Optimization
Cost-Adaptive Recourse Recommendation by Adaptive Preference Elicitation
Nguyen, Duy, Nguyen, Bao, Nguyen, Viet Anh
Algorithmic recourse recommends a cost-efficient action to a subject to reverse an unfavorable machine learning classification decision. Most existing methods in the literature generate recourse under the assumption of complete knowledge about the cost function. In real-world practice, subjects could have distinct preferences, leading to incomplete information about the underlying cost function of the subject. This paper proposes a two-step approach integrating preference learning into the recourse generation problem. In the first step, we design a question-answering framework to refine the confidence set of the Mahalanobis matrix cost of the subject sequentially. Then, we generate recourse by utilizing two methods: gradient-based and graph-based cost-adaptive recourse that ensures validity while considering the whole confidence set of the cost matrix. The numerical evaluation demonstrates the benefits of our approach over state-of-the-art baselines in delivering cost-efficient recourse recommendations.
Towards Efficient Pareto-optimal Utility-Fairness between Groups in Repeated Rankings
Mai, Phuong Dinh, Le, Duc-Trong, Hoang, Tuan-Anh, Le, Dung D.
In this paper, we tackle the problem of computing a sequence of rankings with the guarantee of the Pareto-optimal balance between (1) maximizing the utility of the consumers and (2) minimizing unfairness between producers of the items. Such a multi-objective optimization problem is typically solved using a combination of a scalarization method and linear programming on bi-stochastic matrices, representing the distribution of possible rankings of items. However, the above-mentioned approach relies on Birkhoff-von Neumann (BvN) decomposition, of which the computational complexity is $\mathcal{O}(n^5)$ with $n$ being the number of items, making it impractical for large-scale systems. To address this drawback, we introduce a novel approach to the above problem by using the Expohedron - a permutahedron whose points represent all achievable exposures of items. On the Expohedron, we profile the Pareto curve which captures the trade-off between group fairness and user utility by identifying a finite number of Pareto optimal solutions. We further propose an efficient method by relaxing our optimization problem on the Expohedron's circumscribed $n$-sphere, which significantly improve the running time. Moreover, the approximate Pareto curve is asymptotically close to the real Pareto optimal curve as the number of substantial solutions increases. Our methods are applicable with different ranking merits that are non-decreasing functions of item relevance. The effectiveness of our methods are validated through experiments on both synthetic and real-world datasets.
A new approach for solving global optimization and engineering problems based on modified Sea Horse Optimizer
Hashim, Fatma A., Mostafa, Reham R., Khurma, Ruba Abu, Qaddoura, Raneem, Castillo, P. A.
Sea Horse Optimizer (SHO) is a noteworthy metaheuristic algorithm that emulates various intelligent behaviors exhibited by sea horses, encompassing feeding patterns, male reproductive strategies, and intricate movement patterns. To mimic the nuanced locomotion of sea horses, SHO integrates the logarithmic helical equation and Levy flight, effectively incorporating both random movements with substantial step sizes and refined local exploitation. Additionally, the utilization of Brownian motion facilitates a more comprehensive exploration of the search space. This study introduces a robust and high-performance variant of the SHO algorithm named mSHO. The enhancement primarily focuses on bolstering SHO's exploitation capabilities by replacing its original method with an innovative local search strategy encompassing three distinct steps: a neighborhood-based local search, a global non-neighbor-based search, and a method involving circumnavigation of the existing search region. These techniques improve mSHO algorithm's search capabilities, allowing it to navigate the search space and converge toward optimal solutions efficiently. The comprehensive results distinctly establish the supremacy and efficiency of the mSHO method as an exemplary tool for tackling an array of optimization quandaries. The results show that the proposed mSHO algorithm has a total rank of 1 for CEC'2020 test functions. In contrast, the mSHO achieved the best value for the engineering problems, recording a value of 0.012665, 2993.634, 0.01266, 1.724967, 263.8915, 0.032255, 58507.14, 1.339956, and 0.23524 for the pressure vessel design, speed reducer design, tension/compression spring, welded beam design, three-bar truss engineering design, industrial refrigeration system, multi-Product batch plant, cantilever beam problem, multiple disc clutch brake problems, respectively.
Diversity-Aware Ensembling of Language Models Based on Topological Data Analysis
Proskura, Polina, Zaytsev, Alexey
Ensembles are important tools for improving the performance of machine learning models. In cases related to natural language processing, ensembles boost the performance of a method due to multiple large models available in open source. However, existing approaches mostly rely on simple averaging of predictions by ensembles with equal weights for each model, ignoring differences in the quality and conformity of models. We propose to estimate weights for ensembles of NLP models using not only knowledge of their individual performance but also their similarity to each other. By adopting distance measures based on Topological Data Analysis (TDA), we improve our ensemble. The quality improves for both text classification accuracy and relevant uncertainty estimation.
A Combined Learning and Optimization Framework to Transfer Human Whole-body Loco-manipulation Skills to Mobile Manipulators
Zhao, Jianzhuang, Tassi, Francesco, Huang, Yanlong, De Momi, Elena, Ajoudani, Arash
Humans' ability to smoothly switch between locomotion and manipulation is a remarkable feature of sensorimotor coordination. Leaning and replication of such human-like strategies can lead to the development of more sophisticated robots capable of performing complex whole-body tasks in real-world environments. To this end, this paper proposes a combined learning and optimization framework for transferring human's loco-manipulation soft-switching skills to mobile manipulators. The methodology departs from data collection of human demonstrations for a locomotion-integrated manipulation task through a vision system. Next, the wrist and pelvis motions are mapped to mobile manipulators' End-Effector (EE) and mobile base. A kernelized movement primitive algorithm learns the wrist and pelvis trajectories and generalizes to new desired points according to task requirements. Next, the reference trajectories are sent to a hierarchical quadratic programming controller, where the EE and the mobile base reference trajectories are provided as the first and second priority tasks, generating the feasible and optimal joint level commands. A locomotion-integrated pick-and-place task is executed to validate the proposed approach. After a human demonstrates the task, a mobile manipulator executes the task with the same and new settings, grasping a bottle at non-zero velocity. The results showed that the proposed approach successfully transfers the human loco-manipulation skills to mobile manipulators, even with different geometry.
An Effective Networks Intrusion Detection Approach Based on Hybrid Harris Hawks and Multi-Layer Perceptron
Alazab, Moutaz, Khurma, Ruba Abu, Castillo, Pedro A., Abu-Salih, Bilal, Martin, Alejandro, Camacho, David
This paper proposes an Intrusion Detection System (IDS) employing the Harris Hawks Optimization algorithm (HHO) to optimize Multilayer Perceptron learning by optimizing bias and weight parameters. HHO-MLP aims to select optimal parameters in its learning process to minimize intrusion detection errors in networks. HHO-MLP has been implemented using EvoloPy NN framework, an open-source Python tool specialized for training MLPs using evolutionary algorithms. For purposes of comparing the HHO model against other evolutionary methodologies currently available, specificity and sensitivity measures, accuracy measures, and mse and rmse measures have been calculated using KDD datasets. Experiments have demonstrated the HHO MLP method is effective at identifying malicious patterns. HHO-MLP has been tested against evolutionary algorithms like Butterfly Optimization Algorithm (BOA), Grasshopper Optimization Algorithms (GOA), and Black Widow Optimizations (BOW), with validation by Random Forest (RF), XG-Boost. HHO-MLP showed superior performance by attaining top scores with accuracy rate of 93.17%, sensitivity level of 89.25%, and specificity percentage of 95.41%.
PolyNet: Learning Diverse Solution Strategies for Neural Combinatorial Optimization
Hottung, Andrรฉ, Mahajan, Mridul, Tierney, Kevin
Reinforcement learning-based methods for constructing solutions to combinatorial optimization problems are rapidly approaching the performance of humandesigned algorithms. To further narrow the gap, learning-based approaches must efficiently explore the solution space during the search process. Recent approaches artificially increase exploration by enforcing diverse solution generation through handcrafted rules, however, these rules can impair solution quality and are difficult to design for more complex problems. In this paper, we introduce PolyNet, an approach for improving exploration of the solution space by learning complementary solution strategies. In contrast to other works, PolyNet uses only a single-decoder and a training schema that does not enforce diverse solution generation through handcrafted rules. We evaluate PolyNet on four combinatorial optimization problems and observe that the implicit diversity mechanism allows PolyNet to find better solutions than approaches the explicitly enforce diverse solution generation. There have been remarkable advancements in recent years in the field of learning-based approaches for solving combinatorial optimization (CO) problems (Bello et al., 2016; Kool et al., 2019; Kwon et al., 2020). Notably, reinforcement learning (RL) methods have emerged that build a solution to a problem step-by-step in a sequential decision making process. Initially, these construction techniques struggled to produce high-quality solutions. However, recent methods have surpassed even established operations research heuristics, such as LKH3, for simpler, smaller-scale routing problems. Learning-based approaches thus now have the potential to become versatile tools, capable of learning specialized heuristics tailored to unique business-specific problems. Moreover, with access to sufficiently large training datasets, they may consistently outperform off-the-shelf solvers in numerous scenarios. This work aims to tackle some of the remaining challenges that currently impede the widespread adoption of learning-based heuristic methods in practical applications.
FlexHB: a More Efficient and Flexible Framework for Hyperparameter Optimization
Zhang, Yang, Wu, Haiyang, Yang, Yuekui
Given a Hyperparameter Optimization(HPO) problem, how to design an algorithm to find optimal configurations efficiently? Bayesian Optimization(BO) and the multi-fidelity BO methods employ surrogate models to sample configurations based on history evaluations. More recent studies obtain better performance by integrating BO with HyperBand(HB), which accelerates evaluation by early stopping mechanism. However, these methods ignore the advantage of a suitable evaluation scheme over the default HyperBand, and the capability of BO is still constrained by skewed evaluation results. In this paper, we propose FlexHB, a new method pushing multi-fidelity BO to the limit as well as re-designing a framework for early stopping with Successive Halving(SH). Comprehensive study on FlexHB shows that (1) our fine-grained fidelity method considerably enhances the efficiency of searching optimal configurations, (2) our FlexBand framework (self-adaptive allocation of SH brackets, and global ranking of configurations in both current and past SH procedures) grants the algorithm with more flexibility and improves the anytime performance. Our method achieves superior efficiency and outperforms other methods on various HPO tasks. Empirical results demonstrate that FlexHB can achieve up to 6.9X and 11.1X speedups over the state-of-the-art MFES-HB and BOHB respectively.
Social Environment Design
Zhang, Edwin, Zhao, Sadie, Wang, Tonghan, Hossain, Safwan, Gasztowtt, Henry, Zheng, Stephan, Parkes, David C., Tambe, Milind, Chen, Yiling
Artificial Intelligence (AI) holds promise as a technology that can be used to improve government and economic policy-making. This paper proposes a new research agenda towards this end by introducing Social Environment Design, a general framework for the use of AI for automated policy-making that connects with the Reinforcement Learning, EconCS, and Computational Social Choice communities. The framework seeks to capture general economic environments, includes voting on policy objectives, and gives a direction for the systematic analysis of government and economic policy through AI simulation. We highlight key open problems for future research in AI-based policy-making. By solving these challenges, we hope to achieve various social welfare objectives, thereby promoting more ethical and responsible decision making.
Revisiting Convergence of AdaGrad with Relaxed Assumptions
In this study, we revisit the convergence of AdaGrad with momentum (covering AdaGrad as a special case) on non-convex smooth optimization problems. We consider a general noise model where the noise magnitude is controlled by the function value gap together with the gradient magnitude. This model encompasses a broad range of noises including bounded noise, sub-Gaussian noise, affine variance noise and the expected smoothness, and it has been shown to be more realistic in many practical applications. Our analysis yields a probabilistic convergence rate which, under the general noise, could reach at (\tilde{\mathcal{O}}(1/\sqrt{T})). This rate does not rely on prior knowledge of problem-parameters and could accelerate to (\tilde{\mathcal{O}}(1/T)) where (T) denotes the total number iterations, when the noise parameters related to the function value gap and noise level are sufficiently small. The convergence rate thus matches the lower rate for stochastic first-order methods over non-convex smooth landscape up to logarithm terms [Arjevani et al., 2023]. We further derive a convergence bound for AdaGrad with mometum, considering the generalized smoothness where the local smoothness is controlled by a first-order function of the gradient norm.