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 Optimization


Residual Scheduling: A New Reinforcement Learning Approach to Solving Job Shop Scheduling Problem

arXiv.org Artificial Intelligence

Job-shop scheduling problem (JSP) is a mathematical optimization problem widely used in industries like manufacturing, and flexible JSP (FJSP) is also a common variant. Since they are NP-hard, it is intractable to find the optimal solution for all cases within reasonable times. Thus, it becomes important to develop efficient heuristics to solve JSP/FJSP. A kind of method of solving scheduling problems is construction heuristics, which constructs scheduling solutions via heuristics. Recently, many methods for construction heuristics leverage deep reinforcement learning (DRL) with graph neural networks (GNN). In this paper, we propose a new approach, named residual scheduling, to solving JSP/FJSP. In this new approach, we remove irrelevant machines and jobs such as those finished, such that the states include the remaining (or relevant) machines and jobs only. Our experiments show that our approach reaches state-of-the-art (SOTA) among all known construction heuristics on most well-known open JSP and FJSP benchmarks. In addition, we also observe that even though our model is trained for scheduling problems of smaller sizes, our method still performs well for scheduling problems of large sizes. Interestingly in our experiments, our approach even reaches zero gap for 49 among 50 JSP instances whose job numbers are more than 150 on 20 machines.


GRaCE: Optimizing Grasps to Satisfy Ranked Criteria in Complex Scenarios

arXiv.org Artificial Intelligence

This paper addresses the multi-faceted problem of robot grasping, where multiple criteria may conflict and differ in importance. We introduce Grasp Ranking and Criteria Evaluation (GRaCE), a novel approach that employs hierarchical rule-based logic and a rank-preserving utility function to optimize grasps based on various criteria such as stability, kinematic constraints, and goal-oriented functionalities. Additionally, we propose GRaCE-OPT, a hybrid optimization strategy that combines gradient-based and gradient-free methods to effectively navigate the complex, non-convex utility function. Experimental results in both simulated and real-world scenarios show that GRaCE requires fewer samples to achieve comparable or superior performance relative to existing methods. The modular architecture of GRaCE allows for easy customization and adaptation to specific application needs.


DADO -- Low-Cost Query Strategies for Deep Active Design Optimization

arXiv.org Artificial Intelligence

In this experience report, we apply deep active learning to the field of design optimization to reduce the number of computationally expensive numerical simulations. We are interested in optimizing the design of structural components, where the shape is described by a set of parameters. If we can predict the performance based on these parameters and consider only the promising candidates for simulation, there is an enormous potential for saving computing power. We present two selection strategies for self-optimization to reduce the computational cost in multi-objective design optimization problems. Our proposed methodology provides an intuitive approach that is easy to apply, offers significant improvements over random sampling, and circumvents the need for uncertainty estimation. We evaluate our strategies on a large dataset from the domain of fluid dynamics and introduce two new evaluation metrics to determine the model's performance. Findings from our evaluation highlights the effectiveness of our selection strategies in accelerating design optimization. We believe that the introduced method is easily transferable to other self-optimization problems.


A Machine Learning Approach to Solving Large Bilevel and Stochastic Programs: Application to Cycling Network Design

arXiv.org Artificial Intelligence

We present a novel machine learning-based approach to solving bilevel programs that involve a large number of independent followers, which as a special case include two-stage stochastic programming. We propose an optimization model that explicitly considers a sampled subset of followers and exploits a machine learning model to estimate the objective values of unsampled followers. Unlike existing approaches, we embed machine learning model training into the optimization problem, which allows us to employ general follower features that can not be represented using leader decisions. We prove bounds on the optimality gap of the generated leader decision as measured by the original objective function that considers the full follower set. We then develop follower sampling algorithms to tighten the bounds and a representation learning approach to learn follower features, which can be used as inputs to the embedded machine learning model. Using synthetic instances of a cycling network design problem, we compare the computational performance of our approach versus baseline methods. Our approach provides more accurate predictions for follower objective values, and more importantly, generates leader decisions of higher quality. Finally, we perform a real-world case study on cycling infrastructure planning, where we apply our approach to solve a network design problem with over one million followers. Our approach presents favorable performance compared to the current cycling network expansion practices.


RoLoMa: Robust Loco-Manipulation for Quadruped Robots with Arms

arXiv.org Artificial Intelligence

Deployment of robotic systems in the real world requires a certain level of robustness in order to deal with uncertainty factors, such as mismatches in the dynamics model, noise in sensor readings, and communication delays. Some approaches tackle these issues reactively at the control stage. However, regardless of the controller, online motion execution can only be as robust as the system capabilities allow at any given state. This is why it is important to have good motion plans to begin with, where robustness is considered proactively. To this end, we propose a metric (derived from first principles) for representing robustness against external disturbances. We then use this metric within our trajectory optimization framework for solving complex loco-manipulation tasks. Through our experiments, we show that trajectories generated using our approach can resist a greater range of forces originating from any possible direction. By using our method, we can compute trajectories that solve tasks as effectively as before, with the added benefit of being able to counteract stronger disturbances in worst-case scenarios.


Randomized Dimension Reduction with Statistical Guarantees

arXiv.org Machine Learning

Large models and enormous data are essential driving forces of the unprecedented successes achieved by modern algorithms, especially in scientific computing and machine learning. Nevertheless, the growing dimensionality and model complexity, as well as the non-negligible workload of data pre-processing, also bring formidable costs to such successes in both computation and data aggregation. As the deceleration of Moore's Law slackens the cost reduction of computation from the hardware level, fast heuristics for expensive classical routines and efficient algorithms for exploiting limited data are increasingly indispensable for pushing the limit of algorithm potency. This thesis explores some of such algorithms for fast execution and efficient data utilization. From the computational efficiency perspective, we design and analyze fast randomized low-rank decomposition algorithms for large matrices based on "matrix sketching", which can be regarded as a dimension reduction strategy in the data space. These include the randomized pivoting-based interpolative and CUR decomposition discussed in Chapter 2 and the randomized subspace approximations discussed in Chapter 3. From the sample efficiency perspective, we focus on learning algorithms with various incorporations of data augmentation that improve generalization and distributional robustness provably. Specifically, Chapter 4 presents a sample complexity analysis for data augmentation consistency regularization where we view sample efficiency from the lens of dimension reduction in the function space. Then in Chapter 5, we introduce an adaptively weighted data augmentation consistency regularization algorithm for distributionally robust optimization with applications in medical image segmentation.


Estimating and Implementing Conventional Fairness Metrics With Probabilistic Protected Features

arXiv.org Machine Learning

The vast majority of techniques to train fair models require access to the protected attribute (e.g., race, gender), either at train time or in production. However, in many important applications this protected attribute is largely unavailable. In this paper, we develop methods for measuring and reducing fairness violations in a setting with limited access to protected attribute labels. Specifically, we assume access to protected attribute labels on a small subset of the dataset of interest, but only probabilistic estimates of protected attribute labels (e.g., via Bayesian Improved Surname Geocoding) for the rest of the dataset. With this setting in mind, we propose a method to estimate bounds on common fairness metrics for an existing model, as well as a method for training a model to limit fairness violations by solving a constrained non-convex optimization problem. Unlike similar existing approaches, our methods take advantage of contextual information -- specifically, the relationships between a model's predictions and the probabilistic prediction of protected attributes, given the true protected attribute, and vice versa -- to provide tighter bounds on the true disparity. We provide an empirical illustration of our methods using voting data. First, we show our measurement method can bound the true disparity up to 5.5x tighter than previous methods in these applications. Then, we demonstrate that our training technique effectively reduces disparity while incurring lesser fairness-accuracy trade-offs than other fair optimization methods with limited access to protected attributes.


The Fisher-Rao geometry of CES distributions

arXiv.org Machine Learning

When dealing with a parametric statistical model, a Riemannian manifold can naturally appear by endowing the parameter space with the Fisher information metric. The geometry induced on the parameters by this metric is then referred to as the Fisher-Rao information geometry. Interestingly, this yields a point of view that allows for leveragingmany tools from differential geometry. After a brief introduction about these concepts, we will present some practical uses of these geometric tools in the framework of elliptical distributions. This second part of the exposition is divided into three main axes: Riemannian optimization for covariance matrix estimation, Intrinsic Cram\'er-Rao bounds, and classification using Riemannian distances.


Deterministic Langevin Unconstrained Optimization with Normalizing Flows

arXiv.org Artificial Intelligence

We introduce a global, gradient-free surrogate optimization strategy for expensive black-box functions inspired by the Fokker-Planck and Langevin equations. These can be written as an optimization problem where the objective is the target function to maximize minus the logarithm of the current density of evaluated samples. This objective balances exploitation of the target objective with exploration of low-density regions. The method, Deterministic Langevin Optimization (DLO), relies on a Normalizing Flow density estimate to perform active learning and select proposal points for evaluation. This strategy differs qualitatively from the widely-used acquisition functions employed by Bayesian Optimization methods, and can accommodate a range of surrogate choices. We demonstrate superior or competitive progress toward objective optima on standard synthetic test functions, as well as on non-convex and multi-modal posteriors of moderate dimension. On real-world objectives, such as scientific and neural network hyperparameter optimization, DLO is competitive with state-of-the-art baselines.


Energy-Aware Route Planning for a Battery-Constrained Robot with Multiple Charging Depots

arXiv.org Artificial Intelligence

This paper considers energy-aware route planning for a battery-constrained robot operating in environments with multiple recharging depots. The robot has a battery discharge time $D$, and it should visit the recharging depots at most every $D$ time units to not run out of charge. The objective is to minimize robot's travel time while ensuring it visits all task locations in the environment. We present a $O(\log D)$ approximation algorithm for this problem. We also present heuristic improvements to the approximation algorithm and assess its performance on instances from TSPLIB, comparing it to an optimal solution obtained through Integer Linear Programming (ILP). The simulation results demonstrate that, despite a more than $20$-fold reduction in runtime, the proposed algorithm provides solutions that are, on average, within $31\%$ of the ILP solution.