Optimization
Quantization-based Optimization with Perspective of Quantum Mechanics
Statistical and stochastic analysis based on thermodynamics has been the main analysis framework for stochastic global optimization. Recently, appearing quantum annealing or quantum tunneling algorithm for global optimization, we require a new researching framework for global optimization algorithms. In this paper, we provide the analysis for quantization-based optimization based on the Schr\"odinger equation to reveal what property in quantum mechanics enables global optimization. We present that the tunneling effect derived by the Schr\"odinger equation in quantization-based optimization enables to escape of a local minimum. Additionally, we confirm that this tunneling effect is the same property included in quantum mechanics-based global optimization. Experiments with standard multi-modal benchmark functions represent that the proposed analysis is valid.
Bridging Trustworthiness and Open-World Learning: An Exploratory Neural Approach for Enhancing Interpretability, Generalization, and Robustness
Du, Shide, Fang, Zihan, Lan, Shiyang, Tan, Yanchao, Günther, Manuel, Wang, Shiping, Guo, Wenzhong
As researchers strive to narrow the gap between machine intelligence Contemporary artificial intelligence (AI) continues to furnish benefits and human through the development of artificial intelligence to real-society from economic and environmental perspectives, technologies, it is imperative that we recognize the critical among others [12, 33]. As AI gradually penetrates into high-risk importance of trustworthiness in open-world, which has become fields such as healthcare, finance and medicine, which are closely ubiquitous in all aspects of daily life for everyone. However, several related to human attributes, there is growing consensus awareness challenges may create a crisis of trust in current artificial intelligence that people urgently expect these AI solutions to be trustworthy systems that need to be bridged: 1) Insufficient explanation of [8, 16]. For instance, lenders expect the system to provide credible predictive results; 2) Inadequate generalization for learning models; explanations for rejecting their applications; engineers wish to develop 3) Poor adaptability to uncertain environments. Consequently, we common system interfaces to adapt to wider environments; explore a neural program to bridge trustworthiness and open-world businesspeople desire that the system can still operate effectively learning, extending from single-modal to multi-modal scenarios under various complex conditions, among other expectations.
Fairer and More Accurate Tabular Models Through NAS
Making models algorithmically fairer in tabular data has been long studied, with techniques typically oriented towards fixes which usually take a neural model with an undesirable outcome and make changes to how the data are ingested, what the model weights are, or how outputs are processed. We employ an emergent and different strategy where we consider updating the model's architecture and training hyperparameters to find an entirely new model with better outcomes from the beginning of the debiasing procedure. In this work, we propose using multi-objective Neural Architecture Search (NAS) and Hyperparameter Optimization (HPO) in the first application to the very challenging domain of tabular data. We conduct extensive exploration of architectural and hyperparameter spaces (MLP, ResNet, and FT-Transformer) across diverse datasets, demonstrating the dependence of accuracy and fairness metrics of model predictions on hyperparameter combinations. We show that models optimized solely for accuracy with NAS often fail to inherently address fairness concerns. We propose a novel approach that jointly optimizes architectural and training hyperparameters in a multi-objective constraint of both accuracy and fairness. We produce architectures that consistently Pareto dominate state-of-the-art bias mitigation methods either in fairness, accuracy or both, all of this while being Pareto-optimal over hyperparameters achieved through single-objective (accuracy) optimization runs. This research underscores the promise of automating fairness and accuracy optimization in deep learning models.
Nonparametric Discrete Choice Experiments with Machine Learning Guided Adaptive Design
Yin, Mingzhang, Gao, Ruijiang, Lin, Weiran, Shugan, Steven M.
Designing products to meet consumers' preferences is essential for a business's success. We propose the Gradient-based Survey (GBS), a discrete choice experiment for multiattribute product design. The experiment elicits consumer preferences through a sequence of paired comparisons for partial profiles. GBS adaptively constructs paired comparison questions based on the respondents' previous choices. Unlike the traditional random utility maximization paradigm, GBS is robust to model misspecification by not requiring a parametric utility model. Cross-pollinating the machine learning and experiment design, GBS is scalable to products with hundreds of attributes and can design personalized products for heterogeneous consumers. We demonstrate the advantage of GBS in accuracy and sample efficiency compared to the existing parametric and nonparametric methods in simulations.
SICNav: Safe and Interactive Crowd Navigation using Model Predictive Control and Bilevel Optimization
Samavi, Sepehr, Shkurti, Florian, Schoellig, Angela P.
Robots need to predict and react to human motions to navigate through a crowd without collisions. Many existing methods decouple prediction from planning, which does not account for the interaction between robot and human motions and can lead to the robot getting stuck. We propose SICNav, a Model Predictive Control (MPC) method that jointly solves for robot motion and predicted crowd motion in closed-loop. We model each human in the crowd to be following an Optimal Reciprocal Collision Avoidance (ORCA) scheme and embed that model as a constraint in the robot's local planner, resulting in a bilevel nonlinear MPC optimization problem. We use a KKT-reformulation to cast the bilevel problem as a single level and use a nonlinear solver to optimize. Our MPC method can influence pedestrian motion while explicitly satisfying safety constraints in a single-robot multi-human environment. We analyze the performance of SICNav in a simulation environment to demonstrate safe robot motion that can influence the surrounding humans. We also validate the trajectory forecasting performance of ORCA on a human trajectory dataset.
Bias and Error Mitigation in Software-Generated Data: An Advanced Search and Optimization Framework Leveraging Generative Code Models
Data generation and analysis is a fundamental aspect of many industries and disciplines, from strategic decision making in business to research in the physical and social sciences. However, data generated using software and algorithms can be subject to biases and errors. These can be due to problems with the original software, default settings that do not align with the specific needs of the situation, or even deeper problems with the underlying theories and models. This paper proposes an advanced search and optimization framework aimed at generating and choosing optimal source code capable of correcting errors and biases from previous versions to address typical problems in software systems specializing in data analysis and generation, especially those in the corporate and data science world. Applying this framework multiple times on the same software system would incrementally improve the quality of the output results. It uses Solomonoff Induction as a sound theoretical basis, extending it with Kolmogorov Conditional Complexity, a novel adaptation, to evaluate a set of candidate programs. We propose the use of generative models for the creation of this set of programs, with special emphasis on the capabilities of Large Language Models (LLMs) to generate high quality code.
An Automatic Learning Rate Schedule Algorithm for Achieving Faster Convergence and Steeper Descent
The delta-bar-delta algorithm is recognized as a learning rate adaptation technique that enhances the convergence speed of the training process in optimization by dynamically scheduling the learning rate based on the difference between the current and previous weight updates. While this algorithm has demonstrated strong competitiveness in full data optimization when compared to other state-of-the-art algorithms like Adam and SGD, it may encounter convergence issues in mini-batch optimization scenarios due to the presence of noisy gradients. In this study, we thoroughly investigate the convergence behavior of the delta-bar-delta algorithm in real-world neural network optimization. To address any potential convergence challenges, we propose a novel approach called RDBD (Regrettable Delta-Bar-Delta). Our approach allows for prompt correction of biased learning rate adjustments and ensures the convergence of the optimization process. Furthermore, we demonstrate that RDBD can be seamlessly integrated with any optimization algorithm and significantly improve the convergence speed. By conducting extensive experiments and evaluations, we validate the effectiveness and efficiency of our proposed RDBD approach. The results showcase its capability to overcome convergence issues in mini-batch optimization and its potential to enhance the convergence speed of various optimization algorithms. This research contributes to the advancement of optimization techniques in neural network training, providing practitioners with a reliable automatic learning rate scheduler for achieving faster convergence and improved optimization outcomes.
FedLAP-DP: Federated Learning by Sharing Differentially Private Loss Approximations
Wang, Hui-Po, Chen, Dingfan, Kerkouche, Raouf, Fritz, Mario
This work proposes FedLAP-DP, a novel privacy-preserving approach for federated learning. Unlike previous linear point-wise gradient-sharing schemes, such as FedAvg, our formulation enables a type of global optimization by leveraging synthetic samples received from clients. We additionally introduce an approach to measure effective approximation regions reflecting the quality of the approximation. Therefore, the server can recover an approximation of the global loss landscape and optimize the model globally. Moreover, motivated by the emerging privacy concerns, we demonstrate that our approach seamlessly works with record-level differential privacy (DP), granting theoretical privacy guarantees for every data record on the clients. Extensive results validate the efficacy of our formulation on various datasets with highly skewed distributions. Our method consistently improves over the baselines, especially considering highly skewed distributions and noisy gradients due to DP. The source code and setup will be released upon publication. Federated Learning (FL) (McMahan et al., 2017) is a distributed learning framework that allows participants to train a model collaboratively without sharing their data. Predominantly, existing works (McMahan et al., 2017; Karimireddy et al., 2020; Li et al., 2020) achieve this by training local models on clients' private datasets and sharing only the gradients with the central server. Despite extensive research over the past few years, these prevalent gradient-based methods still suffer from several challenges (Kairouz et al., 2021), such as data heterogeneity, potential risks of privacy breaches, and high communication costs.
Convergence and sample complexity of natural policy gradient primal-dual methods for constrained MDPs
Ding, Dongsheng, Zhang, Kaiqing, Duan, Jiali, Başar, Tamer, Jovanović, Mihailo R.
We study sequential decision making problems aimed at maximizing the expected total reward while satisfying a constraint on the expected total utility. We employ the natural policy gradient method to solve the discounted infinite-horizon optimal control problem for Constrained Markov Decision Processes (constrained MDPs). Specifically, we propose a new Natural Policy Gradient Primal-Dual (NPG-PD) method that updates the primal variable via natural policy gradient ascent and the dual variable via projected sub-gradient descent. Although the underlying maximization involves a nonconcave objective function and a nonconvex constraint set, under the softmax policy parametrization we prove that our method achieves global convergence with sublinear rates regarding both the optimality gap and the constraint violation. Such convergence is independent of the size of the state-action space, i.e., it is dimension-free. Furthermore, for log-linear and general smooth policy parametrizations, we establish sublinear convergence rates up to a function approximation error caused by restricted policy parametrization. We also provide convergence and finitesample complexity guarantees for two sample-based NPG-PD algorithms. Finally, we use computational experiments to showcase the merits and the effectiveness of our approach. Keywords: Constrained Markov decision processes; Natural policy gradient; Constrained nonconvex optimization; Method of Lagrange multipliers; Primal-dual algorithms.
Towards Optimal Regret in Adversarial Linear MDPs with Bandit Feedback
Liu, Haolin, Wei, Chen-Yu, Zimmert, Julian
We study online reinforcement learning in linear Markov decision processes with adversarial losses and bandit feedback, without prior knowledge on transitions or access to simulators. We introduce two algorithms that achieve improved regret performance compared to existing approaches. The first algorithm, although computationally inefficient, ensures a regret of $\widetilde{\mathcal{O}}\left(\sqrt{K}\right)$, where $K$ is the number of episodes. This is the first result with the optimal $K$ dependence in the considered setting. The second algorithm, which is based on the policy optimization framework, guarantees a regret of $\widetilde{\mathcal{O}}\left(K^{\frac{3}{4}} \right)$ and is computationally efficient. Both our results significantly improve over the state-of-the-art: a computationally inefficient algorithm by Kong et al. [2023] with $\widetilde{\mathcal{O}}\left(K^{\frac{4}{5}}+poly\left(\frac{1}{\lambda_{\min}}\right) \right)$ regret, for some problem-dependent constant $\lambda_{\min}$ that can be arbitrarily close to zero, and a computationally efficient algorithm by Sherman et al. [2023b] with $\widetilde{\mathcal{O}}\left(K^{\frac{6}{7}} \right)$ regret.