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 Optimization


On the Trade-Off between Actionable Explanations and the Right to be Forgotten

arXiv.org Artificial Intelligence

As machine learning (ML) models are increasingly being deployed in high-stakes applications, policymakers have suggested tighter data protection regulations (e.g., GDPR, CCPA). One key principle is the "right to be forgotten" which gives users the right to have their data deleted. Another key principle is the right to an actionable explanation, also known as algorithmic recourse, allowing users to reverse unfavorable decisions. To date, it is unknown whether these two principles can be operationalized simultaneously. Therefore, we introduce and study the problem of recourse invalidation in the context of data deletion requests. More specifically, we theoretically and empirically analyze the behavior of popular state-of-the-art algorithms and demonstrate that the recourses generated by these algorithms are likely to be invalidated if a small number of data deletion requests (e.g., 1 or 2) warrant updates of the predictive model. For the setting of differentiable models, we suggest a framework to identify a minimal subset of critical training points which, when removed, maximize the fraction of invalidated recourses. Using our framework, we empirically show that the removal of as little as 2 data instances from the training set can invalidate up to 95 percent of all recourses output by popular state-of-the-art algorithms. Thus, our work raises fundamental questions about the compatibility of "the right to an actionable explanation" in the context of the "right to be forgotten", while also providing constructive insights on the determining factors of recourse robustness.


EXACT: How to Train Your Accuracy

arXiv.org Artificial Intelligence

Classification tasks are usually evaluated in terms of accuracy. However, accuracy is discontinuous and cannot be directly optimized using gradient ascent. Popular methods minimize cross-entropy, hinge loss, or other surrogate losses, which can lead to suboptimal results. In this paper, we propose a new optimization framework by introducing stochasticity to a model's output and optimizing expected accuracy, i.e. accuracy of the stochastic model. Extensive experiments on linear models and deep image classification show that the proposed optimization method is a powerful alternative to widely used classification losses.


Hyperparameter Adaptive Search for Surrogate Optimization: A Self-Adjusting Approach

arXiv.org Machine Learning

Surrogate Optimization (SO) algorithms have shown promise for optimizing expensive black-box functions. However, their performance is heavily influenced by hyperparameters related to sampling and surrogate fitting, which poses a challenge to their widespread adoption. We investigate the impact of hyperparameters on various SO algorithms and propose a Hyperparameter Adaptive Search for SO (HASSO) approach. HASSO is not a hyperparameter tuning algorithm, but a generic self-adjusting SO algorithm that dynamically tunes its own hyperparameters while concurrently optimizing the primary objective function, without requiring additional evaluations. The aim is to improve the accessibility, effectiveness, and convergence speed of SO algorithms for practitioners. Our approach identifies and modifies the most influential hyperparameters specific to each problem and SO approach, reducing the need for manual tuning without significantly increasing the computational burden. Experimental results demonstrate the effectiveness of HASSO in enhancing the performance of various SO algorithms across different global optimization test problems.


Taking the human out of decomposition-based optimization via artificial intelligence: Part I. Learning when to decompose

arXiv.org Artificial Intelligence

In this paper, we propose a graph classification approach for automatically determining whether to use a monolithic or a decomposition-based solution method. In this approach, an optimization problem is represented as a graph that captures the structural and functional coupling among the variables and constraints of the problem via an appropriate set of features. Given this representation, a graph classifier is built to determine the best solution method for a given problem. The proposed approach is used to develop a classifier that determines whether a convex Mixed Integer Nonlinear Programming problem should be solved using branch and bound or the outer approximation algorithm. Finally, it is shown how the learned classifier can be incorporated into existing mixed integer optimization solvers.


Efficient Graduated Non-Convexity for Pose Graph Optimization

arXiv.org Artificial Intelligence

We propose a novel approach to Graduated Non-Convexity (GNC) and demonstrate its efficacy through its application in robust pose graph optimization, a key component in SLAM backends. Traditional GNC methods often rely on heuristic methods for GNC schedule, updating control parameter {\mu} for escalating the non-convexity. In contrast, our approach leverages the properties of convex functions and convex optimization to identify the boundary points beyond which convexity is no longer guaranteed, thereby eliminating redundant optimization steps in existing methodologies and enhancing both speed and robustness. We show that our method outperforms the state-of-the-art method in terms of speed and accuracy when used for robust back-end pose graph optimization via GNC. Our work builds upon and enhances the open-source riSAM framework. Our implementation can be accessed from: https://github.com/SNU-DLLAB/EGNC-PGO


Approximating Nash Equilibria in Normal-Form Games via Stochastic Optimization

arXiv.org Artificial Intelligence

For example, the first column indicates the payoff when all background players play action 0. The second column indicates all background players play action 0 except for one which plays action 1, and so on. The last column indicates all background players play action 1. These 2n scalars uniquely define the payoffs of a symmetric game. Given that this game only has two actions, we represent a mixed strategy by a single scalar p [0, 1], i.e., the probability of the first action. Furthermore, this game is symmetric and we seek a symmetric equilibrium, so we can represent a full Nash equilibrium by this single scalar p. This reduces our search space from 7 2 = 14 variables to 1 variable (and obviates any need for a map s from the unit hypercube to the simplex--see Lemma 25).


ParFam -- Symbolic Regression Based on Continuous Global Optimization

arXiv.org Artificial Intelligence

Symbolic regression (SR) describes the task of finding a symbolic function that accurately represents the connection between given input and output data. At the same time, the function should be as simple as possible to ensure robustness against noise and interpretability. This is of particular interest for applications where the aim is to (mathematically) analyze the resulting function afterward or get further insights into the process to ensure trustworthiness, for instance, in physical or chemical sciences (Quade et al., 2016; Angelis et al., 2023; Wang et al., 2019). The range of possible applications of SR is therefore vast, from predicting the dynamics of ecosystems (Chen et al., 2019), forecasting the solar power for energy production (Quade et al., 2016), estimating the development of financial markets (Liu and Guo, 2023), analyzing the stability of certain materials (He and Zhang, 2021) to planning optimal trajectories for robots (Oplatkova and Zelinka, 2007), to name but a few. Moreover, as Angelis et al. (2023) points out, the number of papers on SR has increased significantly in recent years, highlighting the relevance and research interest in this area. SR is a specific regression task in machine learning that aims to find an accurate model without any assumption by the user related to the specific data set.


Confronting Reward Model Overoptimization with Constrained RLHF

arXiv.org Artificial Intelligence

Large language models are typically aligned with human preferences by optimizing $\textit{reward models}$ (RMs) fitted to human feedback. However, human preferences are multi-faceted, and it is increasingly common to derive reward from a composition of simpler reward models which each capture a different aspect of language quality. This itself presents a challenge, as it is difficult to appropriately weight these component RMs when combining them. Compounding this difficulty, because any RM is only a proxy for human evaluation, this process is vulnerable to $\textit{overoptimization}$, wherein past a certain point, accumulating higher reward is associated with worse human ratings. In this paper, we perform, to our knowledge, the first study on overoptimization in composite RMs, showing that correlation between component RMs has a significant effect on the locations of these points. We then introduce an approach to solve this issue using constrained reinforcement learning as a means of preventing the agent from exceeding each RM's threshold of usefulness. Our method addresses the problem of weighting component RMs by learning dynamic weights, naturally expressed by Lagrange multipliers. As a result, each RM stays within the range at which it is an effective proxy, improving evaluation performance. Finally, we introduce an adaptive method using gradient-free optimization to identify and optimize towards these points during a single run.


Self-Correcting Bayesian Optimization through Bayesian Active Learning

arXiv.org Machine Learning

Gaussian processes are the model of choice in Bayesian optimization and active learning. Yet, they are highly dependent on cleverly chosen hyperparameters to reach their full potential, and little effort is devoted to finding good hyperparameters in the literature. We demonstrate the impact of selecting good hyperparameters for GPs and present two acquisition functions that explicitly prioritize hyperparameter learning. Statistical distance-based Active Learning (SAL) considers the average disagreement between samples from the posterior, as measured by a statistical distance. SAL outperforms the state-of-the-art in Bayesian active learning on several test functions. We then introduce Self-Correcting Bayesian Optimization (SCoreBO), which extends SAL to perform Bayesian optimization and active learning simultaneously. SCoreBO learns the model hyperparameters at improved rates compared to vanilla BO, while outperforming the latest Bayesian optimization methods on traditional benchmarks. Moreover, we demonstrate the importance of self-correction on atypical Bayesian optimization tasks.


Forthcoming machine learning and AI seminars: October 2023 edition

AIHub

This post contains a list of the AI-related seminars that are scheduled to take place between 9 October and 30 November 2023. All events detailed here are free and open for anyone to attend virtually. Three young stars talks Speakers: 1) A Graph Neural Network-based Reduce-then-Optimize Heuristic for the Fixed-Charge Transportation Problem, Caroline Spieckermann, 2) Reliable Adaptive Stochastic Optimization with High Probability Guarantees, Miaolan Xie, 3) Frontier Challenges in AI: The case of algorithmic bias in forecasting tools, Quan Zhou Organised by: Machine Learning NeEDS Mathematical Optimization Attend here. Agnostic Proper Learning of Monotone Functions: Beyond the Black-Box Correction Barrier Speaker: Jane Lange (MIT) Organised by: Carnegie Mellon University The Zoom link is here. Title to be confirmed Speaker: Jiajia Yu (Duke University) Organised by: University of Minnesota Check the website nearer the time for Zoom registration.