Optimization
A Unified Gaussian Process for Branching and Nested Hyperparameter Optimization
Zhang, Jiazhao, Hung, Ying, Lin, Chung-Ching, Liu, Zicheng
Choosing appropriate hyperparameters plays a crucial role in the success of neural networks as hyper-parameters directly control the behavior and performance of the training algorithms. To obtain efficient tuning, Bayesian optimization methods based on Gaussian process (GP) models are widely used. Despite numerous applications of Bayesian optimization in deep learning, the existing methodologies are developed based on a convenient but restrictive assumption that the tuning parameters are independent of each other. However, tuning parameters with conditional dependence are common in practice. In this paper, we focus on two types of them: branching and nested parameters. Nested parameters refer to those tuning parameters that exist only within a particular setting of another tuning parameter, and a parameter within which other parameters are nested is called a branching parameter. To capture the conditional dependence between branching and nested parameters, a unified Bayesian optimization framework is proposed. The sufficient conditions are rigorously derived to guarantee the validity of the kernel function, and the asymptotic convergence of the proposed optimization framework is proven under the continuum-armed-bandit setting. Based on the new GP model, which accounts for the dependent structure among input variables through a new kernel function, higher prediction accuracy and better optimization efficiency are observed in a series of synthetic simulations and real data applications of neural networks. Sensitivity analysis is also performed to provide insights into how changes in hyperparameter values affect prediction accuracy.
Simulation Based Bayesian Optimization
Bayesian Optimization (BO) is a powerful method for optimizing black-box functions by combining prior knowledge with ongoing function evaluations. BO constructs a probabilistic surrogate model of the objective function given the covariates, which is in turn used to inform the selection of future evaluation points through an acquisition function. For smooth continuous search spaces, Gaussian Processes (GPs) are commonly used as the surrogate model as they offer analytical access to posterior predictive distributions, thus facilitating the computation and optimization of acquisition functions. However, in complex scenarios involving optimizations over categorical or mixed covariate spaces, GPs may not be ideal. This paper introduces Simulation Based Bayesian Optimization (SBBO) as a novel approach to optimizing acquisition functions that only requires \emph{sampling-based} access to posterior predictive distributions. SBBO allows the use of surrogate probabilistic models tailored for combinatorial spaces with discrete variables. Any Bayesian model in which posterior inference is carried out through Markov chain Monte Carlo can be selected as the surrogate model in SBBO. In applications involving combinatorial optimization, we demonstrate empirically the effectiveness of SBBO method using various choices of surrogate models.
BoolGebra: Attributed Graph-learning for Boolean Algebraic Manipulation
Li, Yingjie, Agnesina, Anthony, Zhang, Yanqing, Ren, Haoxing, Yu, Cunxi
Boolean algebraic manipulation is at the core of logic synthesis in Electronic Design Automation (EDA) design flow. Existing methods struggle to fully exploit optimization opportunities, and often suffer from an explosive search space and limited scalability efficiency. This work presents BoolGebra, a novel attributed graph-learning approach for Boolean algebraic manipulation that aims to improve fundamental logic synthesis. BoolGebra incorporates Graph Neural Networks (GNNs) and takes initial feature embeddings from both structural and functional information as inputs. A fully connected neural network is employed as the predictor for direct optimization result predictions, significantly reducing the search space and efficiently locating the optimization space. The experiments involve training the BoolGebra model w.r.t design-specific and cross-design inferences using the trained model, where BoolGebra demonstrates generalizability for cross-design inference and its potential to scale from small, simple training datasets to large, complex inference datasets. Finally, BoolGebra is integrated with existing synthesis tool ABC to perform end-to-end logic minimization evaluation w.r.t SOTA baselines.
Interventional Fairness on Partially Known Causal Graphs: A Constrained Optimization Approach
Zuo, Aoqi, Li, Yiqing, Wei, Susan, Gong, Mingming
Fair machine learning aims to prevent discrimination against individuals or sub-populations based on sensitive attributes such as gender and race. In recent years, causal inference methods have been increasingly used in fair machine learning to measure unfairness by causal effects. However, current methods assume that the true causal graph is given, which is often not true in real-world applications. To address this limitation, this paper proposes a framework for achieving causal fairness based on the notion of interventions when the true causal graph is partially known. The proposed approach involves modeling fair prediction using a Partially Directed Acyclic Graph (PDAG), specifically, a class of causal DAGs that can be learned from observational data combined with domain knowledge. The PDAG is used to measure causal fairness, and a constrained optimization problem is formulated to balance between fairness and accuracy. Results on both simulated and real-world datasets demonstrate the effectiveness of this method.
Applications of Machine Learning to Optimizing Polyolefin Manufacturing
This chapter is a preprint from our book by , focusing on leveraging machine learning (ML) in chemical and polyolefin manufacturing optimization. It's crafted for both novices and seasoned professionals keen on the latest ML applications in chemical processes. We trace the evolution of AI and ML in chemical industries, delineate core ML components, and provide resources for ML beginners. A detailed discussion on various ML methods is presented, covering regression, classification, and unsupervised learning techniques, with performance metrics and examples. Ensemble methods, deep learning networks, including MLP, DNNs, RNNs, CNNs, and transformers, are explored for their growing role in chemical applications. Practical workshops guide readers through predictive modeling using advanced ML algorithms. The chapter culminates with insights into science-guided ML, advocating for a hybrid approach that enhances model accuracy. The extensive bibliography offers resources for further research and practical implementation. This chapter aims to be a thorough primer on ML's practical application in chemical engineering, particularly for polyolefin production, and sets the stage for continued learning in subsequent chapters. Please cite the original work [169,170] when referencing.
Intelligent Optimization and Machine Learning Algorithms for Structural Anomaly Detection using Seismic Signals
Trapp, Maximilian, Bogoclu, Can, Nestorović, Tamara, Roos, Dirk
Possible unfavourable scenarios span from excess water inflow or a damaging of the Tunnel Boring Machine (TBM) to a total collapse of the tunnel [1]. To avoid potential risks, the imaging of voids, faults, fluid areas, erratic boulders or other changes in material is essential. Exploratory drillings only provide an image of the geological parameters in the near-field of the borehole and lack in showing the detailed geological structure. Thus, acoustic analysis is a better choice as it offers the opportunity to obtain a detailed image of the soil with the help of seismic waves. Propagating through the ground, seismic waves are reflected, refracted, scattered and converted; resulting in a detailed fingerprint of the actual structure. Most of the techniques used nowadays for the detection of anomalies rely on travel time measurements and migration techniques, considering only compressional waves.
Automatic dimensionality reduction of Twin-in-the-Loop Observers
Delcaro, Giacomo, Dettù, Federico, Formentin, Simone, Savaresi, Sergio Matteo
State-of-the-art vehicle dynamics estimation techniques usually share one common drawback: each variable to estimate is computed with an independent, simplified filtering module. These modules run in parallel and need to be calibrated separately. To solve this issue, a unified Twin-in-the-Loop (TiL) Observer architecture has recently been proposed: the classical simplified control-oriented vehicle model in the estimators is replaced by a full-fledged vehicle simulator, or digital twin (DT). The states of the DT are corrected in real time with a linear time invariant output error law. Since the simulator is a black-box, no explicit analytical formulation is available, hence classical filter tuning techniques cannot be used. Due to this reason, Bayesian Optimization will be used to solve a data-driven optimization problem to tune the filter. Due to the complexity of the DT, the optimization problem is high-dimensional. This paper aims to find a procedure to tune the high-complexity observer by lowering its dimensionality. In particular, in this work we will analyze both a supervised and an unsupervised learning approach. The strategies have been validated for speed and yaw-rate estimation on real-world data.
AutoFT: Robust Fine-Tuning by Optimizing Hyperparameters on OOD Data
Choi, Caroline, Lee, Yoonho, Chen, Annie, Zhou, Allan, Raghunathan, Aditi, Finn, Chelsea
Foundation models encode rich representations that can be adapted to a desired task by fine-tuning on task-specific data. However, fine-tuning a model on one particular data distribution often compromises the model's original performance on other distributions. Current methods for robust fine-tuning utilize hand-crafted regularization techniques to constrain the fine-tuning process towards the base foundation model. Yet, it is hard to precisely specify what characteristics of the foundation model to retain during fine-tuning, as this depends on how the pre-training, fine-tuning, and evaluation data distributions relate to each other. We propose AutoFT, a data-driven approach for guiding foundation model fine-tuning. AutoFT optimizes fine-tuning hyperparameters to maximize performance on a small out-of-distribution (OOD) validation set. To guide fine-tuning in a granular way, AutoFT searches a highly expressive hyperparameter space that includes weight coefficients for many different losses, in addition to learning rate and weight decay values. We evaluate AutoFT on nine natural distribution shifts which include domain shifts and subpopulation shifts. Our experiments show that AutoFT significantly improves generalization to new OOD data, outperforming existing robust fine-tuning methods. Notably, AutoFT achieves new state-of-the-art performance on the WILDS-iWildCam and WILDS-FMoW benchmarks, outperforming the previous best methods by $6.0\%$ and $1.5\%$, respectively.
Learn to Categorize or Categorize to Learn? Self-Coding for Generalized Category Discovery
Rastegar, Sarah, Doughty, Hazel, Snoek, Cees G. M.
In the quest for unveiling novel categories at test time, we confront the inherent limitations of traditional supervised recognition models that are restricted by a predefined category set. While strides have been made in the realms of self-supervised and open-world learning towards test-time category discovery, a crucial yet often overlooked question persists: what exactly delineates a category? In this paper, we conceptualize a category through the lens of optimization, viewing it as an optimal solution to a well-defined problem. Harnessing this unique conceptualization, we propose a novel, efficient and self-supervised method capable of discovering previously unknown categories at test time. A salient feature of our approach is the assignment of minimum length category codes to individual data instances, which encapsulates the implicit category hierarchy prevalent in real-world datasets. This mechanism affords us enhanced control over category granularity, thereby equipping our model to handle fine-grained categories adeptly. Experimental evaluations, bolstered by state-of-the-art benchmark comparisons, testify to the efficacy of our solution in managing unknown categories at test time. Furthermore, we fortify our proposition with a theoretical foundation, providing proof of its optimality. Our code is available at https://github.com/SarahRastegar/InfoSieve.
Decision Diagram-Based Branch-and-Bound with Caching for Dominance and Suboptimality Detection
Coppé, Vianney, Gillard, Xavier, Schaus, Pierre
The branch-and-bound algorithm based on decision diagrams introduced by Bergman et al. in 2016 is a framework for solving discrete optimization problems with a dynamic programming formulation. It works by compiling a series of bounded-width decision diagrams that can provide lower and upper bounds for any given subproblem. Eventually, every part of the search space will be either explored or pruned by the algorithm, thus proving optimality. This paper presents new ingredients to speed up the search by exploiting the structure of dynamic programming models. The key idea is to prevent the repeated expansion of nodes corresponding to the same dynamic programming states by querying expansion thresholds cached throughout the search. These thresholds are based on dominance relations between partial solutions previously found and on the pruning inequalities of the filtering techniques introduced by Gillard et al. in 2021. Computational experiments show that the pruning brought by this caching mechanism allows significantly reducing the number of nodes expanded by the algorithm. This results in more benchmark instances of difficult optimization problems being solved in less time while using narrower decision diagrams.