Optimization
A Simulated Annealing-Based Multiobjective Optimization Algorithm for Minimum Weight Minimum Connected Dominating Set Problem
Dahmri, Hayet, Bouamama, Salim
Minimum connected dominating set problem is an NP-hard combinatorial optimization problem in graph theory. Finding connected dominating set is of high interest in various domains such as wireless sensor networks, optical networks, and systems biology. Its weighted variant named minimum weight connected dominating set is also useful in such applications. In this paper, we propose a simulated annealing algorithm based on a greedy heuristic for tackling a variant of the minimum connected dominating set problem and that by exploiting two objectives together namely the cardinality and the total weight of the connected dominating set. Experimental results compared to those obtained by a recent proposed research show the superiority of our approach.
Verification of Neural Reachable Tubes via Scenario Optimization and Conformal Prediction
Learning-based approaches for controlling safety-critical systems are rapidly growing in popularity; thus, it is important to assure their performance and safety. Hamilton-Jacobi (HJ) reachability analysis is a popular formal verification tool for providing such guarantees, since it can handle general nonlinear system dynamics, bounded adversarial system disturbances, and state and input constraints. However, its computational and memory complexity scales exponentially with the state dimension, making it intractable for large-scale systems. To overcome this challenge, neural approaches, such as DeepReach, have been used to synthesize reachable tubes and safety controllers for high-dimensional systems. However, verifying these neural reachable tubes remains challenging. In this work, we propose two verification methods, based on robust scenario optimization and conformal prediction, to provide probabilistic safety guarantees for neural reachable tubes. Our methods allow a direct trade-off between resilience to outlier errors in the neural tube, which are inevitable in a learning-based approach, and the strength of the probabilistic safety guarantee. Furthermore, we show that split conformal prediction, a widely used method in the machine learning community for uncertainty quantification, reduces to a scenario-based approach, making the two methods equivalent not only for verification of neural reachable tubes but also more generally. To our knowledge, our proof is the first in the literature to show a strong relationship between conformal prediction and scenario optimization. Finally, we propose an outlier-adjusted verification approach that uses the error distribution in neural reachable tubes to recover greater safe volumes. We demonstrate the efficacy of the proposed approaches for the high-dimensional problems of multi-vehicle collision avoidance and rocket landing with no-go zones.
AutoNumerics-Zero: Automated Discovery of State-of-the-Art Mathematical Functions
Real, Esteban, Chen, Yao, Rossini, Mirko, de Souza, Connal, Garg, Manav, Verghese, Akhil, Firsching, Moritz, Le, Quoc V., Cubuk, Ekin Dogus, Park, David H.
Computers calculate transcendental functions by approximating them through the composition of a few limited-precision instructions. For example, an exponential can be calculated with a Taylor series. These approximation methods were developed over the centuries by mathematicians, who emphasized the attainability of arbitrary precision. Computers, however, operate on few limited precision types, such as the popular float32. In this study, we show that when aiming for limited precision, existing approximation methods can be outperformed by programs automatically discovered from scratch by a simple evolutionary algorithm. In particular, over real numbers, our method can approximate the exponential function reaching orders of magnitude more precision for a given number of operations when compared to previous approaches. More practically, over float32 numbers and constrained to less than 1 ULP of error, the same method attains a speedup over baselines by generating code that triggers better XLA/LLVM compilation paths. In other words, in both cases, evolution searched a vast space of possible programs, without knowledge of mathematics, to discover previously unknown optimized approximations to high precision, for the first time. We also give evidence that these results extend beyond the exponential. The ubiquity of transcendental functions suggests that our method has the potential to reduce the cost of scientific computing applications.
GLOP: Learning Global Partition and Local Construction for Solving Large-scale Routing Problems in Real-time
Ye, Haoran, Wang, Jiarui, Liang, Helan, Cao, Zhiguang, Li, Yong, Li, Fanzhang
The recent end-to-end neural solvers have shown promise for small-scale routing problems but suffered from limited real-time scaling-up performance. This paper proposes GLOP (Global and Local Optimization Policies), a unified hierarchical framework that efficiently scales toward large-scale routing problems. GLOP partitions large routing problems into Travelling Salesman Problems (TSPs) and TSPs into Shortest Hamiltonian Path Problems. For the first time, we hybridize non-autoregressive neural heuristics for coarse-grained problem partitions and autoregressive neural heuristics for fine-grained route constructions, leveraging the scalability of the former and the meticulousness of the latter. Experimental results show that GLOP achieves competitive and state-of-the-art real-time performance on large-scale routing problems, including TSP, ATSP, CVRP, and PCTSP.
An Incentive Mechanism for Federated Learning Based on Multiple Resource Exchange
Dong, Ruonan, Xu, Hui, Zhang, Han, Zhang, GuoPeng
Federated Learning (FL) is a distributed machine learning paradigm that addresses privacy concerns in machine learning and still guarantees high test accuracy. However, achieving the necessary accuracy by having all clients participate in FL is impractical, given the constraints of client local computing resource. In this paper, we introduce a multi-user collaborative computing framework, categorizing users into two roles: model owners (MOs) and data owner (DOs). Without resorting to monetary incentives, an MO can encourage more DOs to join in FL by allowing the DOs to offload extra local computing tasks to the MO for execution. This exchange of "data" for "computing resources" streamlines the incentives for clients to engage more effectively in FL. We formulate the interaction between MO and DOs as an optimization problem, and the objective is to effectively utilize the communication and computing resource of the MO and DOs to minimize the time to complete an FL task. The proposed problem is a mixed integer nonlinear programming (MINLP) with high computational complexity. We first decompose it into two distinct subproblems, namely the client selection problem and the resource allocation problem to segregate the integer variables from the continuous variables. Then, an effective iterative algorithm is proposed to solve problem. Simulation results demonstrate that the proposed collaborative computing framework can achieve an accuracy of more than 95\% while minimizing the overall time to complete an FL task.
Secure Deep Reinforcement Learning for Dynamic Resource Allocation in Wireless MEC Networks
Hao, Xin, Yeoh, Phee Lep, She, Changyang, Vucetic, Branka, Li, Yonghui
This paper proposes a blockchain-secured deep reinforcement learning (BC-DRL) optimization framework for {data management and} resource allocation in decentralized {wireless mobile edge computing (MEC)} networks. In our framework, {we design a low-latency reputation-based proof-of-stake (RPoS) consensus protocol to select highly reliable blockchain-enabled BSs to securely store MEC user requests and prevent data tampering attacks.} {We formulate the MEC resource allocation optimization as a constrained Markov decision process that balances minimum processing latency and denial-of-service (DoS) probability}. {We use the MEC aggregated features as the DRL input to significantly reduce the high-dimensionality input of the remaining service processing time for individual MEC requests. Our designed constrained DRL effectively attains the optimal resource allocations that are adapted to the dynamic DoS requirements. We provide extensive simulation results and analysis to} validate that our BC-DRL framework achieves higher security, reliability, and resource utilization efficiency than benchmark blockchain consensus protocols and {MEC} resource allocation algorithms.
Transferable Adversarial Robustness for Categorical Data via Universal Robust Embeddings
Kireev, Klim, Andriushchenko, Maksym, Troncoso, Carmela, Flammarion, Nicolas
Research on adversarial robustness is primarily focused on image and text data. Yet, many scenarios in which lack of robustness can result in serious risks, such as fraud detection, medical diagnosis, or recommender systems often do not rely on images or text but instead on tabular data. Adversarial robustness in tabular data poses two serious challenges. First, tabular datasets often contain categorical features, and therefore cannot be tackled directly with existing optimization procedures. Second, in the tabular domain, algorithms that are not based on deep networks are widely used and offer great performance, but algorithms to enhance robustness are tailored to neural networks (e.g. adversarial training). In this paper, we tackle both challenges. We present a method that allows us to train adversarially robust deep networks for tabular data and to transfer this robustness to other classifiers via universal robust embeddings tailored to categorical data. These embeddings, created using a bilevel alternating minimization framework, can be transferred to boosted trees or random forests making them robust without the need for adversarial training while preserving their high accuracy on tabular data. We show that our methods outperform existing techniques within a practical threat model suitable for tabular data.
On Dynamic Programming Decompositions of Static Risk Measures in Markov Decision Processes
Hau, Jia Lin, Delage, Erick, Ghavamzadeh, Mohammad, Petrik, Marek
Optimizing static risk-averse objectives in Markov decision processes is difficult because they do not admit standard dynamic programming equations common in Reinforcement Learning (RL) algorithms. Dynamic programming decompositions that augment the state space with discrete risk levels have recently gained popularity in the RL community. Prior work has shown that these decompositions are optimal when the risk level is discretized sufficiently. However, we show that these popular decompositions for Conditional-Value-at-Risk (CVaR) and Entropic-Value-at-Risk (EVaR) are inherently suboptimal regardless of the discretization level. In particular, we show that a saddle point property assumed to hold in prior literature may be violated. However, a decomposition does hold for Value-at-Risk and our proof demonstrates how this risk measure differs from CVaR and EVaR. Our findings are significant because risk-averse algorithms are used in high-stakes environments, making their correctness much more critical.
On the convex formulations of robust Markov decision processes
Grand-Clément, Julien, Petrik, Marek
Robust Markov decision processes (MDPs) are used for applications of dynamic optimization in uncertain environments and have been studied extensively. Many of the main properties and algorithms of MDPs, such as value iteration and policy iteration, extend directly to RMDPs. Surprisingly, there is no known analog of the MDP convex optimization formulation for solving RMDPs. This work describes the first convex optimization formulation of RMDPs under the classical sa-rectangularity and s-rectangularity assumptions. By using entropic regularization and exponential change of variables, we derive a convex formulation with a number of variables and constraints polynomial in the number of states and actions, but with large coefficients in the constraints. We further simplify the formulation for RMDPs with polyhedral, ellipsoidal, or entropy-based uncertainty sets, showing that, in these cases, RMDPs can be reformulated as conic programs based on exponential cones, quadratic cones, and non-negative orthants. Our work opens a new research direction for RMDPs and can serve as a first step toward obtaining a tractable convex formulation of RMDPs.
QuadAttack: A Quadratic Programming Approach to Ordered Top-K Attacks
Paniagua, Thomas, Grainger, Ryan, Wu, Tianfu
The adversarial vulnerability of Deep Neural Networks (DNNs) has been well-known and widely concerned, often under the context of learning top-$1$ attacks (e.g., fooling a DNN to classify a cat image as dog). This paper shows that the concern is much more serious by learning significantly more aggressive ordered top-$K$ clear-box~\footnote{ This is often referred to as white/black-box attacks in the literature. We choose to adopt neutral terminology, clear/opaque-box attacks in this paper, and omit the prefix clear-box for simplicity.} targeted attacks proposed in Adversarial Distillation. We propose a novel and rigorous quadratic programming (QP) method of learning ordered top-$K$ attacks with low computing cost, dubbed as \textbf{QuadAttac$K$}. Our QuadAttac$K$ directly solves the QP to satisfy the attack constraint in the feature embedding space (i.e., the input space to the final linear classifier), which thus exploits the semantics of the feature embedding space (i.e., the principle of class coherence). With the optimized feature embedding vector perturbation, it then computes the adversarial perturbation in the data space via the vanilla one-step back-propagation. In experiments, the proposed QuadAttac$K$ is tested in the ImageNet-1k classification using ResNet-50, DenseNet-121, and Vision Transformers (ViT-B and DEiT-S). It successfully pushes the boundary of successful ordered top-$K$ attacks from $K=10$ up to $K=20$ at a cheap budget ($1\times 60$) and further improves attack success rates for $K=5$ for all tested models, while retaining the performance for $K=1$.