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 Optimization


Automatic Outlier Rectification via Optimal Transport

arXiv.org Machine Learning

In this paper, we propose a novel conceptual framework to detect outliers using optimal transport with a concave cost function. Conventional outlier detection approaches typically use a two-stage procedure: first, outliers are detected and removed, and then estimation is performed on the cleaned data. However, this approach does not inform outlier removal with the estimation task, leaving room for improvement. To address this limitation, we propose an automatic outlier rectification mechanism that integrates rectification and estimation within a joint optimization framework. We take the first step to utilize an optimal transport distance with a concave cost function to construct a rectification set in the space of probability distributions. Then, we select the best distribution within the rectification set to perform the estimation task. Notably, the concave cost function we introduced in this paper is the key to making our estimator effectively identify the outlier during the optimization process. We discuss the fundamental differences between our estimator and optimal transport-based distributionally robust optimization estimator. finally, we demonstrate the effectiveness and superiority of our approach over conventional approaches in extensive simulation and empirical analyses for mean estimation, least absolute regression, and the fitting of option implied volatility surfaces.


Controlling Large Electric Vehicle Charging Stations via User Behavior Modeling and Stochastic Programming

arXiv.org Artificial Intelligence

This paper introduces an Electric Vehicle Charging Station (EVCS) model that incorporates real-world constraints, such as slot power limitations, contract threshold overruns penalties, or early disconnections of electric vehicles (EVs). We propose a formulation of the problem of EVCS control under uncertainty, and implement two Multi-Stage Stochastic Programming approaches that leverage user-provided information, namely, Model Predictive Control and Two-Stage Stochastic Programming. The model addresses uncertainties in charging session start and end times, as well as in energy demand. A user's behavior model based on a sojourn-time-dependent stochastic process enhances cost reduction while maintaining customer satisfaction. The benefits of the two proposed methods are showcased against two baselines over a 22-day simulation using a real-world dataset. The two-stage approach demonstrates robustness against early disconnections by considering a wider range of uncertainty scenarios for optimization. The algorithm prioritizing user satisfaction over electricity cost achieves a 20% and 36% improvement in two user satisfaction metrics compared to an industry-standard baseline. Additionally, the algorithm striking the best balance between cost and user satisfaction exhibits a mere 3% relative cost increase compared to the theoretically optimal baseline - for which the nonanticipativity constraint is relaxed - while attaining 94% and 84% of the user satisfaction performance in the two used satisfaction metrics.


Enhancing Security in Multi-Robot Systems through Co-Observation Planning, Reachability Analysis, and Network Flow

arXiv.org Artificial Intelligence

This paper addresses security challenges in multi-robot systems (MRS) where adversaries may compromise robot control, risking unauthorized access to forbidden areas. We propose a novel multi-robot optimal planning algorithm that integrates mutual observations and introduces reachability constraints for enhanced security. This ensures that, even with adversarial movements, compromised robots cannot breach forbidden regions without missing scheduled co-observations. The reachability constraint uses ellipsoidal over-approximation for efficient intersection checking and gradient computation. To enhance system resilience and tackle feasibility challenges, we also introduce sub-teams. These cohesive units replace individual robot assignments along each route, enabling redundant robots to deviate for co-observations across different trajectories, securing multiple sub-teams without requiring modifications. We formulate the cross-trajectory co-observation plan by solving a network flow coverage problem on the checkpoint graph generated from the original unsecured MRS trajectories, providing the same security guarantees against plan-deviation attacks. We demonstrate the effectiveness and robustness of our proposed algorithm, which significantly strengthens the security of multi-robot systems in the face of adversarial threats.


BiLoRA: A Bi-level Optimization Framework for Overfitting-Resilient Low-Rank Adaptation of Large Pre-trained Models

arXiv.org Artificial Intelligence

Low-rank adaptation (LoRA) is a popular method for fine-tuning large-scale pre-trained models in downstream tasks by learning low-rank incremental matrices. Though LoRA and its variants effectively reduce the number of trainable parameters compared to full fine-tuning methods, they often overfit training data, resulting in sub-optimal generalization on test data. To address this problem, we introduce BiLoRA, an overfitting-alleviating fine-tuning approach based on bi-level optimization (BLO). BiLoRA employs pseudo singular value decomposition to parameterize low-rank incremental matrices and splits the training of pseudo singular vectors and values across two different subsets of training data. This division, embedded within separate levels of the BLO framework, mitigates the risk of overfitting to a single dataset. Tested on ten datasets covering natural language understanding and generation tasks and applied to various well-known large pre-trained models, BiLoRA significantly outperforms LoRA methods and other fine-tuning approaches, with similar amounts of trainable parameters.


FedSR: A Semi-Decentralized Federated Learning Algorithm for Non-IIDness in IoT System

arXiv.org Artificial Intelligence

In the Industrial Internet of Things (IoT), a large amount of data will be generated every day. Due to privacy and security issues, it is difficult to collect all these data together to train deep learning models, thus the federated learning, a distributed machine learning paradigm that protects data privacy, has been widely used in IoT. However, in practical federated learning, the data distributions usually have large differences across devices, and the heterogeneity of data will deteriorate the performance of the model. Moreover, federated learning in IoT usually has a large number of devices involved in training, and the limited communication resource of cloud servers become a bottleneck for training. To address the above issues, in this paper, we combine centralized federated learning with decentralized federated learning to design a semi-decentralized cloud-edge-device hierarchical federated learning framework, which can mitigate the impact of data heterogeneity, and can be deployed at lage scale in IoT. To address the effect of data heterogeneity, we use an incremental subgradient optimization algorithm in each ring cluster to improve the generalization ability of the ring cluster models. Our extensive experiments show that our approach can effectively mitigate the impact of data heterogeneity and alleviate the communication bottleneck in cloud servers.


Generalizable and Stable Finetuning of Pretrained Language Models on Low-Resource Texts

arXiv.org Artificial Intelligence

Pretrained Language Models (PLMs) have advanced Natural Language Processing (NLP) tasks significantly, but finetuning PLMs on low-resource datasets poses significant challenges such as instability and overfitting. Previous methods tackle these issues by finetuning a strategically chosen subnetwork on a downstream task, while keeping the remaining weights fixed to the pretrained weights. However, they rely on a suboptimal criteria for sub-network selection, leading to suboptimal solutions. To address these limitations, we propose a regularization method based on attention-guided weight mixup for finetuning PLMs. Our approach represents each network weight as a mixup of task-specific weight and pretrained weight, controlled by a learnable attention parameter, providing finer control over sub-network selection. Furthermore, we employ a bi-level optimization (BLO) based framework on two separate splits of the training dataset, improving generalization and combating overfitting. We validate the efficacy of our proposed method through extensive experiments, demonstrating its superiority over previous methods, particularly in the context of finetuning PLMs on low-resource datasets.


AffineQuant: Affine Transformation Quantization for Large Language Models

arXiv.org Artificial Intelligence

The significant resource requirements associated with Large-scale Language Models (LLMs) have generated considerable interest in the development of techniques aimed at compressing and accelerating neural networks. Among these techniques, Post-Training Quantization (PTQ) has emerged as a subject of considerable interest due to its noteworthy compression efficiency and cost-effectiveness in the context of training. Existing PTQ methods for LLMs limit the optimization scope to scaling transformations between pre- and post-quantization weights. In this paper, we advocate for the direct optimization using equivalent Affine transformations in PTQ (AffineQuant). This approach extends the optimization scope and thus significantly minimizing quantization errors. Additionally, by employing the corresponding inverse matrix, we can ensure equivalence between the pre- and post-quantization outputs of PTQ, thereby maintaining its efficiency and generalization capabilities. To ensure the invertibility of the transformation during optimization, we further introduce a gradual mask optimization method. This method initially focuses on optimizing the diagonal elements and gradually extends to the other elements. Such an approach aligns with the Levy-Desplanques theorem, theoretically ensuring invertibility of the transformation. As a result, significant performance improvements are evident across different LLMs on diverse datasets. To illustrate, we attain a C4 perplexity of 15.76 (2.26 lower vs 18.02 in OmniQuant) on the LLaMA2-7B model of W4A4 quantization without overhead. On zero-shot tasks, AffineQuant achieves an average of 58.61 accuracy (1.98 lower vs 56.63 in OmniQuant) when using 4/4-bit quantization for LLaMA-30B, which setting a new state-of-the-art benchmark for PTQ in LLMs.


A Contact Model based on Denoising Diffusion to Learn Variable Impedance Control for Contact-rich Manipulation

arXiv.org Artificial Intelligence

In this paper, a novel approach is proposed for learning robot control in contact-rich tasks such as wiping, by developing Diffusion Contact Model (DCM). Previous methods of learning such tasks relied on impedance control with time-varying stiffness tuning by performing Bayesian optimization by trial-and-error with robots. The proposed approach aims to reduce the cost of robot operation by predicting the robot contact trajectories from the variable stiffness inputs and using neural models. However, contact dynamics are inherently highly nonlinear, and their simulation requires iterative computations such as convex optimization. Moreover, approximating such computations by using finite-layer neural models is difficult. To overcome these limitations, the proposed DCM used the denoising diffusion models that could simulate the complex dynamics via iterative computations of multi-step denoising, thus improving the prediction accuracy. Stiffness tuning experiments conducted in simulated and real environments showed that the DCM achieved comparable performance to a conventional robot-based optimization method while reducing the number of robot trials.


Automated Contrastive Learning Strategy Search for Time Series

arXiv.org Artificial Intelligence

In recent years, Contrastive Learning (CL) has become a predominant representation learning paradigm for time series. Most existing methods in the literature focus on manually building specific Contrastive Learning Strategies (CLS) by human heuristics for certain datasets and tasks. However, manually developing CLS usually require excessive prior knowledge about the datasets and tasks, e.g., professional cognition of the medical time series in healthcare, as well as huge human labor and massive experiments to determine the detailed learning configurations. In this paper, we present an Automated Machine Learning (AutoML) practice at Microsoft, which automatically learns to contrastively learn representations for various time series datasets and tasks, namely Automated Contrastive Learning (AutoCL). We first construct a principled universal search space of size over 3x1012, covering data augmentation, embedding transformation, contrastive pair construction and contrastive losses. Further, we introduce an efficient reinforcement learning algorithm, which optimizes CLS from the performance on the validation tasks, to obtain more effective CLS within the space. Experimental results on various real-world tasks and datasets demonstrate that AutoCL could automatically find the suitable CLS for a given dataset and task. From the candidate CLS found by AutoCL on several public datasets/tasks, we compose a transferable Generally Good Strategy (GGS), which has a strong performance for other datasets. We also provide empirical analysis as a guidance for future design of CLS.


Bin Packing Optimization via Deep Reinforcement Learning

arXiv.org Artificial Intelligence

The Bin Packing Problem (BPP) has attracted enthusiastic research interest recently, owing to widespread applications in logistics and warehousing environments. It is truly essential to optimize the bin packing to enable more objects to be packed into boxes. Object packing order and placement strategy are the two crucial optimization objectives of the BPP. However, existing optimization methods for BPP, such as the genetic algorithm (GA), emerge as the main issues in highly computational cost and relatively low accuracy, making it difficult to implement in realistic scenarios. To well relieve the research gaps, we present a novel optimization methodology of two-dimensional (2D)-BPP and three-dimensional (3D)-BPP for objects with regular shapes via deep reinforcement learning (DRL), maximizing the space utilization and minimizing the usage number of boxes. First, an end-to-end DRL neural network constructed by a modified Pointer Network consisting of an encoder, a decoder and an attention module is proposed to achieve the optimal object packing order. Second, conforming to the top-down operation mode, the placement strategy based on a height map is used to arrange the ordered objects in the boxes, preventing the objects from colliding with boxes and other objects in boxes. Third, the reward and loss functions are defined as the indicators of the compactness, pyramid, and usage number of boxes to conduct the training of the DRL neural network based on an on-policy actor-critic framework. Finally, a series of experiments are implemented to compare our method with conventional packing methods, from which we conclude that our method outperforms these packing methods in both packing accuracy and efficiency.