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 Optimization


When can you trust feature selection? -- I: A condition-based analysis of LASSO and generalised hardness of approximation

arXiv.org Artificial Intelligence

The arrival of AI techniques in computations, with the potential for hallucinations and non-robustness, has made trustworthiness of algorithms a focal point. However, trustworthiness of the many classical approaches are not well understood. This is the case for feature selection, a classical problem in the sciences, statistics, machine learning etc. Here, the LASSO optimisation problem is standard. Despite its widespread use, it has not been established when the output of algorithms attempting to compute support sets of minimisers of LASSO in order to do feature selection can be trusted. In this paper we establish how no (randomised) algorithm that works on all inputs can determine the correct support sets (with probability $> 1/2$) of minimisers of LASSO when reading approximate input, regardless of precision and computing power. However, we define a LASSO condition number and design an efficient algorithm for computing these support sets provided the input data is well-posed (has finite condition number) in time polynomial in the dimensions and logarithm of the condition number. For ill-posed inputs the algorithm runs forever, hence, it will never produce a wrong answer. Furthermore, the algorithm computes an upper bound for the condition number when this is finite. Finally, for any algorithm defined on an open set containing a point with infinite condition number, there is an input for which the algorithm will either run forever or produce a wrong answer. Our impossibility results stem from generalised hardness of approximation -- within the Solvability Complexity Index (SCI) hierarchy framework -- that generalises the classical phenomenon of hardness of approximation.


FedCompetitors: Harmonious Collaboration in Federated Learning with Competing Participants

arXiv.org Artificial Intelligence

Federated learning (FL) provides a privacy-preserving approach for collaborative training of machine learning models. Given the potential data heterogeneity, it is crucial to select appropriate collaborators for each FL participant (FL-PT) based on data complementarity. Recent studies have addressed this challenge. Similarly, it is imperative to consider the inter-individual relationships among FL-PTs where some FL-PTs engage in competition. Although FL literature has acknowledged the significance of this scenario, practical methods for establishing FL ecosystems remain largely unexplored. In this paper, we extend a principle from the balance theory, namely ``the friend of my enemy is my enemy'', to ensure the absence of conflicting interests within an FL ecosystem. The extended principle and the resulting problem are formulated via graph theory and integer linear programming. A polynomial-time algorithm is proposed to determine the collaborators of each FL-PT. The solution guarantees high scalability, allowing even competing FL-PTs to smoothly join the ecosystem without conflict of interest. The proposed framework jointly considers competition and data heterogeneity. Extensive experiments on real-world and synthetic data demonstrate its efficacy compared to five alternative approaches, and its ability to establish efficient collaboration networks among FL-PTs.


Path-aware optimistic optimization for a mobile robot

arXiv.org Artificial Intelligence

We consider problems in which a mobile robot samples an unknown function defined over its operating space, so as to find a global optimum of this function. The path traveled by the robot matters, since it influences energy and time requirements. We consider a branch-and-bound algorithm called deterministic optimistic optimization, and extend it to the path-aware setting, obtaining path-aware optimistic optimization (OOPA). In this new algorithm, the robot decides how to move next via an optimal control problem that maximizes the long-term impact of the robot trajectory on lowering the upper bound, weighted by bound and function values to focus the search on the optima. An online version of value iteration is used to solve an approximate version of this optimal control problem. OOPA is evaluated in extensive experiments in two dimensions, where it does better than path-unaware and local-optimization baselines.


Orientation-Constrained System for Lamp Detection in Buildings Based on Computer Vision

arXiv.org Artificial Intelligence

omputer vision is used in this work to detect lighting elements in buildings with the goal of improving the accuracy of previous methods to provide a precise inventory of the location and state of lamps. Using the framework developed in our previous works, we introduce two new modifications to enhance the system: first, a constraint on the orientation of the detected poses in the optimization methods for both the initial and the refined estimates based on the geometric information of the building information modelling (BIM) model; second, an additional reprojection error filtering step to discard the erroneous poses introduced with the orientation restrictions, keeping the identification and localization errors low while greatly increasing the number of detections. These enhancements are tested in five different case studies with more than 30,000 images, with results showing improvements in the number of detections, the percentage of correct model and state identifications, and the distance between detections and reference positions.omputer Using the framework developed in our previous works, we introduce two new modifications to enhance the system: first, a constraint on the orientation of the detected poses in the optimization methods for both the initial and the refined estimates based on the geometric information of the building information modelling (BIM) model; second, an additional reprojection error filtering step to discard the erroneous poses introduced with the orientation restrictions, keeping the identification and localization errors low while greatly increasing the number of detections. These enhancements are tested in five different case studies with more than 30,000 images, with results showing improvements in the number of detections, the percentage of correct model and state identifications, and the distance between detections and reference positions.C Index Terms building lighting, lamp detection, pose estimation, building information modelling Lighting is one of the most important aspects in the design, cost and maintenance of a building. Approximately, one-third of the electricity consumed in buildings corresponds to artificial lighting [1, 2, 3], with a global demand that represents 19% of all the electricity used in the world [4].


A survey on algorithms for Nash equilibria in finite normal-form games

arXiv.org Artificial Intelligence

Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet economics and multi-agent learning. This paper reviews various algorithms computing the Nash equilibrium and its approximation solutions in finite normal-form games from both theoretical and empirical perspectives. For the theoretical part, we classify algorithms in the literature and present basic ideas on algorithm design and analysis. For the empirical part, we present a comprehensive comparison on the algorithms in the literature over different kinds of games. Based on these results, we provide practical suggestions on implementations and uses of these algorithms. Finally, we present a series of open problems from both theoretical and practical considerations.


Multi-Goal Optimal Route Planning Using the Cell Mapping Technique

arXiv.org Artificial Intelligence

This manuscript explores the complexities of multi-objective path planning, aiming to optimize routes against a backdrop of conflicting performance criteria. The study integrates the cell mapping approach as its foundational concept. A two-pronged search strategy is introduced; initially, the cell mapping technique is utilized to develop a comprehensive database, encompassing all cells within the specified area. This database records the performance metrics for the most efficient routes from each cell to the designated target. The second phase involves analyzing this database to pinpoint the extent and count of all Pareto optimal routes from a selected starting cell to the target. This analysis contributes to solving the overarching multi-objective optimization challenge inherent in path planning. To validate this approach, case studies are included, and the results are benchmarked against the well-established multi-objective A* (MOA*) method. The study discovers that while the cell mapping method achieves similar outcomes to the MOA* method for routes originating from a single point, it demonstrates superior computational benefits, particularly when the starting and ending points are in separate, non-overlapping areas.


Towards Fairness in Online Service with k Servers and its Application on Fair Food Delivery

arXiv.org Artificial Intelligence

The k-SERVER problem is one of the most prominent problems in online algorithms with several variants and extensions. However, simplifying assumptions like instantaneous server movements and zero service time has hitherto limited its applicability to real-world problems. In this paper, we introduce a realistic generalization of k-SERVER without such assumptions - the k-FOOD problem, where requests with source-destination locations and an associated pickup time window arrive in an online fashion, and each has to be served by exactly one of the available k servers. The k-FOOD problem offers the versatility to model a variety of real-world use cases such as food delivery, ride sharing, and quick commerce. Moreover, motivated by the need for fairness in online platforms, we introduce the FAIR k-FOOD problem with the max-min objective. We establish that both k-FOOD and FAIR k-FOOD problems are strongly NP-hard and develop an optimal offline algorithm that arises naturally from a time-expanded flow network. Subsequently, we propose an online algorithm DOC4FOOD involving virtual movements of servers to the nearest request location. Experiments on a real-world food-delivery dataset, alongside synthetic datasets, establish the efficacy of the proposed algorithm against state-of-the-art fair food delivery algorithms.


Submodularity, pairwise independence and correlation gap

arXiv.org Artificial Intelligence

In this paper, we provide a characterization of the expected value of monotone submodular set functions with $n$ pairwise independent random inputs. Inspired by the notion of ``correlation gap'', we study the ratio of the maximum expected value of a function with arbitrary dependence among the random inputs with given marginal probabilities to the maximum expected value of the function with pairwise independent random inputs and the same marginal probabilities. Our results show that the ratio is upper bounded by: (a) $4/3$ for $n = 3$ with general marginal probabilities and any monotone submodular set function (b) $4/3$ for general $n$ with small and large marginal probabilities and any monotone submodular set function and (c) $4k/(4k-1)$ for general $n$, general identical probabilities and rank functions of $k$-uniform matroids. The bound is tight in all three cases. This contrasts with the $e/(e-1)$ bound on the correlation gap ratio for monotone submodular set functions with mutually independent random inputs (which is known to be tight in case (b)), and illustrates a fundamental difference in the behavior of submodular functions with weaker notions of independence. These results can be immediately extended beyond pairwise independence to correlated random inputs. We discuss applications in distributionally robust optimization and mechanism design and end the paper with a conjecture.


A conditional gradient homotopy method with applications to Semidefinite Programming

arXiv.org Artificial Intelligence

We propose a new homotopy-based conditional gradient method for solving convex optimization problems with a large number of simple conic constraints. Instances of this template naturally appear in semidefinite programming problems arising as convex relaxations of combinatorial optimization problems. Our method is a double-loop algorithm in which the conic constraint is treated via a self-concordant barrier, and the inner loop employs a conditional gradient algorithm to approximate the analytic central path, while the outer loop updates the accuracy imposed on the temporal solution and the homotopy parameter. Our theoretical iteration complexity is competitive when confronted to state-of-the-art SDP solvers, with the decisive advantage of cheap projection-free subroutines. Preliminary numerical experiments are provided for illustrating the practical performance of the method.


On the connections between optimization algorithms, Lyapunov functions, and differential equations: theory and insights

arXiv.org Machine Learning

We revisit the general framework introduced by Fazylab et al. (SIAM J. Optim. 28, 2018) to construct Lyapunov functions for optimization algorithms in discrete and continuous time. For smooth, strongly convex objective functions, we relax the requirements necessary for such a construction. As a result we are able to prove for Polyak's ordinary differential equations and for a two-parameter family of Nesterov algorithms rates of convergence that improve on those available in the literature. We analyse the interpretation of Nesterov algorithms as discretizations of the Polyak equation. We show that the algorithms are instances of Additive Runge-Kutta integrators and discuss the reasons why most discretizations of the differential equation do not result in optimization algorithms with acceleration. We also introduce a modification of Polyak's equation and study its convergence properties. Finally we extend the general framework to the stochastic scenario and consider an application to random algorithms with acceleration for overparameterized models; again we are able to prove convergence rates that improve on those in the literature.