability to large-scale problems. This paper presents a small-variance asymptotic analysis to derive a simple and efficient algorithm, which monotonically optimizes a max-margin DP-means (M2DPM) problem, an extension of DP-means for both predictive learning and descriptive clustering. Our analysis is built on Gibbs infinite SVMs, an alternative DP mixture of large-margin machines, which admits a partially collapsed Gibbs sampler without truncation by exploring data augmentation techniques. Experimental results show that M2DPM runs much faster than similar algorithms without sacrificing prediction accuracies.
Locality Preserving Projection for Domain Adaptation with Multi-Objective Learning
Shu, Le (Temple University) | Ma, Tianyang (Temple University) | Latecki, Longin Jan (Temple University)
In many practical cases, we need to generalize a model trained in a source domain to a new target domain.However, the distribution of these two domains may differ very significantly, especially sometimes some crucial target features may not have support in the source domain.This paper proposes a novel locality preserving projection method for domain adaptation task,which can find a linear mapping preserving the 'intrinsic structure' for both source and target domains.We first construct two graphs encoding the neighborhood information for source and target domains separately.We then find linear projection coefficients which have the property of locality preserving for each graph.Instead of combing the two objective terms under compatibility assumption and requiring the user to decide the importance of each objective function,we propose a multi-objective formulation for this problem and solve it simultaneously using Pareto optimization.The Pareto frontier captures all possible good linear projection coefficients that are preferred by one or more objectives.The effectiveness of our approach is justified by both theoretical analysis and empirical results on real world data sets.The new feature representation shows better prediction accuracy as our experiments demonstrate.
Sparse Compositional Metric Learning
Shi, Yuan (University of Southern California) | Bellet, Aurélien (University of Southern California) | Sha, Fei (University of Southern California)
We propose a new approach for metric learning by framing it as learning a sparse combination of locally discriminative metrics that are inexpensive to generate from the training data. This flexible framework allows us to naturally derive formulations for global, multi-task and local metric learning. The resulting algorithms have several advantages over existing methods in the literature: a much smaller number of parameters to be estimated and a principled way to generalize learned metrics to new testing data points. To analyze the approach theoretically, we derive a generalization bound that justifies the sparse combination. Empirically, we evaluate our algorithms on several datasets against state-of-the-art metric learning methods. The results are consistent with our theoretical findings and demonstrate the superiority of our approach in terms of classification performance and scalability.
Online Multi-Task Learning via Sparse Dictionary Optimization
Ruvolo, Paul (Franklin W. Olin College of Engineering) | Eaton, Eric (University of Pennsylvania)
This paper develops an efficient online algorithm for learning multiple consecutive tasks based on the K-SVD algorithm for sparse dictionary optimization. We first derive a batch multi-task learning method that builds upon K-SVD, and then extend the batch algorithm to train models online in a lifelong learning setting. The resulting method has lower computational complexity than other current lifelong learning algorithms while maintaining nearly identical model performance. Additionally, the proposed method offers an alternate formulation for lifelong learning that supports both task and feature similarity matrices.