Optimization
Hybrid Reinforcement Learning for Optimizing Pump Sustainability in Real-World Water Distribution Networks
Patel, Harsh, Zhou, Yuan, Lamb, Alexander P, Wang, Shu, Luo, Jieliang
This article addresses the pump-scheduling optimization problem to enhance real-time control of real-world water distribution networks (WDNs). Our primary objectives are to adhere to physical operational constraints while reducing energy consumption and operational costs. Traditional optimization techniques, such as evolution-based and genetic algorithms, often fall short due to their lack of convergence guarantees. Conversely, reinforcement learning (RL) stands out for its adaptability to uncertainties and reduced inference time, enabling real-time responsiveness. However, the effective implementation of RL is contingent on building accurate simulation models for WDNs, and prior applications have been limited by errors in simulation training data. These errors can potentially cause the RL agent to learn misleading patterns and actions and recommend suboptimal operational strategies. To overcome these challenges, we present an improved "hybrid RL" methodology. This method integrates the benefits of RL while anchoring it in historical data, which serves as a baseline to incrementally introduce optimal control recommendations. By leveraging operational data as a foundation for the agent's actions, we enhance the explainability of the agent's actions, foster more robust recommendations, and minimize error. Our findings demonstrate that the hybrid RL agent can significantly improve sustainability, operational efficiency, and dynamically adapt to emerging scenarios in real-world WDNs.
Randomized Benchmarking of Local Zeroth-Order Optimizers for Variational Quantum Systems
In the field of quantum information, classical optimizers play an important role. From experimentalists optimizing their physical devices to theorists exploring variational quantum algorithms, many aspects of quantum information require the use of a classical optimizer. For this reason, there are many papers that benchmark the effectiveness of different optimizers for specific quantum optimization tasks and choices of parameterized algorithms. However, for researchers exploring new algorithms or physical devices, the insights from these studies don't necessarily translate. To address this concern, we compare the performance of classical optimizers across a series of partially-randomized tasks to more broadly sample the space of quantum optimization problems. We focus on local zeroth-order optimizers due to their generally favorable performance and query-efficiency on quantum systems. We discuss insights from these experiments that can help motivate future works to improve these optimizers for use on quantum systems.
Online Relocating and Matching of Ride-Hailing Services: A Model-Based Modular Approach
Gao, Chang, Lin, Xi, He, Fang, Tang, Xindi
This study proposes an innovative model-based modular approach (MMA) to dynamically optimize order matching and vehicle relocation in a ride-hailing platform. MMA utilizes a two-layer and modular modeling structure. The upper layer determines the spatial transfer patterns of vehicle flow within the system to maximize the total revenue of the current and future stages. With the guidance provided by the upper layer, the lower layer performs rapid vehicle-to-order matching and vehicle relocation. MMA is interpretable, and equipped with the customized and polynomial-time algorithm, which, as an online order-matching and vehicle-relocation algorithm, can scale past thousands of vehicles. We theoretically prove that the proposed algorithm can achieve the global optimum in stylized networks, while the numerical experiments based on both the toy network and realistic dataset demonstrate that MMA is capable of achieving superior systematic performance compared to batch matching and reinforcement-learning based methods. Moreover, its modular and lightweight modeling structure further enables it to achieve a high level of robustness against demand variation while maintaining a relatively low computational cost.
Relation-aware Ensemble Learning for Knowledge Graph Embedding
Yue, Ling, Zhang, Yongqi, Yao, Quanming, Li, Yong, Wu, Xian, Zhang, Ziheng, Lin, Zhenxi, Zheng, Yefeng
Knowledge graph (KG) embedding is a fundamental task in natural language processing, and various methods have been proposed to explore semantic patterns in distinctive ways. In this paper, we propose to learn an ensemble by leveraging existing methods in a relation-aware manner. However, exploring these semantics using relation-aware ensemble leads to a much larger search space than general ensemble methods. To address this issue, we propose a divide-search-combine algorithm RelEns-DSC that searches the relation-wise ensemble weights independently. This algorithm has the same computation cost as general ensemble methods but with much better performance. Experimental results on benchmark datasets demonstrate the effectiveness of the proposed method in efficiently searching relation-aware ensemble weights and achieving state-of-the-art embedding performance. The code is public at https://github.com/LARS-research/RelEns.
Scalarization for Multi-Task and Multi-Domain Learning at Scale
Royer, Amelie, Blankevoort, Tijmen, Bejnordi, Babak Ehteshami
Training a single model on multiple input domains and/or output tasks allows for compressing information from multiple sources into a unified backbone hence improves model efficiency. It also enables potential positive knowledge transfer across tasks/domains, leading to improved accuracy and data-efficient training. However, optimizing such networks is a challenge, in particular due to discrepancies between the different tasks or domains: Despite several hypotheses and solutions proposed over the years, recent work has shown that uniform scalarization training, i.e., simply minimizing the average of the task losses, yields on-par performance with more costly SotA optimization methods. This raises the issue of how well we understand the training dynamics of multi-task and multi-domain networks. In this work, we first devise a large-scale unified analysis of multi-domain and multi-task learning to better understand the dynamics of scalarization across varied task/domain combinations and model sizes. Following these insights, we then propose to leverage population-based training to efficiently search for the optimal scalarization weights when dealing with a large number of tasks or domains.
Raze to the Ground: Query-Efficient Adversarial HTML Attacks on Machine-Learning Phishing Webpage Detectors
Montaruli, Biagio, Demetrio, Luca, Pintor, Maura, Compagna, Luca, Balzarotti, Davide, Biggio, Battista
Machine-learning phishing webpage detectors (ML-PWD) have been shown to suffer from adversarial manipulations of the HTML code of the input webpage. Nevertheless, the attacks recently proposed have demonstrated limited effectiveness due to their lack of optimizing the usage of the adopted manipulations, and they focus solely on specific elements of the HTML code. In this work, we overcome these limitations by first designing a novel set of fine-grained manipulations which allow to modify the HTML code of the input phishing webpage without compromising its maliciousness and visual appearance, i.e., the manipulations are functionality- and rendering-preserving by design. We then select which manipulations should be applied to bypass the target detector by a query-efficient black-box optimization algorithm. Our experiments show that our attacks are able to raze to the ground the performance of current state-of-the-art ML-PWD using just 30 queries, thus overcoming the weaker attacks developed in previous work, and enabling a much fairer robustness evaluation of ML-PWD.
Unprocessing Seven Years of Algorithmic Fairness
Seven years ago, researchers proposed a postprocessing method to equalize the error rates of a model across different demographic groups. The work launched hundreds of papers purporting to improve over the postprocessing baseline. We empirically evaluate these claims through thousands of model evaluations on several tabular datasets. We find that the fairness-accuracy Pareto frontier achieved by postprocessing contains all other methods we were feasibly able to evaluate. In doing so, we address two common methodological errors that have confounded previous observations. One relates to the comparison of methods with different unconstrained base models. The other concerns methods achieving different levels of constraint relaxation. At the heart of our study is a simple idea we call unprocessing that roughly corresponds to the inverse of postprocessing. Unprocessing allows for a direct comparison of methods using different underlying models and levels of relaxation.
Online Learning under Adversarial Nonlinear Constraints
Kolev, Pavel, Martius, Georg, Muehlebach, Michael
In many applications, learning systems are required to process continuous non-stationary data streams. We study this problem in an online learning framework and propose an algorithm that can deal with adversarial time-varying and nonlinear constraints. As we show in our work, the algorithm called Constraint Violation Velocity Projection (CVV-Pro) achieves $\sqrt{T}$ regret and converges to the feasible set at a rate of $1/\sqrt{T}$, despite the fact that the feasible set is slowly time-varying and a priori unknown to the learner. CVV-Pro only relies on local sparse linear approximations of the feasible set and therefore avoids optimizing over the entire set at each iteration, which is in sharp contrast to projected gradients or Frank-Wolfe methods. We also empirically evaluate our algorithm on two-player games, where the players are subjected to a shared constraint.
Fast Screening Rules for Optimal Design via Quadratic Lasso Reformulation
Sagnol, Guillaume, Pronzato, Luc
The problems of Lasso regression and optimal design of experiments share a critical property: their optimal solutions are typically \emph{sparse}, i.e., only a small fraction of the optimal variables are non-zero. Therefore, the identification of the support of an optimal solution reduces the dimensionality of the problem and can yield a substantial simplification of the calculations. It has recently been shown that linear regression with a \emph{squared} $\ell_1$-norm sparsity-inducing penalty is equivalent to an optimal experimental design problem. In this work, we use this equivalence to derive safe screening rules that can be used to discard inessential samples. Compared to previously existing rules, the new tests are much faster to compute, especially for problems involving a parameter space of high dimension, and can be used dynamically within any iterative solver, with negligible computational overhead. Moreover, we show how an existing homotopy algorithm to compute the regularization path of the lasso method can be reparametrized with respect to the squared $\ell_1$-penalty. This allows the computation of a Bayes $c$-optimal design in a finite number of steps and can be several orders of magnitude faster than standard first-order algorithms. The efficiency of the new screening rules and of the homotopy algorithm are demonstrated on different examples based on real data.
The Computational Complexity of Finding Stationary Points in Non-Convex Optimization
Hollender, Alexandros, Zampetakis, Manolis
Finding approximate stationary points, i.e., points where the gradient is approximately zero, of non-convex but smooth objective functions $f$ over unrestricted $d$-dimensional domains is one of the most fundamental problems in classical non-convex optimization. Nevertheless, the computational and query complexity of this problem are still not well understood when the dimension $d$ of the problem is independent of the approximation error. In this paper, we show the following computational and query complexity results: 1. The problem of finding approximate stationary points over unrestricted domains is PLS-complete. 2. For $d = 2$, we provide a zero-order algorithm for finding $\varepsilon$-approximate stationary points that requires at most $O(1/\varepsilon)$ value queries to the objective function. 3. We show that any algorithm needs at least $\Omega(1/\varepsilon)$ queries to the objective function and/or its gradient to find $\varepsilon$-approximate stationary points when $d=2$. Combined with the above, this characterizes the query complexity of this problem to be $\Theta(1/\varepsilon)$. 4. For $d = 2$, we provide a zero-order algorithm for finding $\varepsilon$-KKT points in constrained optimization problems that requires at most $O(1/\sqrt{\varepsilon})$ value queries to the objective function. This closes the gap between the works of Bubeck and Mikulincer [2020] and Vavasis [1993] and characterizes the query complexity of this problem to be $\Theta(1/\sqrt{\varepsilon})$. 5. Combining our results with the recent result of Fearnley et al. [2022], we show that finding approximate KKT points in constrained optimization is reducible to finding approximate stationary points in unconstrained optimization but the converse is impossible.